Dr George Wang
Senior Lecturer in FinanceProfile
George is currently an Associate Professor of Finance and the Director of Engagement and Impact at Lancaster University Management School. He is recenlty a Visiting Research Professor at New York University Stern School of Business, as well as an Honorary Senior Lecturer in Finance at Alliance Manchester Business School. He received his Ph.D. degree in Finance from the University of Melbourne. During his Ph.D., he was a visiting Doctoral scholar at NYU Stern, and a resident tutor/scholar at Ormond College. Previously, he received a Master degree in Finance with Distinction from Durham University, and Bachelor degrees in Economics and Business Administration from Jilin University. He received Teaching Excellence Recognition twice while working for AMBS as a full-time tenured Assistant Professor from 2013 to 2017.
George's research interest is in the area of empirical asset pricing and investments with a particular focus on mutual funds, hedge funds, factor investing, China capital market and the application of graph theory and artificial intelligence in investment. His work has been published at leading international conferences (including American Finance Association and Northen Finance Association Annual Meetings) and academic journals (including Financial Times Top Business School Journals like the Review of Finance, Management Science). He also served as ad-hoc referees for several major journals in the field. George served as a main organizer for "The Role of Hedge Funds and Other Collective Investments in the Modern World" conference in Manchester and the "Mutual Funds, Hedge Funds and Factor Investing" conference in Lancaster. He currently supervises Ph.D and DBA students in mutual fund superforecasting, ETFs, fund stress measures, China capital market, option factors, network and artificial intelligence based investment strategies.
Dr. Wang's research can be accessed and downloaded through SSRN. His work has been cited in Yahoo Finance, ETF.COM, ValueWalk and popular practitioners' websites, such as Quantpedia, AlphaArchitech. His recent research on hedge fund activism has been featured by Columbia Law School Blue Sky Blog. Another of his recent research "On the other side of hedge fund equity trades" was discussed at the 2021 American Finance Association Annual Meetings.
As the Impact and Engagement Director, Dr. Wang established the influencial Industry Engagement and Knowledge Transfer Speaker (IEKTS) series, a platform to bring the top practitioners from the largest asset management (e.g. Invesco and Robeco) to work closely with our highly active research group.
Before joining LUMS and AMBS, George was a practitioner at Origo Partners PLC's Beijing office on cross-border and domestic private equity investment and Societe Generale Asset management Fund Management's Shanghai office on financial engineering and domestic investment. He is the co-founder of several investment funds specializing in agriculture, education and finance technology sectors. He sits on the board of a largest carbon finance company and a boutique investment management firm in China. Previously he was a special advisor and contributor to the Australian Davos ADC Forum: Future Summit - China.
Selected Publications
ETF Rebalancing, Hedge Fund Trades, and Capital Market
Wang, G., Yao, C., Yelekenova, A. 2023 SSRN Working Paper
Working paper
On the Other Side of Hedge Fund Equity Trades
Wang, G., Kolokolova, O., Cui, X. 30/06/2024 In: Management Science. 70, 6, p. 3684-3710. 27 p.
Journal article
Is firm-level political risk priced in the equity option market?
Ho, T., Kagkadis, A., Wang, G. 31/03/2024 In: Review of Asset Pricing Studies. 14, 1, p. 153-195. 43 p.
Journal article
The Value of Growth: Changes in Profitability and Future Stock Returns
Wang, G., Yao, C., Sotes-Paladino, J., Lim, B. 1/01/2024 In: Journal of Banking and Finance. 158, 52 p.
Journal article
The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets
Georgopoulou, A., Wang, J.(. 1/07/2017 In: Review of Finance. 21, 4, p. 1557-1592. 36 p.
Journal article
Time-Series Momentum in Nearly 100 Years of Stock Returns
Lim, B., Wang, J., Yao, Y. 1/12/2018 In: Journal of Banking and Finance. 97, p. 283-296. 14 p.
Journal article
Starting on the Wrong Foot: Seasonality in Mutual Fund Performance
Brown, S.J., Sotes-Paladino, J., Wang, J., Yao, Y. 09/2017 In: Journal of Banking and Finance. 82, p. 133-150. 18 p.
Journal article
All Publications
4th Frontiers of Factor Investing 2024
Participation in conference - Public
LUMS-Bloomberg Roundtable on ESG and Climate Risk Measurement
Symposium
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy