Faculty
Department of Finance Associate Professor
Phone：62788150
E-mail：wangty6@sem.tsinghua.edu.cn
Office：B332 Lihua Building
2012 – 2018: PhD in Finance, Imperial College London, UK
2010 – 2012: M.A. in Economics, Tilburg University, Netherlands
2006 – 2010: B.A. in Economics, Zhejiang University, China
2022.1 - now: Associate Professor of Finance, School of Economics and Management, Tsinghua University
2018.9 - 2022.1: Assistant Professor of Finance, School of Economics and Management, Tsinghua University
Investment (Undergraduate, Master)
Financial Market and Institutions (Master)
Empirical asset pricing, Institutional investors (mutual/hedge fund, dealer), and International Finance
1. “Do Foreign Institutional Investors Improve Price Efficiency” (with Marcin Kacperczyk and Savitar Sundaresan), Review of Financial Studies, 2021, 34(3), 1317-1367.
2. “Informed Trading in Government Bond Market” (with Robert Czech, Shiyang Huang and Dong Lou), Journal of Financial Economics, 2021 Forthcoming.
3. “Currency Mispricing and Dealer Balance Sheets” (with Gino Cenedese and Pasquale Della Corte), Journal of Finance, 2020 Forthcoming.
2017 – 2018: Economist, Bank of England
2016 – 2017: Visiting Researcher, Bank of England
PwC 3535 Finance/Accounting Forum, Best Paper Award, 2021
China International Finance Annual Conference, Best Paper Award, 2019
Annual Conference in International Finance, Best Paper Award, 2019
Institute of Structured Finance & Global Risk Institute Research Grant, 2017
INQUIRE EUROPE Research Grant, 2017
