Date of entry: 2011 Fall
Expected graduation date: 2018 Summer
Current phase of study: Phase III (Thesis)
Status: Full-time student
Research Interests: Capital structure, debt and equity financing, corporate governance, option pricing, fixed income (CDS, CDO), mergers and acquisitions, risk-shifting
- MSc, Finance, Brock University, Canada, 2011
- MA, Accountancy, Brock University, Canada, 2009
- Three essays on CDS, PhD (Finance), Concordia University, expected 2018
- The information content of Canadian implied volatility, Master, Brock University (Management), 2011
Academic and teaching experience
- Cost Accounting, Brock University, Fall 2010, teaching assistant
- Lecturer, Shenyang Railway College, Shenyang China
- Biktimirov, E. & Wang, C.R. (2011). Does the VIXC provide the most accurate forecast of Canadian stock market volatility? Canadian Invest Review
- Biktimirov, E. & Wang, C.R. (2017). Model-Based versus Model-Free Implied Volatility: Evidence from North American, European, and Asian Index Option Markets. Journal of Derivative (Status: Forthcoming)
- Wang, C.R. (2000). The library information system. Liaoning Electricity College (Language: Chinese)
- Model-based and model free implied volatility. Biktimirov, E., & Wang, C. R.
- Is Black-Schole model survival? Wang, C. R.
- Garch and implied volatility. Wang, C. R.