Kevin Q. Wang
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
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2004 - present
Associate Professor of Finance, Rotman School of Management, University of Toronto.
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2004 - 2005
Visiting Associate Professor of Finance, Business School, Hong Kong University of Science and Technology.
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1999 - 2004
Assistant Professor of Finance, Rotman School of Management, University of Toronto.
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1998 - 1999
Assistant Professor of Finance, Faculty of Management, McGill University.
Selected Publications - Papers
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A Nonparametric Test of Beta Specification
Working Paper
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Conditioning Information, Out of Sample Validation, and the Cross-Section of Stock Returns
Working Paper
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Does Learning Help Explain Momentum?
with Xiaolu Wang and Will J. Xu
Working Paper
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The High Idiosyncratic Volatility Low Return Puzzle
with Hai Lu and Xiaolu Wang
Working Paper
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Market Volatility and Momentum
with Will J. Xu
Journal of Empirical FInance
2015
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Buy High and Sell Low
Working Paper
2014
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Price Shocks, News Disclosures, and Asymmetric Drifts
with Hai Lu and Xiaolu Wang
The Accounting Review
2014
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Multifactor Evaluation of Style Rotation
Journal of Financial and Quantitative Analysis
Issue:Vol. 40
2005
Pages: pp 349-372.
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Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns
with Kris Jacobs
Journal of Finance
Issue:Vol. 59
2004
Pages: pp 2211-2252.
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Asset Pricing with Conditioning Information: A New Test
Journal of Finance
Issue:Vol. 58
2003
Pages: pp 161-196.
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Time-Varying Risk Aversion and Unexpected Inflation
with Michael W. Brandt
Journal of Monetary Economics
Issue:Vol. 50
2003
Pages: pp 1457-1498.
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Nonparametric Tests of Conditional Mean-Variance Efficiency of A Benchmark Portfolio
Journal of Empirical Finance
Issue:Vol. 9
2002
Pages: pp 133-169.
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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
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2010 - 2013
Research Grant, Social Sciences and Humanities Research Council of Canada (SSHRC).
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2006 - 2011
Excellence in Teaching Award, Rotman School of Management
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2006 - 2009
SSRHC Research Grant,
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2001 - 2004
SSHRC Research Grant,
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2001 - 2003
Connaught New Staff Grant, University of Toronto.
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2000
Petro Canada Young Innovators Award.,
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1999
Connaught Grant, University of Toronto.
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1993 - 1998
Doctoral Fellowship, Graduate School of Business, University of Chicago.
Professional Affiliations/Memberships
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American Finance Association