PhD Candidate of Finance, CFA, MBA Broad College of Business, MSU
- Eppley Center 667 N Shaw Ln Rm 315, East Lansing, MI, 48824
- 517. 488. 5008
- yangqia8@msu.edu
- Curriculum Vitae
• Fat and Fatter: Crash Risk and Retail Trading, 2021
Job market paper
Click HERE for the latest version
1. Eastern Finance Association 2022 (April 6-9)
2. European Finance Association (EFA) Doctoral Tutorial 2021 (Aug 24-25)
3. Financial Management Association (FMA) Annual Meeting 2021 (Oct 20-23)
4. 2021 Annual Meeting of Academy of Behavioral Finance & Economics (Sept 22-25):
- Best Doctoral Papers Award
5. International Risk Management Conference 2021, Cagliary, Italy (Oct 1-3):
- Best Conference Paper Award
6. 2021 New Zealand Finance Meeting (Dec 9-10)
7. 34th Australasian Finance and Banking Conference (Dec 15-17)
8. Young Scholars Conference on Machine Learning in Economics & Finance (Dec 16)
Federal Reserve in Philadelphia
9. SoFiE Financial Econometrics Summer School 2021 at NYU Shanghai (Aug 2-6)
10. 17th Annual Conference of the Asia-Pacific Association of Derivatives (July 12-13)
• The Cyber Risk Premium, with Hao Jiang and Naveen Khanna, 2020
Click HERE for the latest version
1. Eastern Finance Association 2022 (April 6-9)
2. Winter Research Conference on Machine Learning and Business 2021 (Feb 12-13)
3. University of Southern California 2020 (co-author)
4. Future of Financial Information webinar 2021 (co-author)
• Idiosyncratic Jump Risk Contagion, with Morad Zekhnini, 2021
• Tax Policy Comparability and Information Assimilation, with Patrick Hopkins, William Grieser, and Parth Venkat, 2021
Michigan State University, Ph.D. candidate in Finance, 2017/9 - Present
Michigan State University, M.B.A. Finance, 2017
Beijing Foreign Studies University, M.A. Applied Linguistics ( Simultaneous Interpreting, Conference Interpreting ), 2011
Empirical Asset Pricing, Machine Learning, Natural Language Processing, Behavioral Bias, Emerging Risks, Soft Information
• Best Conference Paper Award for “Fat and Fatter: Monthly Crash Risk and Investor Trading”,
2021 International Risk Management Conference
• Best Doctoral Papers Award for “Fat and Fatter: Monthly Crash Risk and Investor Trading”, 2021
Annual Meeting of Academy of Behavioral Finance & Economics
• CFA Charterholder
• Graduate Fellowship,Doctoral, Michigan State University,2017-present
• Beta Gamma Sigma Honor Society, inducted in MSU, 2017
• MSU Startup Pitch Competition, Second Prize, 2016
• Graduate Fellowship, full tuition, MBA, Michigan State University,2015 - 2017
• Graduate Fellowship, full tuition, MA, Beijing Foreign Studies University, 2009 - 2011
• Quoted in an article for InvestorPlace [Click Here] about Tesla stock.
The article was shared by Markets Insider [Click Here]
• Quoted in an article for InvestorPlace [Click Here] about Robinhood in- vesting in 2021.
The article was shared by Markets Insider [Click Here] and Wealth Creation Investing.
• Quoted in InvestorPlace [Click Here] Ultimate EV Investing Guide.
Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text
The Conduits of Price Discovery: A Machine Learning Approach
Factor Models with Drifting Prices
PEAD.txt: Post-Earnings-Announcement Drift Using Text
Effect of Choice Bracketing on Risk Aggregation
Asset Pricing with Realistic Crises Dynamics
Instructor:
• Introduction to Finance ( online ), MSU, Undergraduate, Summer 2020
• Introduction to Finance, MSU, Undergraduate, Summer 2019
Teaching Assistant:
• Corporate Finance Strategies, MSU, Undergraduate & MBA
• Corporate Risk Management Strategies, MSU, Undergraduate & MBA
• Advanced Business Finance, MSU, Undergraduate
VP of Finance, Spartan Consulting Inc., 2016/9 - 2017/5
• Led the finance and treasury related work and initiated investment pro-gram for reserve cash for the student-led organization.
Venture Fellow, Spartan Innovations, 2015/9 - 2016/5
• Worked with PhD candidates to conduct extensive market research in biofilm.
• Created and pitched business plan, and won second prize in MSU startup pitch competition.
Global Strategy Intern, Ford Motor Company, 2016/6 - 2016/8
• Analyzed and presented to GVP the strategic alliance between Renault and Nissan and its implications to Ford.
Joint Venture Manager & Executive Interpreter, Changan Automobile Co., 2011/12 - 2015/7
• Prepared, organized and attended over ten quarterly and annual board meetings of Joint Ventures ( with Ford and PSA ) by working with finance, marketing, product planning and other functions.
• Organized and facilitated executive communications between Changan and its various partners, including Ford Motor Company and Groupe PSA.
• Maintained ongoing negotiations between Changan and Ford regarding their joint venture in China.
• Computer Languages: Python, R, STATA, SAS, LATEX
• Statistical:
Machine Learning, Natural Language Processing, Deep Learning
• Linguistic:
Simultaneous ( Real-Time ) Interpreting, Conference Interpreting
English: Expert
• China Accreditation Test for Translators and Interpreters Level 2
• Test for English Majors-8
Japanese: Intermediate
• Japanese-Language Proficiency Test Level 2
Mandarin: Native
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