Rotman School of Management

Main Content

Kevin Q. Wang

Kevin Q. Wang

Associate Professor of Finance  

Degrees:

PhD in Finance, University of Chicago
MA in Economics, University of Southern California
BSc in Mathematics, Wuhan University

Phone:

416-946-5059

Bio

Kevin Wang is an Associate Professor of Finance at Rotman. His teaching interests are in investments and has taught courses at the undergraduate, MBA, MFin and PhD levels. His research interests include asset pricing, stock market anomalies, evaluation of portfolio performance, and empirical methods in investments. Kevin was previously a Visiting Associate Professor of Finance at the Hong Kong University of Science and Technology and Assistant Professor of Finance with the Faculty of Management at McGill University.

Academic Positions

  • 2004 - present

    Associate Professor of Finance, Rotman School of Management, University of Toronto.

  • 2004 - 2005

    Visiting Associate Professor of Finance, Business School, Hong Kong University of Science and Technology.

  • 1999 - 2004

    Assistant Professor of Finance, Rotman School of Management, University of Toronto.

  • 1998 - 1999

    Assistant Professor of Finance, Faculty of Management, McGill University.

Selected Publications - Papers

  • A Nonparametric Test of Beta Specification

    Working Paper

  • Conditioning Information, Out of Sample Validation, and the Cross-Section of Stock Returns

    Working Paper

  • Does Learning Help Explain Momentum?

    with Xiaolu Wang and Will J. Xu

    Working Paper

  • The High Idiosyncratic Volatility Low Return Puzzle

    with Hai Lu and Xiaolu Wang

    Working Paper

  • Market Volatility and Momentum

    with Will J. Xu

    Journal of Empirical FInance

    2015

  • Buy High and Sell Low

    Working Paper

    2014

  • Price Shocks, News Disclosures, and Asymmetric Drifts

    with Hai Lu and Xiaolu Wang

    The Accounting Review

    2014

  • Multifactor Evaluation of Style Rotation

    Journal of Financial and Quantitative Analysis

    Issue:Vol. 40

    2005

    Pages: pp 349-372.

  • Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns

    with Kris Jacobs

    Journal of Finance

    Issue:Vol. 59

    2004

    Pages: pp 2211-2252.

  • Asset Pricing with Conditioning Information: A New Test

    Journal of Finance

    Issue:Vol. 58

    2003

    Pages: pp 161-196.

  • Time-Varying Risk Aversion and Unexpected Inflation

    with Michael W. Brandt

    Journal of Monetary Economics

    Issue:Vol. 50

    2003

    Pages: pp 1457-1498.

  • Nonparametric Tests of Conditional Mean-Variance Efficiency of A Benchmark Portfolio

    Journal of Empirical Finance

    Issue:Vol. 9

    2002

    Pages: pp 133-169.

  • Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least Squares Method

    with Cheng Hsiao

    International Economic Review

    Issue:Vol. 41

    2000

    Pages: pp 523-542.

Research and Teaching Interests

Teaching - My teaching interests are in investments. I have taught various courses at Rotman including RSM 2302 ''Security Analysis and Portfolio Management'' (MBA) and RSM2306 ''Options and Futures Markets'' (MBA).

Research - My research interests include asset pricing, stock market anomalies, evaluation of portfolio performance, and empirical methods in investments.

Honors and Awards

  • 2010 - 2013

    Research Grant, Social Sciences and Humanities Research Council of Canada (SSHRC).

  • 2006 - 2011

    Excellence in Teaching Award, Rotman School of Management

  • 2006 - 2009

    SSRHC Research Grant,

  • 2001 - 2004

    SSHRC Research Grant,

  • 2001 - 2003

    Connaught New Staff Grant, University of Toronto.

  • 2000

    Petro Canada Young Innovators Award.,

  • 1999

    Connaught Grant, University of Toronto.

  • 1993 - 1998

    Doctoral Fellowship, Graduate School of Business, University of Chicago.

Professional Affiliations/Memberships

  • American Finance Association

© Rotman School of ManagementAASCB