Jun “Jonathan” Wang

 

Department of Economics and Finance                   

Baruch College                                                                           

One Bernard Baruch Way, Box B10-225    

New York, NY 10010

Phone: (646) 312-3507        

Fax:   (646) 312-3451

Email: jun_wang@baruch.cuny.edu

http://faculty.baruch.cuny.edu/jwang

 

 

Research and teaching interests

Corporate finance, financial markets, risk management, econometric modeling, quantitative investment analysis.

Education

Ph.D. Finance, Georgia State University, 1993-1997.

Graduate study, Physics, Pennsylvania State University, 1992-1993.

B.S., Physics, Fudan University, 1986-1990.

Academic Experience

Associate Professor of Finance, Department of Economics and Finance, Zichlin School of Business, Baruch College, (2009-present)

Assistant Professor of Finance, Department of Economics and Finance, Zichlin School of Business, Baruch College, (09/2006-12/2008)

Assistant Professor of Finance, Department of Finance, Louisiana State University, (08/2005-07/2006)

Assistant Professor of Finance, Department of Economics and Finance, Zichlin School of Business, Baruch College, (09/2003-08/2005)

Research assistant, Department of Finance, Georgia State University, (09/93-07/96)

System analyst, Experimental Economics Lab, Georgia State Univ. (08/95-12/95).

Teaching assistant / research assistant, Department of Physics, PennState Univ. (01/92-05/93).

Industry Experience

Senior Research Economist, Econometric and Time-Series R&D, SAS Institute, Inc. (08/1996-08/2003).

            Research new developments and develop software in financial risk management and quantitative investment analysis, time series analysis, econometric modeling and simulation; consult clients on financial risk management, portfolio analysis and economic forecast.

 

Engineer, Shanghai Shenxing Co. P.R.C. (07/90-11/91).

 

Publications (refereed)

Thomas Noe, Michael Rebello and Jun Wang. (2012) Learning to bid: The design of auctions under uncertainty and adaptation. Game and Economic Behavior, 74(2), 620-636.

Jiangze Bian, Jun Wang and Ge Zhang, (2012) Chinese block transactions and the market reaction. China Economic Review, 23(1), 182-189.

Lei Lu, Jun Wang and Ge Zhang, (2012) Long term performance of leveraged ETFs, Financial Services Review, 21(1), 63-80.

Jouahn Nam, Jun Wang and Ge Zhang, (2010) The impact of dividend tax cuts and managerial stock holdings on corporate dividend policy, Global Finance Journal, 21(3), 275-292.

Francis, J., Hessel, C., Wang, J., and Zhang, G., (2010). Portfolios weighted by repurchase and total payout. Journal of Portfolio Management, 36(4), 77-83.

Hessel, C. and Wang, J., (2010). Credit derivatives and volatility of credit spreads. Quantitative Finance, 10(5), 545-554.

Jouahn Nam, Jun Wang and Ge Zhang, (2008) Managerial career concerns and risk management. Journal of Risk and Insurance, 75(3), 785-809.

Jouahn Nam, Jun Wang and Ge Zhang (2008). Strategic trading against retail investors with loss aversion. International Review of Economics and Finance, 17(1), 45-55.

Thomas Noe, Michael Rebello and Jun Wang (2006). The evolution of security designs. Journal of Finance, 61, 2103-2135.

Thomas Noe and Jun Wang (2004). Fooling all of the people some of the time: A theory of endogenous sequencing in confidential negotiations, Review of Economic Studies 71, 855-881.

Thomas Noe, Michael Rebello and Jun Wang (2003). Corporate financing: An artificial agent-based analysis. Journal of Finance 63, 943-973 (lead article).

Thomas Noe and Jun Wang (2000). Strategic debt restructuring. Review of Financial Studies 13, 985-1016.

Jun Wang (2000). Trading and hedging in S&P 500 spot and futures markets using genetic programming. Journal of Futures Markets 20, 911-942.

Mandeep Chahal and Jun Wang (1998). Jump diffusion process and emerging bond and stock markets: An investigation using daily data. Multinational Finance Journal 1, 169-197.

 

Publications (not refereed):

Thomas Noe and Jun Wang (2002). The self-evolving logic of financial claim prices, in Genetic Algorithms and Genetic Programming in Computational Finance, eds. Shu-Heng Chen, Kluwer Academic Publishers.

 

Publications (not refereed):

Thomas Noe and Jun Wang (2002). The self-evolving logic of financial claim prices, in Genetic Algorithms and Genetic Programming in Computational Finance, eds. Shu-Heng Chen, Kluwer Academic Publishers.

 

Completed Working Papers:

Nishant Dass, Omesh Kini, Vikram Nanda, Bunyamin Onal and Jun Wang, Board Expertise: Bridging the Information Gap with Directors from Related Industries.  (revise and resubmit at Review of Financial Studies)

 

Yrjo Koskinen, Michael Rebello and Jun Wang. Private Information and Bargaining Power in Venture Capital Financing.  (revise and resubmit at Journal of Economics and Management Strategies)

Omesh Kini, Michael Rebello and Jun Wang, Gauging investor perceptions of analysts’ research portfolio structures.

Gautam Goswami, Thomas Noe and Jun Wang. Buying up the block: An experimental investigation of capturing economic rents through sequential negotiations.

Jiangze Bian, Tie Su and Jun Wang, One day selling lock-up.

 

Invited Presentations:

Nishant Dass, Omesh Kini, Vikram Nanda, Bunyamin Onal and Jun Wang, Board Expertise: Bridging the Information Gap with Directors from Related Industries.

            University of Rhode Island, 2011.

Market conditions and venture capitalist experience in start-up financing, with Yrjo Koskinen and Michael Rebello.

            University of Wisconsin, 2006.

The evolution of security designs, with Thomas Noe and Michael Rebello.

            LSU 2005.

The impact of dividend tax cuts and managerial stock holdings on corporate dividend policy, with Jouahn Nam and Ge Zhang.

            Tulane University, 2004.

Fooling all of the people some of the time: A theory of endogenous sequencing in confidential negotiations, with Thomas Noe.

Singapore Management University, 2003.

National University of Singapore, 2003.

Hong Kong University of Science and Technology, 2003.

Baruch College, 2003.

 

Awards:

TCFA Best Paper Winner, 2010, One day selling lock-up.

Best Paper in Risk Management, 2005, FMA, Managerial career concerns and risk management.

Best Paper Award, (Multinational Finance Journal, Volume 1, 1997), Jump diffusion process and emerging bond and stock markets: An investigation using daily data.

Service:

Ad Hoc Reviewer for the Journal of Finance, American Economic Review, the Journal of Economic Theory, the Journal of Futures Markets, Multinational Finance Journal, SIAM Journal on Scientific Computing, Financial Review, International Review of Economics and Finance, Journal of Financial Research.

 

References:

Available upon request.