Chi Wan

 B.Sc. (Nanjing), M.A., Ph.D. (Boston College)

Assistant Professor (Economics)

Office: B-845 Loeb, 613-520-2600 x 3758

E-mail: chi_wan [at] carleton [dot] ca

Languages spoken other than English: Chinese (Mandarin)


Research fields: financial economics, econometrics, investment

Expertise:
• market microstructure and asset pricing anomalies
• financial risk management
• quantile regression

Selected publications:

“Corporate Globalization and Bank Lending” (with Shujing Li and Jiaping Qiu), Journal of International Business Studies, Vol. 42, No. 8 (October/November 2011), pp. 1016–1042.

“Macroeconomic Uncertainty and Credit Default Swap Spreads” (with Christopher F. Baum), Applied Financial Economics, Vol. 20, No. 15 (August 2010), pp. 1163–1171.

Short biography:

Chi Wan received his B.Sc. in Physics from Nanjing University and his M.A. and Ph.D. from Boston College. He has undertaken research in the areas of financial economics and econometrics, including: (i) robust estimation of conditional idiosyncratic volatility and conditional quantiles of asset returns in aid of better understanding asset pricing anomalies; (ii) implementation of coherent risk measures in portfolio selection and financial risk management; and (iii) the effect of macroeconomic uncertainty on credit risk spreads.