一、基本信息

汪念玲，博士，金融工程系，讲师

Email: nianling.wang@cueb.edu.cn

二、教育背景

2018.09-2021.06 中国人民大学 金融学博士

2016.09-2019.06 中国人民大学 数量经济学硕士

2012.09-2016.06 中国人民大学 经济学学士、理学学士

三、研究方向

资产定价、金融计量、贝叶斯计量经济学、金融大数据

四、工作/访学经历

2021.07-至今 首都经济贸易大学金融学院 讲师

2019.09-2020.09 耶鲁大学经济学院 访学（博士生）

2019.01-2019.02 新加坡管理大学经济学院 访学（硕士生）

2015.09-2016.03 日本京都大学经济学院 交换（本科生）

五、讲授课程

硕博贯通班：高级计量经济学I

六、主要论文

（i）已发表论文：

Nianling Wang, Lijie Zhang, Zhuo Huang & Yong Li. (2021). Asymmetric correlations in predicting portfolio returns. International Review of Finance, 21, 97-120.

Heng Zhang, Nianling Wang, Yong Li & Yiwei Zhan. (2019). Bayesian asset pricing testing under multivariate t-distribution. Applied Economics Letters, 26,11,898-901.

（ii）审稿中论文：

Yong Li, Nianling Wang, Jun Yu. (2020). Improved marginal likelihood estimation via power posteriors and importance sampling. Journal of Econometrics, Revise and Resubmit.

Nianling Wang, Yong Li, Qian Cheng. (2021). Bayesian testing for short term interest rate models with Stochastic Volatility. Submitted to Applied Economics Letters.

（iii）工作论文：

Nianling Wang, Yong Li, Mingzhi Zhang. Market Prediction in the Chinese Stock Market: A Tree Based Conditional Portfolio Sorts Approach. 

Yong Li, Nianling Wang, Jun Yu & Yonghui Zhang. Bayes Factors based on posterior test statistics.

Yong Li, Nianling Wang, Jun Yu. Marginal likelihood estimation for high frequency data.

Yong Li, Nianling Wang, Jun Yu. Asymptotic Properties for the Original and Improved Stepping-stone algorithms.

Nianling Wang, Yong Li. A review on p-value and Bayes Factors.