Associate Professor Department of Finance

Yuan Wang joined the department of Finance at SUSTech as a tenured associate professor in Sept. 2019. Before that he was a tenured associate professor at John Molson School of Business at Concordia University. He completed his PhD at Pennsylvania State University in August 2012. His research covers the fields of Finance, Information Sytstems, and Aritificial Intelligence. The research has been funded by Social Sciences and Humanities Research Council of Canada, which has been the most prestige research fund in social science in Canada. He also won the Petro-Canada Young Innovators Award. His research has been published at Management Science, Journal of Banking and Finance, Decision Support Systems, Journal of Pattern Recognition and Artificial Intelligence, etc.

Personal Profile

Research

Empirical asset pricing

Credit risk

Liquidity

Stock and option quantitive strategy

Aritificial intelligence

Face Recognition


Teaching

Corporate Finance

Writing and Communication in English for Finance


Publications Read More

Publications

Debt Covenants and Cross-Sectional Equity Returns? with Jean Helwege and Jingzhi Huang. Management Science, Vol. 63, No. 6, June 2017, pp. 1835-1854

How do corporate governance decisions affect bond holders? with Hong Li. Quarterly Journal of Finance, September 2016. Vol. 06. No. 03

Separating credit risk and liquidity. with Jean Helwege and Jingzhi Huang. Creditflux Magazine, March 2015, pp. 16-17.

Sentiment and Corporate Bond Valuations Before and After the Onset of the Credit Crisis, with Jingzhi Huang and Marco Rossi. Journal of Fixed Income, Vol. 25, 2015, pp. 34-57

Liquidity effects in corporate bond spreads, with Jean Helwege and Jingzhi Huang. Journal of Banking and Finance, Vol. 45, 2014, pp. 105-116

Credit Default Swap Auctions and Price Discovery, with Jean Helwege, Samuel Maurer, and Asani Sarkar. Journal of Fixed Income, Vol. 19, No.2, 2010, pp. 34-42

Enhancing Border Security: Mutual Information Analysis to Identify Suspect Vehicles, with Siddharth Kaza and Hsinchun Chen. Decision Support Systems, Vol. 43, No.1, 2007, pp. 199-210

Non-negative Matrix Factorization Framework for Face Recognition, with Yunde Jia, Changbo Hu, and Matthew Turk. International Journal of Pattern Recognition and Artificial Intelligence, Vol. 19, No.4, 2005, pp. 495-511

Face Recognition Based on Kernel Radial Function Networks, with Yunde Jia, Changbo Hu, and Matthew Turk. Published in the Proceeding of Asia Conference on Computer Vision, 2004

Fisher Non-Negative Matrix Factorization for Learning Local Features, with Yunde Jia, Changbo Hu, and Matthew Turk. Special issue paper in the Proceeding of Asia Conference on Computer Vision, 2004.

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Research Grants

SUSTech research fund,1million RMB. (2019)

Social Sciences and Humanities Research Council of Canada (SSHRC) $88,750 (2017)

Petro-Canada Young Innovators Award $10,000, (Concordia University, 2015)

Fonds de recherche sur la société et la culture (FRQSC) $36,810, (Quebec Government, 2014)

Faculty Research Development Program (FRDP) $15,000, (Concordia University, 2012)

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Conferences and invited talks

• Shanghai University of Finance and Economics (Shanghai, China, 2019)

• Southern University of Science and Technology (Shenzhen, China, 2019)

• Shandong University of Finance and Economics (Jinan, China, 2018)

• Renmin University of China (Beijing, China, 2018)

• The 13th Conference on Asia-Pacific Financial Markets (Seoul, Korea, 2018)

• Financial Management Association Annual Meetings (San Diego, 2018)

• 2nd International Conference on Econometrics and Statistics (Hong Kong, China, 2018)

• International Risk Management Conference: IRMC (Florence, Italy, 2017)

• International Finance and Banking Society 2017 Oxford Conference (Oxford, UK, 2017)

• Central University of Finance and Economics (Beijing, China, 2017)

• The 11th Conference on Asia-Pacific Financial Markets (Seoul, Korea, 2016) (presented by coauther)

• 10th International Conference on Computational and Financial Econometrics (University of Seville, Spain, 2016)

• The 14th International Symposium on Financial System Engineering and Risk Management (Harbin, China, 2016)

• European Financial Management Association 2016 Annual Meetings (Basel, Switzerland)

• Northern Finance Association (Mont Tremblant, 2016)

• Financial Management Association Annual Meetings (Las Vegas, 2016)

• 2015 China International Conference in Finance (Shenzhen, China, 2015) (two presentations)

• Midwest Finance Association (Chicago, 2015)

• International Conference on Corporate Finance and Capital Market (HangZhou, China, 2015) (presented by coauther)

• 2014 China International Conference in Finance (Chengdu, China, 2014)

• Financial Management Association Annual Meetings (Vanderbilt, 2014) (presented by coauther)

• Midwest Finance Association (Orlando, 2014)

• Northern Finance Association (Québec City, 2013) (discussant)

• Northern Finance Association (Waterloo, 2012)

• Financial Management Association Annual Meetings (Atlanta, 2012)

• Conference on Liquidity Risk Management (New York City, 2012)

• Fordham University (New York City, 2011)

• The State University of New York at Stony Brook (Stony Brook, 2011)

• University of Cincinnati (Cincinnati, 2011)

• Concordia University (Montreal, Canada, 2011)

• Suffolk University (Boston, 2011)

• Research Affiliates (New Port Beach, 2011)

• Financial Management Association Doctoral Student Consortium (New York City, 2010)

• Financial Management Association Annual Meetings (New York City, 2010)

• Penn State University (2011, 2010, 2009)

• Financial Management Association Annual Meetings, presentation and discussion (Reno, 2009)

• Asian Conference on Computer Vision, presentation (Seoul, 2004)

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Contact Us

Contact Address

Office Phone

Email

wangy36@sustech.edu.cn

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