Assistant 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 Rutgeres University. He worked as a senior quantitative researcher at JPMorgan, New York. His researh 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, Hongun Yan, and Ken Zhong, 2020, Funding Liquidity Shocks in a Quasi-Experiment: Evidence from the CDS Big Bang, Journal of Financial Economics, forthcoming

2. Xinjie Wang, Yaqing Xiao, Hongjun Yan and Jinfan Zhang, 2021, Under-reaction in the Sovereign CDS Market, Journal of Banking and Finance, forthcoming

3. Difang Huang, Yubin Li, Xinjie Wang, and Ken Zhong, 2021, Does the FOMC Cycle Affect Credit Risk?, Financial Management, forthcoming

4. Xinjie Wang and Ken Zhong, 2021, Dealer Inventory, Pricing, and Liquidity in the OTC Derivatives Markets: Evidence from Index CDSs, Journal of Financial Markets, 100617

5. Xinjie Wang, Weike Xu, and Zhaodong Zhong, 2019, Economic Policy Uncertainty, CDS Spreads, and CDS Liquidity Provision, Journal of Futures Markets 39, 461-480

News More

  • "Debt Maturity, Leverage, and Political Uncertainty" has been accepted by North American Journal of Economics and Finance.

    2019-04-25
  • "Economic Policy Uncertainty, CDS Spreads, and CDS Liquidity Provision" has been accepted by Journal of Futures Markets.

    2018-10-01

Lab members Read More

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Contact Us

Contact Address

Wisdom valley, Building 3 Room 320

Office Phone

0755-88018602

Email

xinjie.wang@sustech.edu.cn

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