WANG Donghua  Professor  |  Finance Tel. +86-21-64253507 | E-mail: dhwang@ecust.edu.cn

SUMMARY

• DISCIPLINE

    Finance 

• FACULTY QUALIFICATION

    Scholarly Academic (SA)

• COURSES TAUGHT

    Multivariate Statistics

    Introduction to Finance

    Finance Quantitative Methods

    Analysis of Fixed-income Securities

    Academic Writing and Literature Search

• EDUCATION

    Huazhong University of Science and Technology, Ph.D., 2004, China

    East China University of Science and Technology, Master, 1998, China 

    East China University of Science and Technology, Bachelor, 1995, China

• WORK EXPERIENCE

    University of Miami, Visiting Scholar, 2013 - 2014, Florida, USA

    East China University of Science and Technology, since 2004, Shanghai, China

SELECTED INTELLECTUAL CONTRIBUTIONS (Completed within 5 years)

• JOURNAL ARTICLES

    Research on Mutual Excitation Effect of Large Volatility in American Stock Market Based on Hawkes Process, Quantitative Finance, 2018, 18(12):2067-2083.

    Modifying a Simple Agent-based Model to Disentangle the Microstructure of Chinese and US Stock Markets, Quantitative Finance, 2018, 18:2067-2083.

    The Lead-lag Relationship between the Spot and Futures Markets in China, Quantitative Finance, 2017, 9(17):1447-1456.

    Correlation between Agricultural Markets in Dynamic Perspective – Evidence from China and the US Futures Markets, Journal of Business Ethics, 2016, 464(15):83-92.

    Risk Estimation of CSI 300 Index Spot and Futures in China From a New Perspective, Economic Modelling, 2015, (6):344-353.

    Dynamic Relation of Chinese Stock Price-volume Pre- and Post- the Split Share Structure Reform: New Evidence from a Two-state Markov-switching Approach, China Finance Review International, 2015, 5(4):386-401.

    Reform and Innovation of Case Teaching under the Background of "Internet +" -- Taking the Course of Insurance as an Example, Journal of Insurance Vocational College, 2018, (1):91-96 (in Chinese).

    Integrated Measurement of Unexpected Operational Risk of Banks under Risk Relevance: Based on Dynamic Model Perspective, Journal of Management Sciences in China, 2018, (05):53-64 (in Chinese).

    Dynamic Operational Risk Measurement Based on Lévy Measure, System Engineering Theory and Practice, 2018, (09):2117-2187 (in Chinese).

    Research on Mutual Excitation Effect of Large Volatility in American Stock Market Based on Hawkes Process, Chinese Journal of Management Science, 2018, (07):32-39 (in Chinese).

    Operational Risk Measures for Banks based on Nonparametric Methods, Journal of Management Sciences in China, 2015, (3):104-113 (in Chinese).

    Cross-correlation and Risk Measurement between CSI 300 Index Futures and Spot Markets in China, System Engineering Theory and Practice, 2014, (3):631-639 (in Chinese).

• INDUSTRY/RESEARCH PROJECTS

    Cross Correlation between CSI300 Index Futures and Spot Market Based on High Frequency Data and its Risks, Shanghai Pujiang Program, Research grants: ¥100,000.00, 2015-2017.

    Cross Correlation between Stock Index Futures Price and Spot And Futures Markets in China based on High Frequency Data, Innovation Program of Shanghai Municipal Education Commission, Research grants: ¥60,000.00, 2013-2017.

    Empirical Research on the Bank Multiple Operation Risk Integrated Measurement Method Under the Condition of Dynamic Nonlinear Correlation, the National Natural Science Foundation of China (General), Research grants: ¥400,000.00, 2011-2014.

• TEACHING MATERIAL

    Multivariate Statistical Analysis and SPSS Application (Second Edition), 978-7-5628-5353-4, East China University of Science and Technology Press, 2018.

ADDITIONAL INFORMATION

• ACADEMIC SERVICE

    Physica A-Statistical Mechanics and Its Applications, ISSN 0378-4371, Invited Reviewer, 2013-2018.

    Systems Engineering-Theory & Practice, ISSN 1000-6788, Invited Reviewer, 2012-2018.

    Journal of Management Science, ISSN 1007-9807, Invited Reviewer, 2012-2018.