Dongjie Oliver Fang
Dongjie Oliver Fang

Ph.D. Student in Finance

University of South Florida
Oliver Fang is a Ph.D. student in Finance at the University of South Florida. His research focuses on asset pricing, behavioral finance, unstructured data, financial engineering, and climate finance.

He has published academic papers in Pacific-Basin Finance Journal and NTU Management Review. He presents his research at many international conferences, including FMA, EFMA, EasternFA, SWFA, and PBFEAM. He has rich experience in supervising Master theses and teaching financial engineering courses.

Oliver Fang holds a B.E. in Financial Engineering from Ningbo University, a M.S. in Money and Banking with Concentration in Financial Engineering and FinTech, and a Ph.D. in Money and Banking from National Chengchi University.

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Interests
  • Asset Pricing
  • Behavioral Finance
  • Unstructured Data
  • Financial Engineering
Education

  • Ph.D. Student in Finance

    University of South Florida

  • Ph.D. in Money and Banking

    National Chengchi University

  • M.Sc. in Money and Banking

    National Chengchi University

  • B.Econ in Financial Engineering

    Ningbo University

Recent News
[Aug. 2025] I will be joining University of South Florida as a Ph.D. student in Finance. Looking forward to meeting everyone in Tampa!
Publications
Dongjie Oliver Fang, Zong-Wei Yeh, Jie-Cao He, Shih-Kuei Lin (2024). What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion. Pacific-Basin Finance Journal, 86, 102392.
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Shih-Kuei Lin, Ming-Che Chuang, Dongjie Oliver Fang (2021). Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts. NTU Management Review, 31(1), 117-153.
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Working Papers
Dongjie Oliver Fang, Hsing-Hua Chang, Shih-Kuei Lin, Carl R. Chen (2024). Economic Recessions, Financial Disclosure, and Market Response: Evidence from Form 10-K, 10-Q, and Earnings Call Transcripts. Presented at 2024 FMA Doctoral Student Consortium, 2024 EFMA Doctoral Seminar, 2024 SWFA, 2023 BAR Annual Conference, and 2022 TRIA-FeAT.
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Dongjie Oliver Fang (2024). Post-Earnings Announcement Drift, Systemic Shock, and Limited Attention: Evidence from COVID-19 Pandemic.
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Dongjie Oliver Fang, Zong-Wei Yeh, Chien-Hsiu Lin, Shih-Kuei Lin (2024). Non-Pecuniary Preferences, Adverse Selection, and Moral Hazard in P2P Lending: Evidence from Lending Club. Presented at 2024 EFMA, 2024 Eastern FA, and 2023 TRIA.
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Teng-Da Ke, Dongjie Oliver Fang, Fang-Ni Chu, Shih-Kuei Lin (2023). The Lens of Green Focus: Herding Behavior in the U.S. REITs Market.
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Works in Progress
Po-Hsiang Huang, Dongjie Oliver Fang, Shih-Kuei Lin, Kendro Vincent (2024). Green Premium, Carbon Emissions, and ESG Score: Evidence from the U.S. Stock Market.
Pin-Cheng Huang, Dongjie Oliver Fang, Shih-Kuei Lin, Kendro Vincent (2024). Pricing Renewable Energy Certificate: Evidence from Taiwan Market (T-REC) .
Dongjie Oliver Fang, Weidong Tian, I-Hsuan Ethan Chiang, Shih-Kuei Lin (2024). Universal Portfolio with Side Information.
Contact
Kate Tiedemann School of Business and Finance, University of South Florida
4202 E. Fowler Avenue, BSN 3403,
Tampa, FL 33620, US
E-mail: dfang@usf.edu