Tianyu Wang is currently an assistant professor of finance in the School of Economics and Management, Tsinghua University. He received a Ph.D. in Finance from Imperial College London in 2018. Prior to joining Tsinghua, he worked as an economist in capital market division, and monetary analysis division in Bank of England. His research interest covers on empirical asset pricing, institutional investors (mutual/hedge fund, broker-dealer), and international finance.
At Tsinghua, he teaches "Theory/Empirics of Investments" for both graduate (MSc and MBA) and undergraduate students.
1. "Do Foreign Institutional Investors Improve Price Efficiency", Review of Financial Studies, forthcoming 2020,
with Marcin Kacperczyk and Savitar Sundaresan
International Finance Conference Best Paper Award.
2. "Currency Mispricing and Dealer Balance Sheets", Journal of Finance, forthcoming 2020,
with Gino Cenedese and Pasquale Della Corte
3. "Informed Trading in Government Bond Market", Journal of Financial Economics, forthcoming 2021,
with Robert Czech, Shiyang Huang and Dong Lou
Winner of Best Paper Award, China International Conference in Finance, 2019.
"Time-Varying Mutual Fund Revealed Preference", 2018.
"Market Closure and Short-Term Reversal", 2017, with Pasquale Della Corte and Robert Kosowski, INQUIRE UK working paper.
"Correlation Risk Premium: International Evidence", 2017, with Goncalo Faria and Robert Kosowski. R&R
"Option Pricing Uncertainty and Option Returns", 2014