Associate Professor Peiming Wang

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Associate Professor of Finance

Phone: +64 9 921 9999 ext. 5393

Email: peiming.wang@aut.ac.nz

Qualifications:

  • PhD, University of British Columbia, Canada

Memberships and Affiliations:

  • Canadian Economics Association
  • Statistical Society of Canada

Biography:

Dr Peiming Wang is an associate professor of Finance at the Auckland University of Technology. He received his PhD from the Sauder School of Business at the University of British Columbia, Canada. Prior to joining the Auckland University of Technology, he worked at the Nanyang Business School of the Nanyang Technological University, Singapore.

Teaching Areas:

  •     Investment and portfolio analysis
  •     International Finance
  •     International Financial Management

Research Areas:

  • Asset pricing models
  • Applied econometrics
  • Foreign direct investment
  • Merger & Acquisition
  • Monetary policy

Research Summary:

Dr Wang’s research currently focuses on the relation between asset return and volatility in financial markets under different market conditions, and the development of various regime-switching Markov models and their applications in finance and economics. Dr Wang has published in many leading journals, including the Journal of Business and Economic Statistics, Journal of Empirical Finance, Macroeconomic Dynamics, International Review of Economics and Finance, Applied Economics, Economics Letters, Biometrics and Statistica Sinica.

Current Research Projects:

  • Analysis of investment performance by an almost stochastic dominance approach
  • Markov-switching DSGE models and their applications in the analysis of macroeconomic risk and asset pricing

Publications:

  • Alba, J. D., & Wang, P. (2017). Taylor rule and discretionary regimes in the United States: Evidence from a k-state Markov regime-switching model. Macroeconomic Dynamics, 21(3), 817-833. http://doi.org/10.1017/S1365100515000693
  • Da Fonseca, J. C., & Wang, P. (2016). A joint analysis of market indexes in credit default swap, volatility and stock markets. Applied Economics, 48(19), 1767-1784. http://doi.org/10.1080/00036846.2015.1109036
  • Chen, J., Huang, Y., & Wang, P. (2014). Composite likelihood under hidden Markov model. Statistica Sinica. http://doi.org/10.5705/ss.2013.084t
  • 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, 43-53.
  • 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(4), 483-496.