Ming Fang

Martin Tuchman School of Management, New Jersey Institute of Technology

Assistant Professor

United States

SCHOLARLY PAPERS

7

DOWNLOADS

1,085

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

An Empirical Study of Bank Stress Testing for Auto Loans

Journal of Financial Stability, Forthcoming
Number of pages: 42 Posted: 08 Apr 2015 Last Revised: 24 Aug 2022
Deming Wu, Ming Fang and Qing Wang
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Martin Tuchman School of Management, New Jersey Institute of Technology and Southwestern University of Finance and Economics (SWUFE)
Downloads 516 (82,953)
Citation 2

Abstract:

Loading...

Auto loan defaults, stress testing, model instability, loan age, macroeconomic variables, used car prices

2.

Sector Categorization Using Gradient Boosted Trees Trained on Fundamental Firm Data

Number of pages: 8 Posted: 20 Jun 2019 Last Revised: 03 Dec 2019
Martin Tuchman School of Management, New Jersey Institute of Technology, New Jersey Institute of Technology, New Jersey Institute of Technology and Stevens Institute of Technology
Downloads 146 (298,387)

Abstract:

Loading...

GICS Sector, Gradient Boosted Trees, Fundamental Data, Financial Ratios

3.

A Machine Learning Based Asset Pricing Factor Model Extension Comparison On Anomaly Portfolios

Number of pages: 7 Posted: 23 Feb 2021 Last Revised: 25 Feb 2021
Stephen Michael Taylor and Ming Fang
Stevens Institute of Technology and Martin Tuchman School of Management, New Jersey Institute of Technology
Downloads 130 (326,520)

Abstract:

Loading...

anomaly portfolios, asset pricing, factor models, machine learning

4.

Unbiased Weighted Variance and Skewness Estimators for Overlapping Returns

Number of pages: 10 Posted: 17 Jul 2017 Last Revised: 01 Jun 2018
Stephen Michael Taylor and Ming Fang
Stevens Institute of Technology and Martin Tuchman School of Management, New Jersey Institute of Technology
Downloads 85 (435,692)
Citation 1

Abstract:

Loading...

overlapping returns, unbiased skewness, asset returns, weighted estimator, variance ratio test

5.

The Network Structure of Overnight Index Swap Rates

Number of pages: 16 Posted: 18 Feb 2021
Martin Tuchman School of Management, New Jersey Institute of Technology, Stevens Institute of Technology and New Jersey Institute of Technology - Martin Tuchman School of Management
Downloads 82 (445,008)

Abstract:

Loading...

overnight index swap rates, graph centrality, fixed income, principal component analysis

6.

Immediate and Subsequent Market Responses to Earnings Announcements

China Accounting and Finance Review, 2020
Number of pages: 33 Posted: 15 Jul 2020
Zhipeng Yan, Yan Zhao and Ming Fang
New Jersey Institute of Technology, City College - City University of New York and Martin Tuchman School of Management, New Jersey Institute of Technology
Downloads 77 (461,454)

Abstract:

Loading...

Immediate Earnings Response Coefficient, Post-Earnings-Announcement Drifts

7.

Firm Social Networks, Trust, and Security Issuances

The European Journal of Finance, Forthcoming
Number of pages: 81 Posted: 19 Oct 2020
Martin Tuchman School of Management, New Jersey Institute of Technology, Fordham University, St John's University and Fordham University - Gabelli School of Business
Downloads 49 (576,503)

Abstract:

Loading...

Social Networks; Security Issuance; Trust; Capital Markets