Biography
Dr. Cheng (Jason) Jiang joins the Fox School from the University of California, Riverside. His research interests include financial economics, financial markets and econometrics.
Dr. Jiang has a demonstrated record of success as an instructor at the University of California, Riverside, where he taught several upper-division undergraduate courses. He received the University Teaching Certificate Award, based on consistently high evaluations. His work experience includes an investment and wealth management internship at Morgan Stanley; a quantitative research analyst internship at Gurtin Fixed Income Management, where he developed quantitative yield curve models; and a stock portfolio wealth management internship at UBS.
Dr. Jiang received his BA in Economics from Jinan University in China, where he was ranked 1st in the department. He then earned his Master’s degree in Economics and PhD in Economics from the University of California, Riverside, where he also received Dean’s Distinguished Fellowship and Dissertation Year Program Fellowship.
Research Interests
- financial econometrics
- corporate finance
- and real estate.
Courses Taught
Number | Name | Level |
|---|---|---|
FIN 3507 | Security Analysis and Portfolio Management | Undergraduate |
FIN 3512 | Financial Modeling | Undergraduate |
FIN 3517 | Financial Data Analysis | Undergraduate |
FIN 5627 | Financial Econometrics | Graduate |
FIN 5631 | Financial Time Series | Graduate |
Selected Publications
Recent
Jiang, C., John, K., & Larsen, D. (2021). R&D investment intensity and jump volatility of stock price. Review of Quantitative Finance and Accounting, 57(1), 235-277. doi: 10.1007/s11156-020-00944-3.
Jiang, C., John, K., & Larsen, D. (2020). R&D investment intensity and jump volatility of stock price. doi: 10.1007/s11156-020-00944-3.
Chinloy, P., Jiang, C., & John, K. Investment, depreciation and obsolescence of R&D. Journal of Financial Stability, 49, 100757-100757. Elsevier BV. doi: 10.1016/j.jfs.2020.100757.
Chinloy, P., Cho, M., Jiang, C., & Song, I. (2020). Housing Returns with Mortgage and Price Shocks. Journal of Real Estate Research, 42(1), 105-124. doi: 10.22300/0896-5803.42.1.105.
Jiang, C., Kose, J., & Larsen, D. R&D Investment Intensity and Jump Volatility of Stock Price.
Jiang, C., Kose, J., & Larsen, D. R&D Investment Intensity and Jump Volatility of Stock Price. Guangzhou, China. Retrieved from https://editorialexpress.com/conference/CICF2019/program/CICF2019.html.
Jiang, Y., Jiang, C., Nie, H., & Mo, B. (2019). The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses. Energy, 166, 577-586. doi: 10.1016/j.energy.2018.10.116.
Jiang, C. (2018). The Asymmetric Effects of Monetary Policy on Stock Market. Quarterly Journal of Finance, 08(03), 1850008. doi: 10.1142/s2010139218500088.
Jiang, C., Chinloy, P., & Kose, J. Investment, Depreciation, and Obsolescence of R&D. University of Oxford.
Jiang, C., Chinloy, P., & Kose, J. Investment, Depreciation, and Obsolescence of R&D. Mauritius.
Jiang, C., Kose, J., & Larsen, D. R&D Investment Intensity and Jump Volatility of Stock Price.
Jiang, C., Kose, J., & Larsen, J. R&D Investment Intensity and Jump Volatility of Stock Price.