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  1. From gateway to value ladder—The curious case of online mutual aid in China

    Article • Journal of Risk & Insurance, January 2026, Wiley

    Associate Professor Tianyang Wang

  2. Predicting risk premiums: A constraint-based model

    Article • Journal of Empirical Finance, August 2025, Elsevier

    Associate Professor Tianyang Wang

  3. Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency

    Article • Journal of Financial Markets, March 2025, Elsevier

    Associate Professor Tianyang Wang

  4. Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity

    Article • Journal of Futures Markets, November 2023, Wiley

    Associate Professor Tianyang Wang

  5. International stock market volatility: A data-rich environment based on oil shocks

    Article • Journal of Economic Behavior & Organization, October 2023, Elsevier

    Associate Professor Tianyang Wang

  6. Investigating the dynamics of crisis transmission channels: A comparative analysis

    Article • Journal of International Money and Finance, July 2023, Elsevier

    Associate Professor Tianyang Wang

  7. International stock volatility predictability: New evidence from uncertainties

    Article • Journal of International Financial Markets Institutions and Money, June 2023, Elsevier

    Associate Professor Tianyang Wang

  8. Reference point formation: Does the market whisper in the background?

    Article • The Journal of Financial Research, May 2022, Wiley

    Associate Professor Tianyang Wang

  9. The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets

    Article • Journal of Futures Markets, June 2021, Wiley

    Associate Professor Tianyang Wang

  10. Valuing Real Options in the Volatile Real World

    Article • Production and Operations Management, August 2020, Wiley

    Associate Professor Tianyang Wang

  11. Exchange options under clustered jump dynamics

    Article • Quantitative Finance, January 2020, Taylor & Francis

    Associate Professor Tianyang Wang

  12. The Dynamics of Cross-Boundary Fire - Financial Contagion between the Oil and Stock Markets

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Associate Professor Tianyang Wang

  13. How Crisis Contagiously Spreads Across Markets?

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Associate Professor Tianyang Wang

  14. Dynamic hedging using the realized minimum-variance hedge ratio approach – Examination of the CSI 300 index futures

    Article • Pacific-Basin Finance Journal, October 2019, Elsevier

    Associate Professor Tianyang Wang

  15. This study examines how longevity risk impacts retirement consumption and wealth needs.

    Article • Financial Planning Review, March 2018, Wiley

    Associate Professor Tianyang Wang

  16. Default prediction models: The role of forward-looking measures of returns and volatility

    Article • Journal of Empirical Finance, March 2018, Elsevier

    Associate Professor Tianyang Wang

  17. Dynamic Hedging Performance of the CSI 300 Index Futures - The Realized Minimum-Variance Hedge Ratio Approach

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Associate Professor Tianyang Wang

  18. Valuing Real Options in the Volatile Real World - A Generalized Implied Binomial Tree Approach

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Associate Professor Tianyang Wang

  19. Sensitivity analysis of decision making under dependent uncertainties using copulas

    Article • EURO Journal on Decision Processes, October 2017, Springer Science + Business Media

    Associate Professor Tianyang Wang

  20. Influential factors in crude oil price forecasting

    Article • Energy Economics, October 2017, Elsevier

    Associate Professor Tianyang Wang

  21. Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover

    Article • Pacific-Basin Finance Journal, September 2017, Elsevier

    Associate Professor Tianyang Wang

  22. The impact of crude oil inventory announcements on prices: Evidence from derivatives markets

    Article • Journal of Futures Markets, April 2017, Wiley

    Dr Hong Miao, Associate Professor Tianyang Wang

  23. Reference Point Formation - Does the Market Whisper in the Background?

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Associate Professor Tianyang Wang

  24. The Combined Effect of Enterprise Risk Management and Diversification on Property and Casualty Insurer Performance

    Article • Journal of Risk & Insurance, August 2016, Wiley

    Associate Professor Tianyang Wang

  25. Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks

    Article • Journal of Risk & Insurance, May 2016, Wiley

    Associate Professor Tianyang Wang

  26. An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments

    Article • Energy Economics, February 2016, Elsevier

    Associate Professor Tianyang Wang

  27. Robust multi-period portfolio model based on prospect theory and ALMV-PSO algorithm

    Article • Expert Systems with Applications, November 2015, Elsevier

    Associate Professor Tianyang Wang

  28. Life Insurer Cost of Equity with Asymmetric Risk Factors

    Article • Financial Review, July 2015, Wiley

    Associate Professor Tianyang Wang

  29. Modeling Correlated Discrete Uncertainties in Event Trees with Copulas

    Article • Risk Analysis, July 2015, Wiley

    Associate Professor Tianyang Wang

  30. A copula-based approach for generating lattices

    Article • Review of Derivatives Research, July 2015, Springer Science + Business Media

    Associate Professor Tianyang Wang

  31. The Forecasting Efficacy of Risk-Neutral Moments for Crude Oil Volatility

    Article • Journal of Forecasting, February 2015, Wiley

    Dr Hong Miao, Associate Professor Tianyang Wang

  32. The Response of Bond Prices to Insurer Ratings Changes

    Article • The Geneva Papers on Risk and Insurance Issues and Practice, September 2013, Springer Science + Business Media

    Associate Professor Tianyang Wang

  33. A Copulas-Based Approach to Modeling Dependence in Decision Trees

    Article • Operations Research, February 2012, INFORMS

    Associate Professor Tianyang Wang

  34. Valuing Multifactor Real Options Using an Implied Binomial Tree

    Article • Decision Analysis, June 2010, INFORMS

    Associate Professor Tianyang Wang