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(902) 585-1791 |
BSc (Tianjin) |
MSc (Tianjin) |
PhD (Queen's) |
Zhaopeng Chu, Genbo Liu, Jun Yang (2024), “An Interregional Environmental Assessment Framework: Revisiting Environmental Kuznets Curve in China,” Environmental Science and Pollution Research.
Zetian Cui, Yancheng Ning, Jia Song, Jun Yang (2024), “Impact of National Innovative City Policy on Enterprise Green Technology Innovation — Mediation Role of Innovation Environment and R&D Investment,” Sustainability 16(4), 1437.
Zhaopeng Chu, Xiaoyan Li, Chen Bian, Jun Yang (2024), “An Actor-Network Theory Analysis and Modelling of Carbon Reduction Policy Coordination in China: A Collaborative Environmental Governance Perspective," Journal of Cleaner Production 442, 140966.
Jian Wang, Yanhuang Huang, Hongrui Feng, Jun Yang (2023), "The Effect of Customer Concentration on Stock Sentiment Risk," Review of Quantitative Finance and Accounting 60(2), 565-606.
Zhaopeng Chu, Chen Bian, Jun Yang (2023), From Fabrication to Consolidation of China’s Political Blue Sky: How Can Environmental Regulations Shape Sustainable Air Pollution Governance?,
Environmental Policy and Governance 33(1), 31-43.
Zhaopeng Chu, Chen Bian, Jun Yang (2022), How Can Public Participation Improve Environmental Governance in China? A Policy Simulation Approach with Multi-player Evolutionary Game,
Environmental Impact Assessment Review 95, 106782.
Jiliang Sheng, Si Xu, Yunbi An, and Jun Yang (2022), Dynamic Asset Pricing in Delegated Investment: An Investigation from the Perspective of Heterogeneous Beliefs of Institutional and Retail Investors,
Economic Modelling 107, 105716.
Fangzhao Zhou, Jichen Zhu, Yawei Qi, Jun Yang, Yunbi An (2021), Multi-Dimensional Corporate Social Responsibilities and Stock Price Crash Risk: Evidence from China,
International Review of Financial Analysis 78, 101928.
Zhaopeng Chu, Chen Bian, Jun Yang (2021), Joint Prevention and Control Mechanism for Air Pollution Regulations in China: A Policy Simulation Approach with Evolutionary Game,
Environmental Impact Assessment Review 91, 106668.
Yunqi Fan, Fangzhao Zhou, Yunbi An, Jun Yang (2021), Investor Sentiment and Stock Price Crash Risk: Evidence from China,
Global Economic Review 50(4), 310-339.
Jian Wang, Mingcao Li, Xiaoting Wang, Jun Yang, and Zhong-Zhong Jiang (2021), Impact of Investor Attention on Mutual Funds,
Journal of Neuroscience, Psychology, and Economics 14(1), 1-19.
Jiliang Sheng, Si Xu, Yunbi An, and Jun Yang (2021), Dynamic Portfolio Strategy by Loss-averse Fund Managers Facing Performance-induced Fund Flows,
International Review of Financial Analysis 73.
Jian Wang, Shangkun Yi, Xiaoting Wang, and Jun Yang (2021), Fund Sentiment Beta and Delegated Investment,
Applied Economics Letters 28(11), 902-905.
Jian Wang, Shangkun Yi, Xiaoting Wang, Jun Yang, and Zhongzhong Jiang (2020), How Do Mutual Funds in China Exploit Investor Sentiment?
in press at Emerging Markets Finance and Trade.
Jian Wang, Xiaoting Wang, Jun Yang, and Xintian Zhuang (2020), Impact of Investor Sentiment on Mutual Fund Risk Taking and Performance: Evidence from China,
Enterprise Information Systems 14(6), 833-857.
Lei Wang, Fangzhao Zhou, Yunbi An, and Jun Yang (2019), Corporate Venturing: Technology Innovation or Value Creation? A Comparative Study of CVC and IVC with Chinese Public Companies,
Asian Journal of Technology Innovation 27(3), 257-279.
Jiliang Sheng, Xiaoting Wang, Jun Yang, Miao Li (2019), Performance-Based Fee Contract and Risk-Taking Strategy in Asset Management Tournament,
Bulletin of Economic Research 71(3), 388-403.
Jing Lin, Yunbi An, Jun Yang, Yinhe Liang (2019), Price Inversion and Post Lock-up Period Returns on Private Investments in Public Equity in China: An Interest Transfer Perspective,
Journal of Corporate Finance 54, February, 47-84.
Fangzhao Zhou, Yajing Fu, Yunbi An, Jun Yang (2019), Impacts of Ownership Balance and Nonexecutive Directors on Bank Performance and Risk Taking: Evidence from City Commercial Banks in China,
Global Economic Review: Perspectives on East Asian Economies and Industriesi, 48(1), 1-24.
Hui Fu, Jun Yang, Yunbi An (2019), Made for Each Other: Perfect Matching in Venture Capital Markets,
Journal of Banking & Finance, 100, 346-358.
Hui Fu, Jun Yang, Yunbi An (2019), Contracts for Venture Capital Financing with Double-Sided Moral Hazard,
Small Business Economics, 53(1), 129–144.
Lei Wang, Yunbi An, Jun Yang (2019), Specificity and Exclusiveness of Human Capital and Corporate Control in Chinese Entrepreneurial Firms,
South African Journal of Business Management 49(1), 96.
Fangzhao Zhou, Zenan Zhang, Jun Yang, Yunpeng Su, Yunbi An (2018), Delisting Pressure, Executive Compensation, and Corporate Fraud: Evidence from China,
Pacific-Basin Finance Journal 48, 17-34.
Jian Wang, Xiaoting Wang, Xintian Zhuang, Jun Yang (2017), Optimism Bias, Portfolio Delegation, and Economic Welfare,
Economics Letters 150, 111-113.
Lili Li, Shan Leng, Jun Yang, Mei Yu (2016), Stock Market Autoregressive Dynamics: A Multinational Comparative Study with Quantile Regression,
special issue Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance of Mathematical Problems in Engineering, Article ID 1285768.
Lili Li, Jun Yang, Xin Zou (2016), A Study of Credit Risk of Chinese Listed Companies: ZPP vs. KMV,
Applied Economics 48(29).
Hongtao Shang, Jiahui Huang, Jun Yang, Dan Zhou (2015), Predicting Financial Risk of Chinese Listed Companies in Strategic Emerging Industries with BP Neural Network,
Advances in Information Sciences and Service Sciences 7(4), 43-58.
Jian Wang, Xintian Zhuang, Jun Yang, Jiliang Sheng (2014), The Effects of Optimism Bias in Teams,
Applied Economics 46(32), 3980-3994.
Jiliang Sheng, Jian Wang, and Jun Yang (2014), Regret Theory and Equilibrium Asset Prices,
special issue Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance of Mathematical Problems in Engineering.
Jiliang Sheng, Jian Wang, Xiaoting Wang, and Jun Yang (2014), Asymmetric Contracts, Cash Flows and Risk Taking of Mutual Funds,
Economic Modelling 38, 435–442.
Jian Wang, Jiliang Sheng, and Jun Yang (2013), Optimism Bias and Incentive Contracts in Portfolio Delegation,
Economic Modelling 33, 493–499.
Jiliang Sheng, Xiaoting Wang, and Jun Yang (2012), Incentive Contracts in Delegated Portfolio Management under VaR Constraint,
Economic Modelling 29(5), 1679–1685.
Jun Yang, Eric Wang, and Yunbi An (2012), Canadian Exceptionalism: Shareholder Proposals, Filer Identities, and Voting Outcomes,
Managerial Finance 38(5), 456-484.
Xiaoting Wang and Jun Yang (2012), Competitive Entry in Ontario’s Deregulated Power Generation Industry,
Journal of Business & Economics Research 10(2), 111-123.
Jun Yang (2011), Does Adopting High-Standard Corporate Governance Increase Firm Value? An Empirical Analysis of Canadian Companies,
International Business & Economics Research Journal 10(9), 17-27.
Jiliang Sheng and Jun Yang (2010), Market Power and Optimal Contract in Delegated Portfolio Management,
International Journal of Management Science and Engineering Management 5(6), 473-480.
David Rankin, Jun Yang, and Eric Wang (2010), Reconstructing the Historical Performance of Merged e-Commerce Mutual Funds,
Canadian Investment Review.
Jun Yang (2009), Semiparametric Estimation of Asset Pricing Kernel,
Applied Financial Economics 19(4), 257–272.
Edwin Neave and Jun Yang (2009), Disaggregating Marketplace Attitudes toward Risk: a Contingent-Claim-Based Model,
Applied Financial Economics 19(9), 719-733.
Jun Yang and Ken Klassen (2008), How Financial Markets Reflect the Benefits of Self-Service Technologies,
Journal of Enterprise Information Management 21(5), 448-467.
Yunbi An, Ata Assaf, and Jun Yang (2007), Hedging Volatility Risk: the Effectiveness of Volatility Options,
International Journal of Theoretical & Applied Finance 10(3), 1-18.
Dr. Jun Yang joined F.C. Manning School of Business Administration in 2005. He received his Ph.D. in Finance from Queen’s School of Business. He earned his undergraduate and master’s degrees in System Engineering from Tianjin University, China.
Dr. Yang currently teaches Fundamentals of Finance 1&2, Portfolio Management, and Derivative Securities & Risk Management. In his senior elective courses, students learn fundamentals of financial derivatives and the techniques for managing a diversified portfolio. Students apply their knowledge in close-to-real-business group projects.
Dr. Yang conducts research on a wide range of topics, both theoretical and empirical. His research papers have been published in numerous academic journals including Journal of Corporate Finance, Journal of Banking & Finance, and Economic Theory.
BUSI 2223 Fundamentals of Finance 1 |
BUSI 2233 Fundamentals of Finance 2 |
BUSI 4223 Portfolio Management |
BUSI 4243 Derivative Securities & Risk Management |
Asset Pricing, Incentive Contract, Risk Management, Corporate Finance