Lei Wang

Watch a Biography of Lei Wang

My research interests include: (1) Asset pricing in U.S. and global markets, such as empirical asset pricing models in stock markets and cryptocurrency markets. Although it sometimes is difficult to detect or conclude that there are bubbles or mispricing in some assets, empirical asset pricing models shed some light on investment opportunities, which are important to investors and gradually reduce the level of mispricing. (2) Corporate governance. (3) International finance. (4) Market microstructure. And (5) investor behavior, such as the empirical evidence of how the investors from different cultures or in different regions perform differently in financial markets.

Courses Taught

At Gannon University

Introduction to Statistical Analysis (BCOR 220)
Financial Management 1 (BCOR 311)
Financial Management 2 (FINC 312)
International Financial Management (FINC 318)
Finance Special Topics (FINC 499)

At University of New Orleans

Principles of Financial Management (FIN 3300)
Investment (FIN 3302)
Principles of Microeconomics (ECON 1203)
Principles of Macroeconomics (ECON 1204)
Intermediate Business and Economics Statistics (QMBE 2786)
Introduction to Financial Accounting (Finance portion) (ACCT 5400)

Educational History

PhD in Financial Economics, University of New Orleans, 2023
Dissertation Title: Asset Pricing Models in Crypto and Stock Markets
Committee: Luca Pezzo (Chair), Raja Velu, Atsuyuki Naka, and Seungho Shin

MBA, University at Buffalo (SUNY), 2015

Publications

"Policy uncertainty and idiosyncratic volatility on Nikkei 225 stocks." (2024). Applied Economics Letters. https://doi.org/10.1080/13504851.2024.2311310 (with Seungho Shin and Atsuyuki Naka).

“Large scale Mean-Variance strategies in the U.S. stock market.” (2023). Research in International Business and Finance. Vol.66, 102062. (with Luca Pezzo and Duygu Zirek).

“Dynamics of mining markets: equilibrium implications for professional and casual miners.” (2023). Global Finance Journal. Vol.57, 100866. (with Luca Pezzo, Seungho Shin and Duygu Zirek).