Dr Jian Wang

Lecturer

Faculty of Business, Law and Politics

Hull University Business School

j.wang@hull.ac.uk

+44 (0) 1482 463509

Jian joined Hull University Business School in May 2012 following her previous academic appointment at the University of Bradford.

Her PhD in Finance, funded by the Economic and Social Research Council, was awarded by the University of Essex.

Jian also holds a first class BA (Honours) degree in Accounting and Finance and an MRes (with distinction) in Accounting, Finance and Management from Essex University's Business School.

Research

Research Interests

  • Commodity futures market efficiency
  • Hedge ratios
  • Return predictability
  • Applied econometrics
  • Long memory
  • Fractional co integration and structural breaks

Publications

Coakley J, Kellard N and Wang J, ‘Commodity Futures Returns: More Memory Than You Might Think!’, European Journal of Finance, 22: 14, pp 1457-1483 (2016)

Mazouz K and Wang J, ‘Commodity Futures Price Behaviour Following Large One-day Price’, Applied Financial Economics, 24: 14, pp 939-948 (2014)

Coakley J, Dollery J and Dollery J, ‘Long Memory and Structural Breaks in Commodity Futures Markets’, Journal of Futures Markets, 31: 11, pp 1076-1113 (2011)

Coakley J, Kellard N and Dollery J, 'The Role of Long Memory in Hedging Effectiveness', Computational Statistics and Data Analysis, 52: 6, pp 3075-3082 (2008)

Teaching

Programmes taught on

Modules list

  • Investment and Finance Theory
  • International Finance
  • International Accounting and Finance
  • Independent Study (HKU)
  • Current Issue in Financial Management (HKU)

Research PhDs

Jian is interested in supervising in the area of commodity futures markets, hedge ratios and technique analysis.

Teaching awards and accolades

  • Fellow of the Higher Education Academy,
  • Postgraduate Certificate in Higher Education Practice (University of Bradford)

Professional highlights

Academic qualifications

  • PhD in Finance (University of Essex)
  • MRes in Accounting, Finance and Management (University of Essex)
  • BA Accounting and Finance (University of Essex)

Awards and accolades

  • 2002 Awarded CIMA Prize for Academic Performance in the Second Year of Undergraduate Studies
  • 2004 Awarded Economic and Social Research Council (ESRC) Three-Year PhD Scholarship