Dr Cheng Yan

Senior Lecturer
EBS - Finance
Dr Cheng Yan

Teaching and supervision

Current teaching responsibilities

  • Options and Futures (BE332)

  • Empirical Finance (BE333)

  • Portfolio Management (BE354)

  • Student Success Tutorial (BE917)

  • Research Methods in Finance: Empirical Methods in Finance (BE953)


Journal articles (6)

Cheng, C., Ren, X., Wang, Z. and Yan, C., (2019). Heterogeneous impacts of renewable energy and environmental patents on CO2 emission - Evidence from the BRIICS. Science of the Total Environment. 668, 1328-1338

Yan, C. and Zhao, B., (2019). A general jump-diffusion process to price volatility derivatives. Journal of Futures Markets. 39 (1), 15-37

Zhao, B., Yan, C. and Hodges, S., (2019). Three One-Factor Processes for Option Pricing with a Mean-Reverting Underlying: The Case of VIX. Financial Review. 54 (1), 165-199

Yan, C. and Cheng, T., (2019). In search of the optimal number of fund subgroups. Journal of Empirical Finance. 50, 78-92

Yang, B., Xue, F., Su, Y. and Yan, C., (2019). Is informational inefficiency priced in stock markets? A comparison between the U.S. and Chinese cases. Pacific-Basin Finance Journal. 55, 222-238

Cai, B., Cheng, T. and Yan, C., (2018). Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. Journal of Empirical Finance. 49, 81-106

+44 (0) 1206 872028


EBS.3.19, Colchester Campus