Ying Wu (ywu4)

Ying Wu

Associate Professor

School of Business

Babbio Center 422A
(201) 216-5385

Education

  • PhD (2013) Cornell University (Economics)
  • MA (2004) Academy of Mathematics and Systems Science, Chinese Academy of Sciences(CAS) (Management Science and Engineering, summa cum laude)
  • BA (2001) Peking University (Economics)

Research

- International Finance
- Empirical Asset Pricing
- FinTech
- Financial Econometrics

Institutional Service

  • Investment Committee, Board of Trustees, Stevens Institute of Technology, Member
  • FEFA Area Academic Committee, School of Business Member
  • P&T Committee, School of Business Member
  • Nomination Committee, School of Business Member
  • Undergraduate Curriculum Committee, School of Business at Stevens Institute of Technology, Member
  • Employee Excellence Awards Selection Committee, Stevens Institute of Technology, Member
  • CFA Institute (Chartered Financial Analyst) University Affiliation Program, Stevens Institute of Technology, Member
  • Search Committees: Economics and Finance, School of Business at Stevens Institute of Technology, Member
  • Master of Science (Finance) (MFIN) Curriculum Committee, School of Business at Stevens Institute of Technology, Member
  • Economics Faculty Search Committee, Chair
  • Joint Faculty Senate-Administration-Student Committee on Teaching Evaluation Member
  • Finance Committee, Board of Trustees, Stevens Institute of Technology, Member
  • Undergraduate Studies Committee, Stevens Institute of Technology, Member
  • Ph.D. Award Committee, School of Business at Stevens Institute of Technology, Chair
  • Doctoral Program Committee, School of Business at Stevens Institute of Technology, Member
  • Economics Development Committee: Major and Minor, School of Business at Stevens Institute of Technology, Member

Professional Service

  • Journal of Multinational Financial Management (ABS-2, IF: 4.482) Subject Editor
  • Emerging Markets Review (ABS-2, IF:4.073) Associate Editor
  • Academic Female Finance Committee, American Finance Association Liaison
  • Economics Letters (ABS-3), Reviewer
  • Southern Finance Association Annual Meeting, 2022 Session Chair
  • European Financial Management (ABS-3), Reviewer
  • Journal of Banking and Finance (ABS-3), Reviewer
  • Financial Review (ABS-3), Reviewer
  • Journal of Financial Services Research (ABS-3), Reviewer
  • Journal of Empirical Finance (ABS-3), Reviewer
  • Management Science (FT 50, ABS-4), Reviewer
  • The Review of Financial Studies (FT 50, ABS-4), Reviewer
  • Financial Management Association 2021 Annual Meeting, Session Chair
  • Western Finance Association 2019 WFA Meeting/Conference, Program Committee Member

Honors and Awards

Research Awards and Honors

Bright Idea Award, Publications of New Jersey’s Business Faculty, 20th., 2021
Semifinalist for Fintech Best Paper Award, Financial Management Association (FMA) Annual Conference, 2020
Best Paper Award, the 20th Annual Conference of the Multinational Finance Society, 2018
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


Teaching Awards and Honors

Doctoral Incentive Award, 2022
Harvey N. Davis Distinguished Teaching Assistant Professor Award, 2021
Vice-provost for Academics Teaching Excellence commendation, 2018–2020
Provost for Academics Teaching Excellence commendation, 2014–2016


Professional Certifications

Chartered Financial Analyst®, 2014 to present


Certificate of Completion

Teaching in Online and Hybrid Classes: Key Elements for Success
Harvard Business Publishing Education, 2021

Professional Societies

  • Subject Editor, Journal of Multinational Financial Management (ABS-2, IF: 4.482) Senior member
  • Associate Editor, Emerging Markets Review (ABS-2, IF:4.073) Senior member
  • SFA – Southern Finance Association Member
  • EFMA – European Financial Management Association Member
  • CFA Institute – CFA (Chartered Financial Analyst) Institute, Member
  • American Economic Association (AEA), Member
  • American Finance Association (AFA), Member
  • Financial Management Association (FMA), Member
  • Western Finance Association (WFA), Member
  • European Finance Association (EFA), Member

Grants, Contracts and Funds

Co-PI. (with Danling Jiang from Stony Brook University, Padma Kadiyala from Pace University, and Bradley Cannon from Binghamton University) Academic Female Finance Committee, American Finance Association, The Great New York Finance Symposium for Women (GNY – FSFW), $3,000.

Co-PI. (with Andrew Karolyi from Cornell University) Institute For Quantitative Investment Research (INQUIRE) Europe. Currency risk and Size, Value, and Momentum Returns around the World, €10,000.

Co-PI. (with Hui Wang and Rong Liu from Stevens Institute of Technology) SPRINT Program, Schaefer School of Engineering & Science, Stevens Institute of Technology, Fair Machine Learning on Big Financial Data, $10,000.

Co-PI. (with Rong Liu from Stevens Institute of Technology) Facebook. Peer-to-Peer Crowdfunding: Social Circles and Local Socioeconomics.

Selected Publications

Book

  1. Wu, Y. (2005). Analysis and Forecasting on Chinese Imports and Exports, (with Yi Zhang, Shanying Xu, and Shouyang Wang), Science Press, Beijing, 2005.

Book Chapter

  1. Wu, Y. (2003). Nonlinear Tests for the Stock Market Indexes: Evidence from China, (with Wei Huang, A. Soofi, Shouyang Wang), in Financial Systems Engineering (Vol.2), eds. Chen S., Wang S.Y., Wu Q.F. and Zhang L., Global-Link Publisher Hong Kong 2003: pp.153-173.

Conference Proceeding

  1. Huang, J.; Liu, R.; Wu, Y.. More than Words: Quantifying Colloquial Skepticism toward Firm's Fundamentals. FMA Annual Meeting 2022 .
  2. Wang, H.; Liu, R.; Ning, Y.; Wu, Y. (2020). Fairness of Classification Using Users’ Social Relationships in Online Peer-To-Peer Lending, FATES (Fairness, Accountability, Transparency, Ethics and Society) on the Web, joint with the Web Conference 2020 proceeding, 733-742. FATES (Fairness, Accountability, Transparency, Ethics and Society) on the Web, joint with the Web Conference 2020 proceeding.
  3. Hui, W.; Li , Y.; Ning, Y.; Liu, R.; Wu, Y. (2020). Fairness of Classification Using Users' Social Relationships in Online Peer-To-Peer Lending. (pp. 733-742). Hoboken: Proceeding of WWW conference, 2020.

Journal Article

  1. Wu, Y. (2023). 1. Asset Securitization, Cross Holdings, and Systemic Risk in Banking, 2023, Shuhua Xiao, Shushang Zhu, and Ying Wu. Journal of Financial Stability (ABS 3, IF: 3.554), 67, 101140. https://doi.org/10.1016/j.jfs.2023.101140..
    https://doi.org/10.1016/j.mulfin.2021.100727..
  2. Wu, Y. (2021). (Cover Article) Understanding the Pricing of Currency Risk in Global Equity Markets, 2021, G. Andrew Karolyi and Ying Wu. Journal of Multinational Financial Management (ABS 2, IF: 3.945), 63, 100727, available online 11 December 2021..
    https://doi.org/10.1016/j.mulfin.2021.100727..
  3. Wu, Y. (2021). Are Investors Willing to Compromise for Social Responsibility? An Empirical Study Based on Fund-level CSR, 2021, Cheng Zhang, Shushang Zhu, Ying Wu, and Mingquan Chen,. Chinese Journal of Management [IF: 1.429, in Chinese], 18, 12, 1840–1850..
  4. Wu, Y. (2021). The Sound of Silence: What Do We Know When Insiders Do Not Trade? 2021, George P. Gao, Qingzhong Ma, David T. Ng, and Ying Wu. Management Science, [FT-50 & ABS-4 Journal, IF: 4.927] 68, 7, 4835–4857(online in Articles in Advance).
    https://doi.org/10.1287/mnsc.2021.4113.
  5. Wu, Y. (2021). Are Investors Willing to Compromise for Social Responsibility? ——An Empirical Study Based on Fund-level CSR, 2021, Cheng Zhang, Shushang Zhu, Ying Wu, and Mingquan Chen. accepted by Chinese Journal of Management.
  6. Wu, Y. (2021). Is Currency Risk Priced in Global Equity Markets? 2021, G. Andrew Karolyi, and Ying Wu. Review of Finance [FT-50 & ABS -4 Journal, IF: 3.066] (3 ed., vol. 25, pp. 863-902).
    https://doi.org/10.1093/rof/rfaa026.
  7. Wu, Y. (2021). Joint Effects of the Liability Network and Portfolio Overlapping on Systemic Financial Risk: Contagion and Rescue, 2021, Jiali Ma, Shushang Zhu, and Ying Wu. Quantitative Finance [ABS-3 Journal, IF: 1.530] (5 ed., vol. 21, pp. 753-770.).
    https://doi.org/10.1080/14697688.2020.1802054.
  8. Liu, R.; Mai, F.; Wu, Y. (2020). Predicting Shareholder Litigation on Insider Trading from Financial Text: An Interpretable Deep Learning Approach, 2020, Rong Liu, Feng Mai, Jay Shan, and Ying Wu. Information and Management [ABS-3 Journal, IF: 5.155] (8 ed., vol. 57, pp. 103387).
    https://doi.org/10.1016/j.im.2020.103387.
  9. Wu, Y. (2019). Asset Pricing with Extreme Liquidity Risk, 2019, Ying Wu. Journal of Empirical Finance [ABS-3 Journal, IF: 1.586] (vol. 54, pp. 143-165).
    https://doi.org/10.1016/j.jempfin.2019.09.002.
  10. Wu, Y. (2018). A New Partial-Segmentation Approach to Modeling International Stock Returns, 2018, G. Andrew Karolyi, and Ying Wu. Journal of Financial and Quantitative Analysis [FT-50 & ABS-4 Journal, IF: 2.049] (2 ed., vol. 53, pp. 507-546).
    https://doi.org/10.1017/S0022109017001016.
  11. Wu, Y. (2014). A study on the Asymmetry in the Role of Monetary Policy by Using STR Model, 2014, Guihuan Zheng, Yan Shang, Ying Wu, and Jue Wang. Journal of Systems Science and Information [New journal, no impact factor available yet] (3 ed., vol. 2, pp. 236-243).
    https://doi.org/10.1515/JSSI-2014-0236.

Courses

International Economics and Finance (BT 454)
Money, Banking, and Financial Institution (BT 440)
International Finance (FIN 648)
Microeconomics (BT 244)
Macroeconomics (BT 243)
Research in Management (PHD, MGT 960)
Special Problems in Management (PHD, MGT 801)
Introductory Economics and Introductory Finance (Business Explorer Pre-College Program)
Introduction to Economics (Like A Boss Event)