Dr. Ying Wu

ASSISTANT PROFESSOR
Building: Babbio Center
Room: 422A
Email: Ying.Wu@stevens.edu
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
  • Empirical Asset Pricing
  • International Finance
  • Financial Econometrics
Professional Service

Professional Certification

  •  Chartered Financial Analyst®, 2014 to present

Journal Reviewer

  • The Review of Financial Studies
  • Management Science
  • Financial Review
  • Journal of Empirical Finance
  • Journal of Financial Services Research
  • Finance Research Letter
  • Emerging Market Review

Academic Research Service

  • The People's Bank of China, China, 2004
  • The Ministry of Commerce, China, 2002-2004               
  • The State Administration of Foreign Exchange of China, China, 2001-2002
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),Eastern 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
Journals
  1. G. Andrew Karolyi, and Ying Wu. (2016). "A New Partial-Segmentation Approach to Modeling International Stock Returns", Journal of Financial and Quantitative Analysis, forthcoming.
  2. Guihuan Zheng, Yan Shang, Ying Wu, and Jue Wang. (2014). "A study on the Asymmetry in the Role of Monetary Policy by Using STR Model", Journal of Systems Science and Information, 3 (2), 236-243.
Conference Proceedings
  1. G. Andrew Karolyi, and Ying Wu. "Size, Value, and Momentum in International Stock Returns: A New Partial-Segmentation Approach", the 2014 Western Finance Association Conference, 2014.
  2. Ying Wu. "Asset Pricing with Extreme Liquidity Risk", the 2014 Eastern Finance Association Conference, 2014.
  3. G. Andrew Karolyi, and Ying Wu. "Size, Value, and Momentum in International Stock Returns: A New Partial-Segmentation Approach", the 2014 China International Conference in Finance, Chengdu, China, 2014.
  4. Ying Wu. "Asset Pricing with Extreme Liquidity Risk", European Financial Management Association Annual Meeting, Reading, U.K., 2013 .
  5. Ying Wu. "Asset Pricing with Extreme Liquidity Risk", Inquire UK, Cambridge, U.K., 2013.
  6. Ying Wu. "Asset Pricing with Extreme Liquidity Risk", European Financial Association Annual Meeting, Cambridge, U.K., 2013.
  7. G. Andrew Karolyi, and Ying Wu. "The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns", the 2013 University College Dublin conference, 2013.
  8. G. Andrew Karolyi, and Ying Wu. "The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns", the 2012 Tel Aviv Finance Conference, 2012.
  9. G. Andrew Karolyi, and Ying Wu. "The Role of Investability Restrictions on Size, Value, and Momentum in International Stock Returns", the 2011 Australasian Banking and Finance Conference (keynote speech by Andrew Karolyi), 2011.
Books
  1. Ying Wu, Yi Zhang, Shangying Xu, and Shouyang Wang. (2005). Analysis and Forecasting on Chinese Imports and Exports, Science Press.
Courses
  • BT 244 Microeconomics
  • BT 243 Macroeconomics
  • BT 454 International Economics and Finance