Concordia University

https://www.concordia.ca/content/concordia/en/faculty.html

Yuan Wang, PhD

Associate Professor, Finance

Office: S-MB 12205 
John Molson Building,
1450 Guy
Phone: (514) 848-2424 ext. 2789
Email: yuan.wang@concordia.ca
Website(s): Google Scholar

Yuan Wang joined John Molson School of Business in July 2012. He completed his PhD at Pennsylvania State University in August 2012. He has a BA (Computer Science) from Harbin Institute of Technology, a Master degree in Computer Science from Beijing Institute of Technology and an MSc (Economics) degree from University of Arizona. He did an internship at Microsoft Research Asia in 2004. His research interests are in empirical asset pricing. 

Education

PhD (Pennsylvania State University)

Areas of expertise

  • Credit Risk
  • Equity returns
  • Deep Learning
  • Artificial Intelligence


Research activities

Job opportunity

I am hiring Research Assistants at both undergraduate and graduate levels. Knowing SAS programming is a MUST.


Publications

Debt Covenants and Cross-Sectional Equity Returns? with Jean Helwege and Jingzhi Huang. Management Science, forthcoming

How do corporate governance decisions affect bond holders? with Hong Li. Quarterly Journal of Finance, forthcoming


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


Refereed conference proceedings

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.


Research Grants

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

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)


Working Papers

Does Bond Liquidity Affect Financial Contracts? with Yaxuan Qi. 

Bond Liquidity and Investment, with Laura Field and Anahit Mkrtchyan. 

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