Room 314, SSB
The University of Nottingham Ningbo China
199 Taikang East Road
(0574) 8818 8443
PhD in Economics (University of Stirling, UK)
MSc in Economics (University of Edinburgh, UK)
BA in Economics (Hangzhou Dianzi University, China)
Dr Chaoyan Wang is currently Assistant Professor at School of Economics, Faculty of Humanities and Social Sciences at University of Nottingham Ningbo Campus. Previously, she was a faculty member at University of Nottingham (UK) and University of York (UK). Her research has focused on empirical studies of financial economics. She specializes in areas of Market Microstructure, Quantitative Methods and Mathematical Finance. She is currently working on several NSFC funded research projects. She is a member of the Center for Global Finance (NUBS, UNNC) and China Research Group (NUBS, UNUK).
Financial Economics; Asset pricing; Market microstructure; Quantitative methods
Dey, M. and C. Wang, The Impact of Trades on Daily Return and Volatility in Dually Listed Securities. Working paper, presented in GFC (US,2017), IFABS (China, 2017)
Dey, M. and C. Wang, How Do Lead Lag Relations in Cross Listings Move? Working paper, presented in GFC (US, 2017)
Dey, M. and C. Wang, Volume volatility in ADRs, Working paper
Lu, B., Z. Zhang, C. Wang, X. Bai, E.R. Hancock: A Graph Kernel Based on the Jensen-Shannon Representation Alignment. In Proceedings of IJCAI, 3322-3328, 2015.
Lu, B., Z. Zhang, C. Wang, X. Bai, E.R. Hancock: An Edge-Based Matching Kernel for Graphs Through the Directed Line Graphs. In Proceedings of 16th CAIP, Part II: 85-95, 2015.
Dey, M. and C. Wang, Return Spread and liquidity: Evidence from Hong Kong ADR. Research in International Business and Finance, 26 (2012) 164– 180)
Dey, M. and C. Wang, An Overview of the Securities Market Regulation in Post-Liberalization China and India, (Development and Financial Reform in Emerging Economies, Pickering & Chatto, 2014)
Financial Risk Analysis, learning from Graph-based Kernel Machine, supported by the National Natural Science Foundation of China under Grant No. 61503422
Norms of Science with the "Chinese Characteristics": Evolution, Dynamics and Implications”, supported by the National Natural Science Foundation of China under Grant No. 71774091