Yan Wang holds a PhD in Finance from the University of Manitoba. Prior to joining Brock, Wang has taught at the University of Manitoba (Winnipeg, Canada) and Dalhousie University (Halifax, Canada).

She has taught a range of courses at undergraduate and graduate levels including Corporate Finance, Investments, and Fixed Income Securities. She also worked as a Manager of Model Validation & Approval for Global Risk Management, Bank of Nova Scotia in Toronto.

RESEARCH AREA

SELECTED PUBLICATIONS

Journal Articles

Ayadi, M., Cao, X., Lazrak, S. and Wang, Y.. Do Idiosyncratic Skewness and Kurtosis Really Matter?, North American Journal of Economics and Finance, Volume 50, October, 2019.

Chen, L., Lazrak, S., Wang, Y. and Welch, R.. Pure momentum is priced, Journal of Behavioral and Experimental Finance, Volume 22, June, 2019.

Jacoby, G., Paseka, A., Lee, G. and Wang, Y.. Asset Pricing with an Imprecise Information Set, Pacific Basin Finance Journal, Volume 53, 2019.

Jacoby, G., Li, S. and Wang, Y.. Mean-variance theory with imprecise accounting information, Finance Research Letters, Volume 26, 2018.

Jacoby, G., Paseka, A. and Wang, Y.. A Generalized Earnings-Based Stock Valuation Model with Learning, Financial Review, Volume 52, 2017.

Kim, H., Liao , R. C. and Wang, Y.. Active Block Investors and Corporate Governance around the World, Journal of International Financial Markets, Institutions & Money, Volume 39, November, 2015.

Fu, C., Jacoby, G. and Wang, Y.. Investor Sentiment and Portfolio Selection, Finance Research Letters, Volume 15, November, 2015.

Wang, X. and Wang, Y.. Optimal Investment-Consumption Decisions with Stochastic Dividends, Appplied Stochastic Models in Business and Industry, Volume 26, Number 6, 2010.

Conference Proceedings and Presentations

Ayadi, M., Cao, X., Lazrak, S. and Wang, Y.. Do Idiosyncratic Skewness and Kurtosis Really Matter? - 2017 FMA Conference, Boston, Massachusetts, October, 2017.

Ayadi, M., Cao, X., Lazrak, S. and Wang, Y.. Do Idiosyncratic Skewness and Kurtosis Really Matter? - Eastern Finance Association (EFA), Jacksonville, Florida, 2017.

Ayadi, M., Cao, X., Lazrak, S. and Wang, Y.. Do Idiosyncratic Skewness and Kurtosis Really Matter? - Summer Accounting and Finance Conference (TAFPANA), Monastir, Tunisia, 2016.

Jacoby, G., Paseka, A., Lee, G. and Wang, Y.. Asset Pricing Theory with an Imprecise Information Set - The 20th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan, December, 2012.

Jacoby, G., Paseka, A., Lee, G. and Wang, Y.. The IQCAPM: Asset Pricing with Information Quality Risk - Financial Management Association Annual Meeting (FMA), Denver, Colorado, October, 2011.

Jacoby, G., Paseka, A., Lee, G. and Wang, Y.. The IQCAPM: Asset Pricing with Information Quality Risk - Northern Finance Association Annual Meeting (NFA), Vancouver, British Columbia, September, 2011.

Jacoby, G., Paseka, A. and Wang, Y.. A Generalized Earnings-Based Stock Valuation Model with Learning - Financial Management Association Annual Meeting (FMA), Reno-lake Tahoe, Nevada, October, 2009.

Wang, Y.. Asset Pricing with Incomplete or Noisy Information - Special PhD Student Paper Presentation Session, FMA, Dallas, Texas, October, 2008.

Jacoby, G., Paseka, A. and Wang, Y.. An Intertemporal Asset Pricing Model with Information Quality Risk - Financial Management Association Annual Meeting (FMA), Salt Lake City, Utah, October, 2006.

Jacoby, G. and Wang, Y.. An Intertemporal Asset Pricing Model with Information Quality Risk - Northern Finance Association Annual Meeting (NFA), Vancouver, British Columbia, September, 2005.

Wang, X. and Wang, Y.. Bandit Models for Investment-Consumption Decisions - 12th INFORMS/APS Conference (Institute for Operations Research and the Management Sciences/Applied Probability Society), Beijing, China, June, 2004.

Wang, X. and Wang, Y.. Bandit Models for Investment-Consumption Decisions - Statistical Society of Canada Annual Meeting (SSCA), Montreal, Quebec, June, 2004.