Doctoral Programs Student Directory

Fei Fang

Ph.D. Student in Finance

 

Email: ffang@som.umass.edu

Office: SOM 226

 

View CV (pdf)

 

 

 

 


Education:

M.A., Economics, University at Buffalo,

The State University of New York, 2012

M.A., International Economics, Nankai University, 2010

B.A., International Economics and Trade, Nankai University, 2008

               Research/Teaching Interests:

           Options

           Empirical asset pricing

 


Working Paper:

"Volatility Smile and Cross-Section of Expected Stock Returns-The Predictability Attributed to Jump Risk and Risk-neutral Return Distribution", Fei Fang 2014

Professional and Academic Memberships:

American Finance Association (AFA)

Previous Employment:

Research assistant, Isenberg School of Management, University of Massachusetts Amherst, 2012-2014

Teaching assistant, Economics department, State University of New York at Buffalo, 2010-2012