Projects per year
Personal profile
Research Interests
Expertise summary
Financial Economics; Asset pricing; Market microstructure; Quantitative methods
Research Interest
Asset pricing from the perspective of market microstructure, behavioral finance
Incorporating machine learning technique into financial risk analysis
Relationship between economic growth and finance development
Personal profile
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.
Teaching
Undergraduate
ECON3064: Advanced Monetary Economics
Postgraduate
ECON4050: Economics of Corporate Finance
Person Types
- Staff
Fingerprint
Dive into the research topics where Chaoyan Wang is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Curtailed
-
A Study on the Innovation of Credit Loan Model for Small and Micro Enterprises
1/03/20 → 9/02/21
Project: Contract Projects › Horizontal-Ningbo Municipal Contract Projects
-
Asymmetric volume volatility causality in dual listing H-shares
Dey, M. K. & Wang, C., Sept 2022, In: Journal of Asset Management. 23, 5, p. 419-428 10 p.Research output: Journal Publication › Article › peer-review
1 Citation (Scopus) -
Volume decomposition and volatility in dual-listing H-shares
Dey, M. K. & Wang, C., Jul 2021, In: Journal of Asset Management. 22, 4, p. 301-310 10 p.Research output: Journal Publication › Article › peer-review
1 Citation (Scopus) -
Return commonality in cross listings: Evidence from Hong Kong ADRs
Dey, M. K. & Wang, C., Jun 2020, In: Journal of Index Investing. 11, 1, p. 67-83 17 p.Research output: Journal Publication › Article › peer-review
1 Citation (Scopus) -
The impact of momentum trades on return comovements and asymmetric volatility in dual listings
Dey, M. K. & Wang, C., 1 Jan 2018, Unpublished.Research output: Working paper
File231 Downloads (Pure) -
A Graph kernel based on the jensen-shannon representation alignment
Bai, L., Zhang, Z., Wang, C., Bai, X. & Hancock, E. R., 2015, IJCAI 2015 - Proceedings of the 24th International Joint Conference on Artificial Intelligence. Wooldridge, M. & Yang, Q. (eds.). International Joint Conferences on Artificial Intelligence, p. 3322-3328 7 p. (IJCAI International Joint Conference on Artificial Intelligence; vol. 2015-January).Research output: Chapter in Book/Conference proceeding › Conference contribution › peer-review
18 Citations (Scopus)