Cheng “Jason” Jiang
Finance
Associate Professor
Non-tenure Track
  • Curriculum Vitae View
  • Titles & RolesDirector, Quantitative Software Education
    Director, Capital Markets Room

Biography

Dr. Cheng “Jason” Jiang is an associate professor in the Department of Finance. He also serves as the Director of Quantitative Software Education and Director of Capital Markets Room for Fox School of Business.

Dr. Jiang’s research interest lies in the fields of corporate finance, real estate, and financial econometrics. He has papers published by Review of Quantitative Finance and Accounting, Journal of Financial Stability, Journal of Real Estate Research, Energy, Quarterly Journal of Finance, etc.

Dr. Jiang has a demonstrated record of success as an instructor at Temple University. He has received the Faculty of the Year Award for four consecutive years for the master program in finance. He is also the recipient of four Fox Crystal Apple Teaching Awards and is named as Dean’s Teaching Fellow. He also receives an MVP (Most Valuable Professor) Award selected by student athletes at Temple University.

Dr. Jiang innovatively founded and taught the school-wide online quantitative software education program. He has developed several online courses to teach students cutting-edge software such as Python, SAS, Stata, R, etc.

Prior to joining Temple University, his work experience in the financial industry includes internships at UBS and Gurtin Fixed Income Management (now acquired by PIMCO). Dr. Jiang earned his Ph.D. degree in Economics from University of California, Riverside on Dean’s Distinguished Fellowship.

Research Publications

  • Cheng Jiang, Kose John, David Larsen (2021), “R&D Investment Intensity and Jump Volatility of Stock Price”, Review of Quantitative Finance and Accounting, Vol. 57, 235-277
  • Peter Chinloy, Cheng Jiang, Kose John (2020), “Investment, Depreciation, and Obsolescence of R&D”, Journal of Financial Stability, Vol. 49, 100757
  • Peter Chinloy, Man Cho, Cheng Jiang, and Inho Song (2020), “Housing Returns with Mortgage and Price Shocks”, Journal of Real Estate Research, Vol. 42, No. 1, pp. 105-124
  • Yonghong Jiang, Cheng Jiang, He Nie, Bin Mo (2019), “The Time-Varying Linkages between Global Oil Market and China’s Commodity Sectors: Evidence from DCC-GJR-GARCH Analyses”, Energy, Vol. 166, No 1, pp. 577-586
  • Cheng Jiang (2018), “The Asymmetric Effects of Monetary Policy on Stock Market”, Quarterly Journal of Finance, Vol. 8, No.3, 1840008 (single-authored paper)

Teaching

  • Business Research Econometrics I (Ph.D.)
  • Statistical Analysis for Management (EMBA)
  • Financial Econometrics (Specialized Master)
  • Financial Time Series (Specialized Master)
  • Financial Modeling (Undergraduate)
  • Intermediate Corporate Finance (Undergraduate)
  • Financial Data Analysis (Undergraduate)

Awards

  • Faculty of the Year in the Master Program of Finance (4 times in a row)
  • Fox Crystal Apple Award (4 times in a row)
  • Dean’s Teaching Fellow
  • MVP (Most Valuable Professor) Award

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