Oliver Fang is a Ph.D. student in Finance at the University of South Florida. His research focuses on behavioral finance, unstructured data, and derivatives.
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, and SWFA. He has rich experience in supervising Master theses and teaching financial engineering courses.
He holds a Ph.D. in Money and Banking, a M.Sc. in Money and Banking (with Concentration in Financial Engineering and FinTech) from National Chengchi University, and a B.Econ in Financial Engineering from Ningbo University.
Interests
- Behavioral Finance
- Unstructured Data
- Financial Engineering
Education
Ph.D. Student in Finance
University of South Florida
Ph.D. & M.Sc. in Money and Banking
National Chengchi University
B.Econ in Financial Engineering
Ningbo University
Publications
(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.
(2021).
Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts.
NTU Management Review, 31(1), 117-153.
Working Papers
(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.
(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.
Contact
Kate Tiedemann School of Business and Finance, University of South Florida
4202 E. Fowler Ave., BSN 3403
Tampa, FL 33620, US
Email: dfang@usf.edu
4202 E. Fowler Ave., BSN 3403
Tampa, FL 33620, US
Email: dfang@usf.edu