Professor Changyun Wang, BA, MA, PhD
Changyun Wang obtained his PhD in Financial Economics from Univesity of London (Queen Mary and Westfield College) in 1999. He obtained his Bechalor and MA degrees in Economics from Renmin University of China in 1986 and 1989 respectively. He is currently a Professor of Finance, School of Finance, Renmin university of China (2003-present). He also serves the Head of Department of Finance, School of Finance, Renmin University of Chian (2006-present)，and Director of China Financial Policy Research Center (2010-present). Prior to his current position, he taught in the Business School of National University of Singapore from 1999 to 2005.
- Asset pricing
- Corporate governance
- Chinese financial markets
- Understanding SEO Behavior in China (with H.Bo, and Huang, Z.N.). Journal of Banking and Finance 35 (2011), 1143-1157.
- Arbitrage Profitability of American Index Futures Options: Evidence from the Nikkei 225 Index Futures Options Market (with W. Zhang). Quantitative Finance 8 (2008), 313-320.
- Ownership and Operating Performance of Chinese IPOs. Journal of Banking and Finance, 29 (2005), 1857-1885.
- Profitability of Return and Volume-based Investment Strategies in China's Stock Market (with S.T. Chin). Pacific-Basin Finance Journal, 12 (2004), 541-564.
- Trading Activity and Futures Price Reversals (with M. Yu). Journal of Banking and Finance, 28 (2004), 1337-1361.
- Futures Trading Activity and Predictable Foreign Exchange Market Movements. Journal of Banking and Finance, 28 (2004), 1023-1041.
- The Behavior and Performance of Major Types of Futures Traders, Journal of Futures Markets 23 (2003), 1-23 - leading article.
- Information, Trading Demand, and Futures Price Volatility, Financial Review 37 (2002), 295-316.
- Net Position by Type of Trader and Volatility in Foreign Currency Futures Markets, Journal of Futures Markets 22 (2002), 427-450.
- Return Predictability in Agricultural Futures Markets, Journal of Futures Markets 21 (2001), 925-952.