Full-Time MBA • • • • • • • • • Joint MBA Programs • • • • Application Info • • Morning MBA/ Evening MBA • • • • • • • One Year Executive MBA • • • • • • • Global Executive MBA • • • • • • • Global Executive MBA for Healthcare and the Life Sciences • • • • • • Undergraduate Degree • Graduate Diploma in Professional Accounting • • • • • • Master of Management Analytics • • • • • • Master of Finance • • • • • • • • • Master of Financial Risk Management • • • • • • PhD • • • • • Rotman Life • • • • • • • • • • •. Bio Kevin Wang is an Associate Professor of Finance at Rotman. His teaching interests are in investments and has taught courses at the undergraduate, MBA, MFin and PhD levels.

His research interests include asset pricing, stock market anomalies, evaluation of portfolio performance, and empirical methods in investments. Kevin was previously a Visiting Associate Professor of Finance at the Hong Kong University of Science and Technology and Assistant Professor of Finance with the Faculty of Management at McGill University. Selected Publications - Papers • A Nonparametric Test of Beta Specification Working Paper • Conditioning Information, Out of Sample Validation, and the Cross-Section of Stock Returns Working Paper • Does Learning Help Explain Momentum? With Xiaolu Wang and Will J. Xu Working Paper • The High Idiosyncratic Volatility Low Return Puzzle with Hai Lu and Xiaolu Wang Working Paper • Market Volatility and Momentum with Will J. Xu Journal of Empirical FInance 2015 • Buy High and Sell Low Working Paper 2014 • Price Shocks, News Disclosures, and Asymmetric Drifts with Hai Lu and Xiaolu Wang The Accounting Review 2014 • Multifactor Evaluation of Style Rotation Journal of Financial and Quantitative Analysis Issue:Vol.

University of Toronto This image links to the University of Toronto's homepage. Home Contacts. Rotman Management Magazine. Send an email to Kevin Q. Phone: 416-946-5059. Kevin Wang is an Associate Professor of Finance at Rotman. His teaching. Multifactor Evaluation of Style Rotation.

40 2005 Pages: pp 349-372. • Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns with Kris Jacobs Journal of Finance Issue:Vol. 59 2004 Pages: pp 2211-2252. • Asset Pricing with Conditioning Information: A New Test Journal of Finance Issue:Vol. 58 2003 Pages: pp 161-196. • Time-Varying Risk Aversion and Unexpected Inflation with Michael W.

Brandt Journal of Monetary Economics Issue:Vol. 50 2003 Pages: pp 1457-1498. • Nonparametric Tests of Conditional Mean-Variance Efficiency of A Benchmark Portfolio Journal of Empirical Finance Issue:Vol.

9 2002 Pages: pp 133-169. • Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least Squares Method with Cheng Hsiao International Economic Review Issue:Vol.

41 2000 Pages: pp 523-542.

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'Hard Times'?) - Hung is, improbably, still a show on HBO.