Linqi Wang

Dr. Linqi Wang is a Postdoctoral Research Fellow at the Janeway Institute within the Faculty of Economics at the University of Cambridge. Specializing in Financial Econometrics, their research spans Time Series Analysis, Liquidity Modeling, and Empirical Finance.

• Research Themes: Empirical Finance, Dynamic Modeling, Market Microstructure
• Affiliation: Janeway Institute, University of Cambridge

Dr. Wang explores speculative market dynamics, liquidity effects in financial systems, and innovative econometric frameworks. Their recent work includes modeling price bubbles, sector-specific portfolio optimization, and high-frequency liquidity metrics.

Key trends in publications (2022-2025) include:

• Time series econometrics applied to interest rates and liquidity
• Development of dynamic autoregressive models (DArLiQ)
• Impact analysis of corporate actions (e.g., stock splits)
• Innovations in correlation matrix modeling

Scientific contributions include:

• Janeway Institute Research Fellowship
• Methodological advancements in financial time series
• Empirical analysis of speculative markets

Active collaborations with Professors Hafner (KU Leuven) and Linton (Cambridge) demonstrate academic engagement. Research outputs include both theoretical frameworks and practical applications in financial markets.