Dr Kent WANG
Contact
Positions Held
Postdoctoral Research Fellow
Associate Lecturer
Academic Qualifications
| Degree |
Institution |
Field |
Year |
| PhD |
Australian National University |
Financial market modelling |
2005 |
| MSc |
University of Birmingham |
Accounting and Finance |
2003 |
| BSc dual |
Nanjing University |
Finance and English Literature |
2001 |
Memberships
- Certified Public Accountant (CPA)
Major Research Grants
| Year |
Title of Grant |
Granting Agency |
Amount |
| 2005 |
Postdoctoral Research Grant |
University of Queensland |
20,000 |
Field of Current Research
| Title of Research Area |
Brief Description |
| Financial market volatility modelling and forecasting |
A Bayesian learning approach is proposed in modelling financial market returns volatility. Several researches have showed inadequacy of Anderson 1996\'s MMDH in modelling relationship between volume and volatility in financial markets, the Bayesian approach may shed light for improvement of the MMDH. The research also employs MCMC techniques trying to examine the relationship between market volatility and information flow. |
Publications
Book
- "Derivatives: Markets, Valuation and risk management" , 2008, With Hu Jin Yan, China Machine Press.
Journal Articles
- "Volatility linkages across the equity, bond and money markets: an implied volatility approach." 2008, Accounting and Finance 48.
- "The value relevance of accounting information from LSE listed companies' financial reports" British Accounting Letters, 2002, V16, 18-30.
- "Why Chinese A-shares fluctuate more than B-shares?" Economic Research (Chinese), 2003, V25, 188-201.
- "Forecasting volatilities in Equity, Bond and money markets: A market based approach" Journal of Empirical Finance, 2006, under review.
Working Paper
- "The variation of correlation structure of international equity markets: an empirical examination" UQBS working paper.
Distinctions
- Renmin Scholarship NJU 1997-1999
- MSc. Merit Scholarship 2001-2002
- PhD Research Scholarship 2003-2005
- Postdoctoral Research fellowship 2006-2009
Research Interests
- Corporate and Investment Valuation
- Investments and Funds Management
Academic Cluster
Finance
