Associate Professor Department of Finance
Dr. Wang obtained a Ph.D. degree in Finance from Rutgers University, USA in 2016. He also has a B.S. degree in Physics from Peking University and a Ph.D. degree in Physics from Rutgers University. He worked as a senior quantitative researcher at JPMorgan, New York. His research interests include OTC markets, market microstructure, market efficiency, trading strategies, credit risk, corporate finance, media and financial regulations. His research has been published at Journal of Financial Economics, Journal of Financial Markets, Journal of Banking and Finance, Financial Management, Journal of Futures Markets, Journal of Fixed Income, North American Journal of Economics and Finance. Former members of his research group hold positions at universities and financial institutions all over the world.
Personal Profile
Education
2013-2016 Rutgers Business School, PhD in Finance
2002-2007 Rutgers University, PhD in Physics
1998-2002 Peking University, BS in Physics
Working experience
2016-present Assistant professor, SUSTech
2008-2013 Senior quantitative analyst, JPMorgan, New York
Teaching experience
Financial Markets and Institutions, Macroeconomics, Data Structure and Financial Applications, Artificial Intelligence and Financial Applications
Research interests
Asset pricing, liquidity, credit derivatives, bonds, FinTech
Research
Asset pricing, risk measurement, liquidity, credit derivatives, bonds, monetary policy, media, FinTech, corporate finance
Teaching
Financial Markets and Institutions, Macroeconomics, Data Structure and Financial Applications, Artificial Intelligence and Financial Applications
Publications Read More
Selected publications:
1. Xinjie Wang, Yangru Wu, Hongjun Yan, and Ken Zhong, 2020, Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang, Journal of Financial Economics, 139, 545-560
2.Xinjie Wang and Ken Zhong, 2021, Post-Crisis Regulations, Market Making, and Liquidity in the Over-the-Counter Market, Journal of Banking and Finance, 134, 106354
3. Xinjie Wang, Yaqing Xiao, Hongjun Yan and Jinfan Zhang, 2021, Under-reaction in the Sovereign CDS Market, Journal of Banking and Finance, 130, 106191
4. Difang Huang, Yubin Li, Xinjie Wang, and Ken Zhong, 2021, Does the FOMC Cycle Affect Credit Risk?, Financial Management, 51, 143-167
5. Xinjie Wang and Ken Zhong, 2022, Dealer Inventory, Pricing, and Liquidity in the OTC Derivatives Markets: Evidence from Index CDSs, Journal of Financial Markets, 57, 100617