Finance

Faculty

WANG Hao

Department of Finance    Associate Professor

Phone:(86)(10)62797482

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

Office:B318 Lihua Building

Office Hours:By appointment

Educational Background

McGill University (Canada), PhD in Finance, 2001 - 2007

Eastern Illinois University (USA), MBA, 1998 - 2000

Shenyang University of Technology, BA, 1991 - 1995  


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Work Experience

Tsinghua University SEM Finance Department, Associate Professor, 2013 - Today

Tsinghua University SEM Finance Department, Assistant Professor, 2007 - 2013



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Courses

Fixed Income Securities and Interest Rate Modeling》(PhD and Master Level

Seminars on Advanced Topics in Finance》(Master Level

Fixed Income Securities Analysis》(Undergraduate Level


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Research Areas

Credit Risk, Asset Pricing, Carbon Finance


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Publications

1. China’s Secondary Privatization: Perspectives from the Split-share Structure Reform,(with Li Liao and Bibo Liu), Journal of Financial Economics 113, page 500-518, 2014

2. Credit Default Swap Spreads and Variance Risk Premia (with Hao Zhou and Yi Zhou), Journal of Banking and Finance, Volume 35, page 36-50, 2013, received the GARP and CHFR research grants.

3. What Risks Do Corporate Bond Put Features Insure Against? (with Redouane Elkamhi and Jan Ericsson), Journal of Futures Markets, Volume 32, page 1060-1090, 2012.

4. Managerial Entrenchment, Equity Payout and Capital Structure, Journal of Banking and Finance, 35, page 36-50, 2011

5. Information Discovery in Share Lockups: Evidence from the Split-share Structure Reform in China (with Li Liao and Bibo Liu), Financial Management, Winter Volume, page 1001-1027, 2011

6. Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets (with Jan Ericsson and Joel Reneby), Quarterly Journal of Finance, 5, page 1-32, 2015

7. Stock Return Uncertainty and Life Insurance (with Dong Yang and Zhang Lihong), Mathematical Problems in Engineering, 2020

8. Predicting Corporate Policies Using Downside Risk: A Machine Learning Approach (with Doron Avramov and Minwen Li), Journal of Empirical Finance, 36, page 1-26, 2021

1. 王浩,劉碧波,定向增發:大股東支持還是利益輸送,中國工業經濟 2011,(10):119-129

2. 楊之曙,黃詩楊,王浩,透明度變化對股票市場投資者委托單提交行為和交易成本影響研究,金融研究,2012,(02):142-154

3. 朱玉傑,王鐵琪,王浩,動量效應與資産定價:基于序列變點的改進研究,經濟學報,2017,4(3):65-83

4. 劉士達,王浩,張明,信用評級有效性與監管依賴:來自銀行同業存單的證據, 經濟學報,2018,5(1):17-37

5. 王浩,劉士達,劉淳, 信用評級功能與評級質量影響因素:文獻綜述與研究展望,投資研究, 2018,37(11):16-33

6. 董陽,周銳,王浩,中國國債收益率曲線分析與預測,經濟學報,2019,6(3):72-91

7. 劉士達,王 浩,從國際視角看中國信用評級,金融市場研究,2021, 5(108),35-46

8. 張麗宏,劉敬哲,王浩,綠色溢價是否存在?來自中國綠色債券市場的證據,經濟學報,2021, 8(2),157-184


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Honors

Tsinghua University On-line Teaching Award, 2020

Tsinghua University “MeiYiQi” Research Award, 2017

Tsinghua University Teaching Award,2017

Tsinghua University School of Economics and Management Teaching Award, 2017

China International Conference in Finance (CICF)Best Paper Award, 2016

SunYeFang Financial Innovation Research Award, 2015

Global Association of Risk Professionals Research Award (USA), 2009

Centre for Hedge Fund Research Award (UK), 2009

Tsinghua University School of Economics and Management Teaching Award, 2008

Financial Management Association Best Fixed Income Paper Award (USA), 2006



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