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Research Interests

Financial Econometrics, Time Series, Forecasting, Empirical Finance

Recent Publications

Published Papers

Hafner, C. M., Linton, O. B. and Wang, L. Dynamic Autoregressive Liquidity (DArLiQ), Journal of Business & Economic Statistics (2023) pp. 1-12
Vrins, F. and Wang, L. Asymmetric Short-Rate Model without Lower Bound, Quantitative Finance, forthcoming (2023)

Cambridge Working Papers in Economics

Hafner, C. M., Linton, O. B., Wang, L. The Effect of Stock Splits on Liquidity in a Dynamic Model, (2024) CWPE2410

Keynes Fund Sponsored Projects

Linton, O. and Wang, L., Robust Estimation of Realized Illiquidity Using High-Frequency Data (JHXB)

Dr Linqi Wang

Janeway Institute Postdoctoral Research Fellow

Janeway Institute Research Theme:
Empirical Analysis of Financial Markets

Personal Site:

Contact Details
Room: 80