TheEconomists
202-452-3122
ashley.wang@frb.gov
ashley.wang@frb.gov
Education
- Ph.D., Finance, University of California - Los Angeles, 2003
Current Research Topics
- Empirical Asset Pricing
- Hedge Funds and Mutual Funds
Fields of Interest
Professional Experience
Economist
Board of Governors of the Federal Reserve System
- 2010 - present
Assistant Professor
Paul Merage School of Business, University of California - Irvine
- 2003 - 2010
Publications
- Sun, Zheng, Ashley Wang, and Lu Zheng (Forthcoming). "Road Less Travelled: Strategy Distinctiveness and Hedge Fund Performance," Review of Financial Studies.
- Brennan, Michael J., and Ashley W. Wang (2010). "The Mispricing Return Premium," Review of Financial Studies, vol. 23, no. 9, pp. 3437-3468.
- Wang, Ashley W., and Gaiyan Zhang (2009). "Institutional Ownership and Credit Spreads: An Information Asymmetry Perspective," Journal of Empirical Finance, vol. 16, no. 4, pp. 597-612.
- Brennan, Michael J., Ashley W. Wang, and Yihong Xia (2004). "Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing," Journal of Finance, vol. 59, no. 4, pp. 1743-1775.
- Longstaff, Francis A., and Ashley W. Wang (2004). "Electricity Forward Prices: A High-Frequency Empirical Analysis," Journal of Finance, vol. 59, no. 4, pp. 1877-1900.
Other Activities
Awards
2009
University of California - Irvine
Council on Research, Computing & Library Awards
2007
University of California - Irvine
Faculty Career Development Award
2008
Don Beall Center at University of California - Irvine
Research Grant for Innovations & Entrepreneurship
Referee
- Journal of Finance
- Journal of Financial Markets
- Journal of Banking and Finance
- Energy Journal
- Journal of Financial and Quantitative Analysis
- Journal of Empirical Finance
- International Review of Finance
Professional Affiliation
- American Finance Association
- Society of Financial Studies
- Western Finance Association
Last update:
March 13, 2013
