home > By Name > WANG Guojun
WANG Guojun
WANG Guojun

Assistant Professor

 

Department: Department of Economics and Finance

Email: gjwang@tongji.edu.cn

Office Phone: +86-21-65987599

EDUCATION BACKGROUND

·  2009-2014: Ph.D. in Economics, University of California, Davis

·  2010-2011: Exchange student in the finance Ph.D. program, Haas School of Business, University of California, Berkeley

·  2007-2009: M.S. in Applied Mathematics, University of Central Florida

·  2001-2007: B.S. and M.S in Mathematics, Zhejiang University

 

RESEARCH FIELD

·  Theoretical and Empirical Asset Pricing

·  Market Efficiency

·  Market Microstructure

·  Portfolio Management

·  Private Equity and Venture Capital

·  Econometrics

 

TEACHING INTERESTS

·  Asset Pricing

·  Corporate Finance

·  Market Microstructure

·  Portfolio Management

·  Private Equity

·  Econometrics

 

WORK EXPERIENCE

 

Teaching Positions

·  2014-Now: Assistant Professor, School of Economics and Management, Tongji University

·  2009-2014: Teaching Assistant, Department of Economics, University of California, Davis

 

International Experience

·  Sept. 2013-Feb. 2014: Analyst, Fixed Income, Matthews International Capital Management

·  Jul. 2012-Jun. 2013: Associate, Infrastructure Investment, CalSTRS Investment Office

·  Dec. 2011-May 2012: Intern, Hedge Fund Group, China Investment Corporation

·  Feb. 2010-Nov. 2011: Intern, Quantitative Strategies Group, CalPERS Investment Office

·  Apr. 2011-Jun. 2011: Intern, Morgan Stanley Financial Training Program

·  Jun. 2009: Chartered Financial Analyst Level III Passed

 

LANGUAGES

·  Chinese (mother tongue)

·  English (excellent)

 

RESEARCH

 

Sponsored Research Projects

·  Mispricing and Market Efficiency, National Science Foundation (grant No.71503183), 2016-2018

 

Selected Publications

 

Papers

·  Do (Some) University Endowments Earn Alpha? (With Brad M. Barber), Financial Analysts Journal, September/October 2013, Vol. 69, No. 5: 26–44. 2013 Graham and Dodd Scroll Award

·  Short Selling Constraints and the Price Efficiency of Stock Price (With JIANG Xiangzhong), The Banker, April 2015: 83-86

 

Presentations (* indicates co-author presentation)

·  Dec.2015: Peking University, China Investment Corporation

·  Oct. 2015: University of Chicago*

·  Aug. 2014: UBC Summer Finance Conference*

·  Apr. 2014: Peking University, Tongji University, China Investment Corporation

·  Mar. 2014: Arizona State University*

 

Detailed CV