Finance

Faculty

WANG Hao

Department of Finance    Associate Professor

Phone:(86)(10)62797482

E-mail:wanghao@sem.tsinghua.edu.cn

Office:B318 Lihua Building

Office Hours:By appointment

Educational Background

McGill University (Canada), PhD in Finance, 2001 - 2007

Eastern Illinois University (USA), MBA, 1998 - 2000

Shenyang University of Technology, BA, 1991 - 1995  


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Work Experience

Tsinghua University SEM Finance Department, Associate Professor, 2013 - Today

Tsinghua University SEM Finance Department, Assistant Professor, 2007 - 2013



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Courses

Fixed Income Securities and Interest Rate Modeling》(PhD and Master Level

Seminars on Advanced Topics in Finance》(Master Level

Fixed Income Securities Analysis》(Undergraduate Level


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Research Areas

Credit Risk, Asset Pricing, Carbon Finance


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Publications

1. China’s Secondary Privatization: Perspectives from the Split-share Structure Reform,(with Li Liao and Bibo Liu), Journal of Financial Economics 113, page 500-518, 2014

2. Credit Default Swap Spreads and Variance Risk Premia (with Hao Zhou and Yi Zhou), Journal of Banking and Finance, Volume 35, page 36-50, 2013, received the GARP and CHFR research grants.

3. What Risks Do Corporate Bond Put Features Insure Against? (with Redouane Elkamhi and Jan Ericsson), Journal of Futures Markets, Volume 32, page 1060-1090, 2012.

4. Managerial Entrenchment, Equity Payout and Capital Structure, Journal of Banking and Finance, 35, page 36-50, 2011

5. Information Discovery in Share Lockups: Evidence from the Split-share Structure Reform in China (with Li Liao and Bibo Liu), Financial Management, Winter Volume, page 1001-1027, 2011

6. Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets (with Jan Ericsson and Joel Reneby), Quarterly Journal of Finance, 5, page 1-32, 2015

7. Stock Return Uncertainty and Life Insurance (with Dong Yang and Zhang Lihong), Mathematical Problems in Engineering, 2020

8. Predicting Corporate Policies Using Downside Risk: A Machine Learning Approach (with Doron Avramov and Minwen Li), Journal of Empirical Finance, 36, page 1-26, 2021

1. 王浩,刘碧波,定向增发:大股东支持还是利益输送,中国工业经济 2011,(10):119-129

2. 杨之曙,黄诗杨,王浩,透明度变化对股票市场投资者委托单提交行为和交易成本影响研究,金融研究,2012,(02):142-154

3. 朱玉杰,王铁琪,王浩,动量效应与资产定价:基于序列变点的改进研究,经济学报,2017,4(3):65-83

4. 刘士达,王浩,张明,信用评级有效性与监管依赖:来自银行同业存单的证据, 经济学报,2018,5(1):17-37

5. 王浩,刘士达,刘淳, 信用评级功能与评级质量影响因素:文献综述与研究展望,投资研究, 2018,37(11):16-33

6. 董阳,周锐,王浩,中国国债收益率曲线分析与预测,经济学报,2019,6(3):72-91

7. 刘士达,王 浩,从国际视角看中国信用评级,金融市场研究,2021, 5(108),35-46

8. 张丽宏,刘敬哲,王浩,绿色溢价是否存在?来自中国绿色债券市场的证据,经济学报,2021, 8(2),157-184


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Honors

Tsinghua University On-line Teaching Award, 2020

Tsinghua University “MeiYiQi” Research Award, 2017

Tsinghua University Teaching Award,2017

Tsinghua University School of Economics and Management Teaching Award, 2017

China International Conference in Finance (CICF)Best Paper Award, 2016

SunYeFang Financial Innovation Research Award, 2015

Global Association of Risk Professionals Research Award (USA), 2009

Centre for Hedge Fund Research Award (UK), 2009

Tsinghua University School of Economics and Management Teaching Award, 2008

Financial Management Association Best Fixed Income Paper Award (USA), 2006



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