Contact: wangrt6@mail.sysu.edu.cn

Research Areas: Corporate Finance, Financial Market, Quantitative Finance, Financial Intermediation, Digital Finance

Work: Business School, Sun Yat-sen University

Address: No. 66, Gongchang Road, 518107 Shenzhen, China

Email: wangrt6@mail.sysu.edu.cn

Date of Birth: 12/09/1993

Tel: (+86) 15207171408

Research Interest: Corporate Finance, Financial Market, Quantitative Finance, Financial Intermediation, Digital Finance,

Education

Sun Yat-sen University, School of Business, Guangzhou, China   2018.09 - 2022.12   Ph.D. in Finance

Humboldt-Universität zu Berlin, IRTG, Berlin, Germany   2021.01 - 2022.01   Visiting Ph.D.

Zhongnan University of Economics and Law, Wuhan, China   2014.09 - 2017.06   M.Sc. in Financial Management

Zhongnan University of Economics and Law, Wuhan, China   2010.09 - 2014.06   B.Sc.  in Financial Management

Academic Experience

Business School, Sun Yat-sen University

2023.02 - present   Postdoctoral Researcher in Corporate Finance

Publications and Working Papers

Wang R, Potì V, Härdle WK (2024) Assessing Network Risk with FRM: Links with Pricing Kernel Volatility and Application to Cryptocurrencies. Quantitative Finance (Accepted)

Wang R, Althof M, Härdle WK (2023) A Financial Risk Meter for China. Emerging Markets Review, 101052 

Wang R, Ning K, Li G (2024) Competition in Issuance Underwriting and Bond Market Efficiency. FMA European Conference (Accepted)

Peng F, Wang R (Corresponding author), Liao J (2023) Bank Competition, Corporate Debt, and Bringing Firms back to the Real Economy Based on Double Machine Learning. Economic Theory and Business Management, 43(03): 82-97. (Chinese)

Zhan K, Wang R(Corresponding author), Nie Z, Liao J (2023) Value-added Tax and Corporate Debt Structure: Evidence from China’s 2017 Value Added Tax Filing. Quarterly Journal of Finance, 7(01):77-100. (Chinese)

Wang R, Peng F, Li W, Wang C (2022) Does Terminating Rigid Payment Diminish Financing Cost of Companies? Management World, 38(04):42-64. (Chinese)

Wang R, Li W, Huang Y, (2019). Trade Frictions, Intraday Jumps, and Stock Market Volatility: Empirical Evidence Based on High Frequency Data in China, Studies of International Finance, No.392(12):63-73 (Chinese)

Research Grants

National Natural Science Foundation of China (72302237, ¥300,000); China Postdoctoral Science Foundation (2023M743984, ¥50,000); Guangdong Provincial Natural Science Foundation (2024A1515010314, ¥150,000)

Academic Services

Director of Guangdong Economic Association

Referee for Quantitative Finance, Singapore Economic Review, Asia-Pacific Journal of Accounting & Economics, Emerging Markets Finance and Trade, Management Wold(Chinese)

Associate Editor: Digital Finance

Academic Conference

2021 STAT of ML (Statistics of Machine Learning) conference, Prague, Czech Republic

2024 FMA European Conference, Turin, Italy