Chaoyan Wang
Professor
School of Economics
University of Nottingham Ningbo China
China
Biography
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).
Research Interest
Financial Economics; Asset pricing; Market microstructure; Quantitative methods
Publications
-
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.
-
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, The Impact of Trades on Daily Return and Volatility in Dually Listed Securities. Working paper, presented in GFC (US,2017), IFABS (China, 2017)
