Yaping Wang

Yaping Wang is an Associate Professor of Finance at the Guanghua School of Management, Peking University. He teaches Financial Econometrics course. His current research examines empirical finance. Yaping holds a PhD in Economics from Duke University. He has worked as a quant for the interest rate structural group of ABN AMRO.

Research Areas

Empirical finance

Education Background

• 1998 Duke University, USA Economics
  
• 1992 Renmin University of China, Beijing Economics
  
• 1987 University of Science and Technology of China, Hefei Management Science
  

Career Experience

• 2007-present Associate Professor of Finance, Guanghua School of Management
• 2001-2007 Assistant Professor of Applied Economics, Guanghua School of Management
• 1998—2001 ABN AMRO Bank (Chicago)
• 1992—1993 NDRC(National Development and Reform Committee)
• 1987—1989 Planning Committee, Jiujiang, Jiangxi

Research Results

• Jia, C., Y. Wang, and W. Xiong (2017), Market Segmentation and Differential Reactions of Local and Foreign Investors to Analyst Recommendations, Review of Financial Studies.
• Li, W., Y. Wang, L. Wu, and J. Z. Xiao (2015), The Ethical Dimension of Management Ownership in China，Journal of Business Ethics.
• Sun, Z. and Y. Wang (2014)，Corporate Precautionary Savings: Evidence from the Recent Financial Crisis，The Quarterly Review of Economics and Finance.
• Li, C., Y. Wang, L. Wu, and J. Z. Xiao (2013), Political connections and tax-induced earnings management: evidence from China, The European Journal of Finance.
• Sun, Z. and Y. Wang (2013), Does Ownership Structure Matter? Evidence from Firms’ Excess Cash in China, The European Journal of Finance.
• Li, Q., W. Luo, Y. Wang, and L. Wu (2013), Firm performance, corporate ownership, and disclosure of corporate social responsibility: Evidence from China, Business Ethics: A European Review.
• Bai, Y., B. Lin, Y. Wang, and L. Wu (2013), Full privatization through controlling rights transfer in China: the extent of its success, Applied economics, 45:1857-1867
• Wu, L., Y. Wang, L. Wei, and P. Gillis (2012), State Ownership, Tax Status and Size Effect of Effective Tax Rate in China, Accounting and Business Research, 42(2): 97-114.
• Liu, J., Y. Wang, and L. Wu (2012), The Effect of Guanxi on Audit Quality in China, Journal of Business Ethics, 103(4): 621-638.
• Chen, S., B. Lin, Y. Wang, and L. Wu (2010), The Frequency and Magnitude of Earnings Management: Time-Series and Multi-threshold Comparison, International Review of Economics and Finance 19 (2010) 671–685.
• Yin, H., Y. Wang, L. Qi, 2009, Shape-Preserving Interpolation and Smoothing for Options Market Implied Volatility, Journal of Optimization Theory and Application. vol. 142, no1, pp. 243-266.
• Zhou, F., L. Gong , Y. Wang, 2008, Mean Reversion and Consumption Smoothing: A Comment, Annuals of Economics and Finance 9-2, 397–399.
• Chen, S. K., B. Lin, Y. Wang, L. Wu, 2008, Cross-listing, corporate governance and firm performance, Advances in Business and Management Forecasting 5.
• Wang, Y., L. Wu, Y. Yang, 2009, Does the stock market affect firm investment in China? A price informativeness perspective, Journal of Banking and Finance 33(1): 53-62.
• Wang, Y., S. K. Chen, B. Lin, L. Wu, 2008, The frequency and magnitude of earnings management in China, Applied Economics 40(24): 3213-3225.
• Wu, L., Y. Wang, B. Lin, C. Li, S. K. Chen, 2007, Local tax rebates, corporate tax burdens, and firm migration: Evidence from China, Journal of Accounting and Public Policy 26(5): 555-583.
• Wang, Y., H. Yin, L. Qi, 2004, No Arbitrage Option Price Function and Its Reformulation, Journal of Optimization Theory and Application. Vol. 120 (2004), pp. 627-649