Kevin Q. Wang
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.
|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
- 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.
- Time-Varying Risk Aversion and Unexpected Inflation; with Michael W. Brandt; Journal of Monetary Economics; Issue: Vol. 50; 2003; Pages: pp 1457-1498.
- Asset Pricing with Conditioning Information: A New Test; Journal of Finance; Issue: Vol. 58; 2003; Pages: pp 161-196.
- 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.
- 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
- A Nonparametric Test of Beta Specification; Working Paper
- The High Idiosyncratic Volatility Low Return Puzzle; with Hai Lu and Xiaolu Wang; Working Paper
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.
|American Finance Association
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.
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