Projects per year
Personal profile
Personal profile
Dr. Ning Zhang joined IBSS at XJTLU in 2023. Previously she taught at the Shanghai University since 2020. Her teaching has covered a variety of courses such as derivatives modeling, financial risk management, corporate finance and international finance. Her main research areas span financial econometrics, empirical asset pricing, as well as machine learning and applications in Finance, with particular interests in risk measurement and management, return predictability, ESG investing, and information contents extracted from derivatives. She has published in finance and econometrics outlets such as the Journal of Banking Finance, the International Review of Financial Analysis and the Journal of Futures Markets. Ning holds a BA in Finance from the Sichuan University (year 2015), a MSc with Distinction in Financial Engineering (year 2016) and a Ph.D. in Finance from the ICMA Centre at the University of Reading (year 2020). Orcid ID: 0000-0002-1896-6888
Research interests
Tail risk and volatility forecasting
Model risk
Return Predictability
Machine learning in Finance
Experience
Assistant Professor, Shanghai University 2020-2023
Teaching
Risk Management and Derivatives, undergraduates, Fall 2022
Corporate Finance, postgraduates, Fall 2020 - 2022
Python Programming, undergraduates, Winter 2021
Introductory Economics, undergraduates, Summer 2021
International Finance, undergraduates, Winter 2021
Financial Institutions and Markets, undergraduates, Winter 2020
FIN001, Finance and Society
FIN102, Foundations of Finance
FIN421, Econometrics for Finance
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Related documents
Education/Academic qualification
BA, Sichuan University - 2015
MSc, University of Reading - 2016
PhD, University of Reading - 2020
Person Types
- Staff
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Collaborations and top research areas from the last five years
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Investigating the role of investor demand in driving asset prices
1/07/24 → 30/06/27
Project: Internal Research Project
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Machine Learning and Image Data - Evidence from the Chinese Stock Market
3/06/24 → 31/08/24
Project: Internal Research Project
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Diffusive and Jump Risk Premia in China: The Role of Trading Mechanisms
Zhang, N., Qi, S. & Su, X., 2024, (In preparation).Research output: Contribution to conference › Paper
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An empirical investigation of multiperiod tail risk forecasting models
Zhang, N., Su, X. & Qi, S., Mar 2023, In: International Review of Financial Analysis. 86Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
Fund ESG performance and downside risk: Evidence from China
Zhang, N., Zhang, Y. & Zong, Z., Mar 2023, In: International Review of Financial Analysis. 86Research output: Contribution to journal › Article › peer-review
19 Citations (Scopus) -
Less disagreement, better forecasts: Adjusted risk measures in the energy futures market
Zhang, N., Gong, Y. & Xue, X., Apr 2023, In: Journal of Futures Markets. 43, 10, p. 1332-1372 41 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Model Risk of Volatility Models
Emese, L. & Zhang, N., Jun 2022, (Accepted/In press) In: Econometrics and Statistics.Research output: Contribution to journal › Article › peer-review
Activities
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Global Finance Journal (Journal)
Ning Zhang (Reviewer)
12 Aug 2024Activity: Peer-review and editorial work of publications › Editorial work
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2024 Asian Meeting of the Econometric Society
Ning Zhang (Participant)
28 Jun 2024 → 30 Jun 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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Unlocking Smart Money: Linking Cryptocurrency Investors' Insights to Crypto Stock Prices
Shimeng Shi (Supervisor), Jia Zhai (Co-supervisor) & Ning Zhang (Co-supervisor)
25 Jun 2024 → 6 Aug 2024Activity: Supervision › Completed SURF Project
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Discussion of ‘A Conditional Factor Model for Currency Option Returns’
Ning Zhang (Speaker)
22 Jun 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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2024 XJTLU Asset Pricing and Derivatives Workshop
Ning Zhang (Participant)
22 Jun 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …