Ying (Yvonne) Wang

Education
Ph.D., Penn State University, 2008

Academic Subfields
Finance

Research Interests
Empirical Asset Pricing, Mutual Funds, Hedge Funds, Fixed Income Market

Applied Interests
Mutual Fund Performance Evaluation, Impact of Institutional Investors on Financial Markets

Courses
FIN 410 Fixed Income Security Market
FIN 603 Securities, Markets, and Financial Institutions
FIN 375 Money and Capital Markets

Research & Publications

Publications

“Should Investors Invest in Hedge Fund-like Mutual Funds: Evidence from the 2007 Financial Crisis” (with Jing-Zhi Huang), 2012, Journal of Financial Intermediation, forthcoming

“Do Mutual Fund Managers Time Market Liquidity?” (with Charles Cao and Timothy T. Simin), 2012, Journal of Financial Markets, forthcoming

“An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility” (with Charles Cao and Eric C. Chang), 2008, Journal of Banking and Finance 32, 2111-2123

Working Papers

“Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings” (with Jing-Zhi Huang)

“Can Liquidity Risk Explain the Size-Performance Relationship for Hedge Funds?” (with Hany Shawky) Formerly titled “Liquidity Risk and the Size-Performance Relationship in the Hedge Fund Industry” won the Best Paper Award in Risk Management at the 2012 Midwest Finance Association Annual Meeting