Associate Professor Peiming Wang
Associate Professor of Finance
Phone: +64 9 921 9999 ext. 5393
- Ph.D., University of British Columbia
- M.A., York University
- M.Eng., Shanghai Institute of Mechanical Engineering
- B.Sc., Shanghai Second Polytechnic University
- Investment and portfolio analysis
- International Finance
- Foreign direct investment
- Financial risk management
- Risk premium and volatility
- Applied econometrics
Research Summary:Dr Wang’s research currently focuses on foreign direct investment, methodologies of regime switching analysis and their applications in economics and finance. Particularly Dr Wang has an interest in dynamic models for investments and risk management.
- Kong, L. L., Bai, M., & Wang, P. (2014) Is the Disposition Effect Related to Momentum in the Chinese Stock Market? Managerial Finance. Forthcoming.
- Chen, J., Huang, Y., & Wang, P. (2014). Composite Likelihood under Hidden Markov Model. Statistica Sinica. Forthcoming.
- Alba, J. D., Song, P. X. K., & Wang, P. (2013). Is There a Positive Association between M&A and Non-M&A FDI? Firm-level Evidence from Japanese FDI into US. Singapore Economic Review, 58(4), 1350028.
- Wang, P. Alba, J.D., & Park, D. (2013). Determinants of Different Modes of FDI: Firm-Level Evidence from Japanese FDI into the US. Open Economies Review, 24, 425-446.
- Liu, X., Margaritis, D., & Wang, P. (2012). Stock market volatility and equity returns: Evidence from a two-state Markov-switching model with regressors. Journal of Empirical Finance, 19, 483-496
- Wang, P., Alba, J. D., & Park, D. (2012). Corporate Governance and FDI: Firm-Level Evidence from Japanese FDI into the US. International Review of Economics and Finance, 24,43-50.
- Alba, J. D., P. Wang, D. Park, 2010. “The Impact of Exchange Rate on FDI and the Interdependence of FDI Over Time.” Singapore Economic Review, 55, 733-747.
- Ho, W. Y., P. Wang, J.D. Alba, 2009, “Merger & Acquisition FDI, Relative Wealth and Relative Access to Bank Credit: Evidence from a Bivariate Zero-inflated Count Model,” International Review of Economics and Finance, 18, 26-30.
- Alba, J. D., D. Park, P. Wang, 2009. “Corporate governance and merger and acquisition (M&A) FDI: firm-level evidence from Japanese FDI into the US.” Journal of Multinational Financial Management, 19, 1-11.
- Alba, J. D., P. Wang, W. Y. Ho, 2007, “Relative access to credit, relative wealth and FDI: Firm-level evidence from Japanese FDI into the United States”, Journal of Economic Integration, 22, 231-255.
- Wang, P. and J. D. Alba, 2006, "A Zero-inflated Negative Binomial Regression Model with Hidden Markov Chain: With an Application to Analysis of FDI", Economics Letters, Vol. 92, 209-213.
Last updated: 04-Mar-2015 9.23am
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