DING Wenjie
Contact: dingwj23@mail.sysu.edu.cn
Research Areas: behavioral finance, asset pricing, corporate governance
Education
2013.10-2018.11, Cardiff University, Finance, PhD
2011.09-2013.06, Shanghai University of Finance and Economics, Regional Economics, Master
Work Experience
2022.03-current, Assistant Professor, Sun Yat-sen University
2019.01-2022.03, Assistant Professor, Cardiff University
Publications (first author#, corresponding author*)
Song, Q., Ding*, W., Hasan, I., & Wang, Q. (2024). Banker directors on board and corporate tax avoidance. Journal of Empirical Finance, 79, 101551. (ABS3)
Ni, Y., Ding, W., Li*, D., & Xing, L. (2024). Internal information asymmetry and power distance. Research in International Business and Finance, 71, 102477. (SSCI Q1)
Qiao, T., Ding, W., Han, L., & Li*, D. (2024). RMB exchange rate volatility and the cross-section of Chinese A-share returns. Journal of International Money and Finance , 103024. (ABS3)
Zheng, Z., Qiu, Z., Li, M., & Ding*, W. (2024). High-speed rail and stock return comovement in China. Research in International Business and Finance, 67, 102107. (SSCI Q1)
Ding#, W., Mazouz*, K., ap Gwilym, O., & Wang, Q. (2023). Technical analysis as a sentiment barometer and the cross-section of stock returns. Quantitative Finance, 1-20. (ABS3)
Xu, N., He, Z., Zhou, F., Ding, W., & Chen*, J. (2023). Mechanisms underlying geopolitical shocks and stock price crash risk: Evidence from China. Emerging Markets Finance and Trade, 1-10. (SSCI Q1)
Zhu, Z., Ding, W., Jin*, Y., & Shen, D. (2023). Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach. Research in International Business and Finance, 66, 102085. (SSCI Q1)
Cheema, A. K., Ding*, W., & Wang, Q. (2023). The cross-section of January effect. Journal of Asset Management, 1-18. (ABS2)
Ding*#, W., Mazouz, K., & Wang, Q. (2021). Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies. Journal of Empirical Finance, 63, 42-56. (ABS3)
Ding#, W., Mazouz *, K., & Wang, Q. (2019). Investor sentiment and the cross-section of stock returns: new theory and evidence. Review of Quantitative Finance and Accounting , 53, 493-525. (ABS3)
Research Fund
“Social Media Information Dissemination and the Stock Market Regulation”, National Natural Science Foundation of China Youth Project (72203244), Principal Investigator, 2023.01-2025.12
