faculty-profile

Dr. Ying Wu

ASSISTANT PROFESSOR
Building: Babbio Center
Room: 422A
Email: Ying.Wu@stevens.edu
School:  Howe School of Technology Management
Education

Ph.D. in Economics, Cornell University, 2013

Committee: Prof. G. Andrew Karolyi (Chair), Warren B. Bailey, David Ng, and George Gao

M.A.(summa cum laude) in Management Science and Engineering, Academy of Mathematics and Systems Science, Chinese Academy of Sciences (CAS), China, 2004

B.A. in Economics (Risk Management & Insurance Concentration), Peking University, China, 2001

 

Research

Working Papers

Ying Wu, “Asset Pricing with Extreme Liquidity Risk,” 2013

G. Andrew Karolyi, and Ying Wu, “The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns”, 2012

Ying Wu, “What Factors Drive Trading around the World,” 2011

 

General Information

Research Interest

Empirical Asset Pricing, International Finance, Financial Econometrics

 

Experience

Academic Experience

Ad Hoc Referee

The Review of Financial Studies

Journal of Financial Services Research

Research Assistant

Graduate Research Assistant for Prof. G. Andrew Karolyi, 2012

The People's Bank of China, China, 2004

The Ministry of Commerce, China, 2002-2004     

School of Business, City University of Hong Kong, China, 2003           

The State Administration of Foreign Exchange of China, China, 2001-2002

 

Non-Academic Experience

Industrial Bank Co., Ltd., China, 2006-2007

Bonds Columnist: China Securities Journal, ShangHai Securities News

Investment Banking, Great Wall Securities Co., 2004-2006

China Huaneng Group: M&A, Bond underwriting, Split-share reform of Huaneng Power International

Professional Service

Conference Presentations
 
Asset Pricing with Extreme Liquidity Risk, European Financial Association Annual Meeting, Cambridge, U.K., 2013 (scheduled)

Asset Pricing with Extreme Liquidity Risk, Inquire UK, Cambridge, U.K., 2013(scheduled)

Asset Pricing with Extreme Liquidity Risk, European Financial Management Association Annual Meeting, Reading, U.K., 2013

Asset Pricing with Extreme Liquidity Risk, Cornell University Finance Seminar, 2012

What Factors Drive Trading around the World, Cornell Brownbag Seminar, 2011

Honors & Awards

John A. Doukas Doctoral Best Paper Award, European Financial Management Association Annual Meeting, 2013

 

Sage Fellowship, Cornell University, 2007-2012


President's Award, Academy of Mathematics and Systems Science, CAS, 2003 - 2004     


Guo Tai Scholarship & Motorola Scholarship, Peking University, 1999 - 2001 


First Prize, National Math Olympiad of China, Chinese Mathematical Society, 1994

Professional Societies

American Economic Association (AEA)

American Finance Association (AFA)

European Finance Association (EFA)

Financial Management Association (FMA)

Grants, Contracts & Funds

Currency Risk and Size, Value and Momentum Returns around the World. From Institute For Quantitative Investment Research (INQUIRE) Europe, G. Andrew Karolyi, and Ying Wu.

Selected Publications
Books
  1. Ying Wu, Yi Zhang, Shangying Xu, and Shouyang Wang. Analysis and Forecasting on Chinese Imports and Exports, Science Press.
Courses
  • BT 244 Microeconomics