教师
金融系 副教授
电话:(86)(10)62788150
办公室:李华楼B323
邮箱:wangty6@sem.tsinghua.edu.cn
开放时间:预约
王天宇现任永利集团88304官网在线登录准聘副教授、博士生导师。2010年本科毕业于浙江大学经济学院,2012年硕士毕业于Tilburg大学,2018年博士毕业于帝国理工学院。
2022 - 至今 永利集团88304官网在线登录金融系 副教授、博士生导师
2018 - 2021 永利集团88304官网在线登录金融系 助理教授、博士生导师
2016 - 2018 英格兰银行,经济学家
投资学(本科、硕士)、金融实务课堂(硕士)、金融市场与金融机构(硕士)、学术综合训练
研究领域:资产定价,金融机构(基金、保险、做市商),国际金融,人工智能与金融
个人主页:https://sites.google.com/view/tianyu-wang/research
发表:
"Unintended Consequences of Holding Dollar Assets" , with Robert Czech, Shiyang Huang, and Dong Lou, 2025, Journal of Finance (forthcoming)
"Global Volatility and Firm-Level Capital Flows" , with Marcin Kacperczyk and Jaromir Nosal, 2025, Journal of Financial Economics, 169
"The correlation risk premium: international evidence" , with Robert Kosowski and Faria Goncalo, 2022, Journal of Banking and Finance, 136:1-14
"Do Foreign Investors Improve Price Efficiency?", with Marcin Kacperczyk and Savitar Sundaresan, 2021, Review of Financial Studies, 34(3), 1317-1367.
"Informed Trading in the Government Bond Market" , with Robert Czech, Shiyang Huang, and Dong Lou, 2021, Journal of Financial Economics, 142(3), 1253-1274
"Currency Mispricing and Dealer Balance Sheets" , with Gino Cenedese and Pasquale Della Corte, 2021, Journal of Finance, 76, 2763-2803.
金融科技改善你的基金投资了吗?——基于基金销售渠道的分析, 与钟超杰, 赵淳, 高峰, 王倩 ,2024, 《金融研究》
工作论文:
Macro Financial Markets
"FX Option Volume", with Robert Czech, Pasquale Della Corte, and Shiyang Huang, 2025, (2rd) R&R, Journal of Finance
"Energy Prices and the Carbon Premium" (with Patrick Bolton and Marcin Kacperczyk), 2024.
"Stablecoin Flows, Dollar Convenience Yields and Exchange Rates", with Shiyang Huang, Dong Lou, and Zhenhan Shao, 2026
Artificial Intelligence, Investors and Financial Markets
"Different Opinions or Information Asymmetry: Machine-based Measurement and Consequences", with Kang Guo and Yang Liu, 2024
"Large Language Model Disagreement", with Jiatao Liu and Yang Liu, 2025
"Emotions and Fund Flows: Evidence from Managers’ Live Streams", with Marcin Kacperczyk, Mingrui Liu, and Xueyong Zhang, 2025.
"Does Artificial Intelligence Reduce Investor Disagreement? Evidence from AI-Human Interactions Data", with Shiyang Huang, Zhenhan Shao, Yaling Song, and Jian Xue, 2026
China Market and Others
"IPO Lottery, Mutual Fund Performance, and Market Stability", with Feng Gao, Jingchen Yang and Bulin Wang, 2025
"Variation in Put-Call Parity Violation and Option Returns", with Chun Liu, Yintian Wang and Hong Xiang, 2022
"Overnight-Intraday Reversal Everywhere", with Chun Liu, Yang Liu, Guofu Zhou, and Yingzi Zhu, 2020
国家自然科学基金(优秀青年科学基金项目),主持,2024-2026
国家自然科学基金(青年科学基金项目),主持,2021-2024
2025 大数据与市场微观结构会议,最佳论文奖(runner up)
2021 PwC 3535 金融/会计年度最佳论文奖
2019 International Finance Conference, Best Paper Award
2019 China International Conference in Finance, Best Paper Award
永利集团88304官网在线登录经管学院2024-2025年度优秀班主任
永利集团88304官网在线登录2023/2025优秀硕士学位论文指导老师
永利集团88304官网在线登录2020/2022优秀学士学位论文指导老师
永利集团88304官网在线登录经管学院2019/2025先进工作者