Jianing Zhang

　

　

Ph.D. Candidate

Department of Finance

Smeal College of Business

Pennsylvania State University

　

　

326A Business Building

University Park, PA 16802

E-mail: juz134@psu.edu

Cell Phone: (413) 265-3525

Website: http://www.personal.psu.edu/juz134

　

　

Curriculum Vitae (PDF)


Fields of Interests

　

Research:

Investments, Financial Institutions, Fixed Income

Teaching:

Investments, Corporate Finance, Financial Markets and Institutions, Derivatives

Education
　 Ph.D. in Finance (expected) Pennsylvania State University, University Park 2008 – 2013
　 Ph.D. in Polymer Science University of Massachusetts, Amherst 2002 – 2008
　 M.S. in Macromolecular Science Fudan University, Shanghai, China 1999 – 2002
　 B.E. in Polymer Engineering Tongji University, Shanghai, China 1995 – 1999

Working Papers (* presented by coauthors)

  1. Institutional Trading and Corporate Bond Returns (Job Market Paper) 

  2. The Information Content of the Embedded Deflation Option Value in TIPS, with Olesya Grishchenko and Joel Vanden, under review at Journal of Financial Economics

    • Financial Management Association annual meeting (Top Ten session), Denver, CO, 2011

    • Northern Finance Association meeting, Vancouver, Canada, 2011*

    • FIRS meeting, Sydney, Australia, 2011*

    • International Paris Finance meeting, Paris, France, 2010*

    • AFFI meeting, Saint-Malo, France, 2010*

    • European Finance Association meeting, Frankfurt, Germany, 2010*

  3. Do Busy Managers Perform Better? Evidence from Mutual Funds

    • Financial Management Association annual meeting, Denver, CO, 2011

  4. Industry Timing versus Security Selection: Evidence from Mutual Fund Return Decomposition

    • Financial Management Association annual meeting (Top Ten session), Denver, CO, 2011
Publications

  1. Sovereign CDS Spreads, Volatility, and Liquidity: Evidence from 2010 German Short Sale Ban, with Xiaoling Pu, 2012, The Financial Review 47, 171-197. 

  2. Can Dual-Currency Sovereign CDS Predict Exchange Rate Returns? with Xiaoling Pu, 2012, Finance Research Letters 9, 157-166.

Instructor

  • FIN406: Security Analysis and Portfolio Management (Investment), Penn State University, Summer 2010 and Summer 2011

  • Recent Teaching Evaluation: 6.4 / 7.0     Class size: 23 students     Syllabus (PDF)      Evaluation and Comments (PDF)

References

　

Joel Vanden (Committee Chair)

Associate Professor of Finance

Department of Finance

Pennsylvania State University

Phone: (814) 865-3784

E-mail: jmv13@psu.edu

Charles Cao

Smeal Chair Professor in Finance

Department of Finance

Pennsylvania State University

Phone: (814) 865-7891

E-mail: qxc2@psu.edu
　

Heber Farnsworth

Assistant Professor of Finance

Department of Finance

Pennsylvania State University

Phone: (814) 867-0068

E-mail: hkf1@psu.edu

Olesya V. Grishchenko

Economist

Board of Governors of the Federal Reserve System

Phone: (202) 452-2981

E-mail: olesya.v.grishchenko@frb.gov