Finance

Faculty

WANG Yintian

Department of Finance    Associate Professor

Phone:(86)(10)62792646

E-mail:wangyt2@sem.tsinghua.edu.cn

Office:B311 Lihua Building

Office Hours:Thu. 13:30-15:30

Educational Background

2001-2006    Ph.D. in Finance, University McGill University in Canada

1999-2000   Master in Economics, University Queen’s University in Canada

1994-1998   Bachelor in Accounting, University Xi’an Jiaotong University



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Work Experience

9/2007-  Associate professor, School of Economics and Management, Tsinghua University



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Courses

Investment, Corporate Finance, Derivatives


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Research Areas

Option pricing, Financial derivatives, Risk management


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Publications

1. Yintian Wang, Guofu Zhou, Yingzi Zhu, “Chinese Warrant Bubble: A Fundamental Analysis,” Journal of Future Markets, 2020 Sep.

2. “Option Valuation with Long-run and Short-run Volatility Components, ” joint with Peter Christoffersen and Kris Jacobs, Journal of Financial Economics, No. 12, Vol. 90, pp. 272-297, 2008

3. “Volatility Components, Affine Restrictions and Non-normal Innovations, ” joint with Peter Christoffersen and Kris Jacobs, Journal of Business and Economic Statistics (B), Oct 2010, Volume 28, No. 4, Page 483-502

4. Jialun Yang, Yintian WANG, "Analysis of Margin Trading Effects on Stock’s Volatility and Skewness, Evidence from China", Boletin Technical / Technical Bulletin, Vol.55, No.6, pp.101-111, 2017

5. Daifeng Li, Yintian WANG, Madden, Andrew, Ding, Ying, Tang, Jie, Sun, Gordon Guozheng, Zhang, Ning, Zhou, Enguo, "Analyzing stock market trends using social media user moods and social influence", Journal of the Association for Information Science and Technology, Vol.70, No.9, pp.1000-1013, 2019

6. Wang Yintian, Huang zhangkai, Chen Meng, "unequal treaties?" ---Analysis on risk factors of China's gambling agreement ", Financial Research, No.8, 126-137, 2017

7. Wang Yintian, Zhu yingzi and Zhang Zhen, are investors irrational? Analysis on the price deviation of warrants in China under the restriction of short selling, Financial Eesearch, 2012, 194-205

8.  Wang Yintian, Zhu yingzi, "Research on risk premium of Chinese stock market," Financial Research, 2011, issue 7, 373, 152-166

9. Wang Yintian, Wen Zhiying, "Research on the liquidity spillover effect of stock market and bond market," Financial Research, issue 3, 2010, with a total of 357 issues, 155-166

10. Wang Yintian, Wen Zhiying, "Research on the impact of downward amendment clause on the pricing of convertible bonds in China", Journal of Tsinghua University (NATURAL SCIENCE EDITION), 2017

11. Wang Yintian, Zhang Lihong, Yin kechen, research on domestic fund behavior mode, Journal of Tsinghua University (NATURAL SCIENCE EDITION), 2012, 260-264

12. Wang Yintian, Chen Shusong, the validity of option pricing model -- Evidence from China's warrant market, Journal of Tsinghua University (NATURAL SCIENCE EDITION), 2015.2.1, (2): 218 ~ 222

13. Wang Yintian, Wen Zhiying, the impact of liquidity risk on bond pricing in China, investment research, issue 5, 2016, 76-90

14.  "Research on the information spillover effect of interbank and exchange treasury bond market," Wang Yintian, Wen Zhiying, research on financial issues, 2012.01.01, (338): 60 ~ 67

15. Wang Luping, Bai Yinzhuan, Wang Yintian, "the impact of equity incentive on investment efficiency -- An Empirical Analysis Based on listed family enterprises", systems engineering, 2018

16. Wang Yintian, Chen Yin, Zhao Wei, "digital currency futures and options market report," Digital Finance: the Future has Come, People's Daily Press, 2020



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Industry Experience

4/2006-4/2007   Senior Financial Analyst, Fitch Ratings, New York


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Honors

1. The Gold Award, Stoxx 2006 Risk Management Research Awards on European Financial Management Association Meeting, Madrid, Spain

2. Funding from National Natural Science Foundation of China


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