Fei Fang
Assistant Professor
Graduate School of Management
Clark University
Worcester, MA 01610-1477
Phone: 508-421-3847
Email: FFang@clarku.edu
Ph.D., Finance, University of Massachusetts Amherst
M.S., Statistics, University of Massachusetts Amherst
M.A., Economics, State University of New York at Buffalo
M.A., International Economics, Nankai University
B.A., International Economics and Trade, Nankai University
Research Interests
Options, Empirical Asset Pricing, Investments, Volatility Risk, Jump Risk.
Teaching Courses
Investments
Computational Finance
Publications
Kazumori, E., Fang, F., Sharman, R., Takeda, F., and Yu H., 2019. “Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data”, Critical Finance Review 8 (1-2).