Faculty and ResearchExpert Guide

Qiang Kang

Qiang Kang

Ryder Systems Research Fellow

Associate Professor
Department of Finance

College of Business
Florida International University

Modesto A. Maidique Campus
11200 S.W. 8th St, RB 208B
Miami, FL 33199

P: (305) 348-2680
E: qkang@fiu.edu


  • PhD, Economics
    University of Pennsylvania, Philadelphia, Pennsylvania
  • Master of Arts, Economics
    University of Iowa, Iowa City, Iowa
  • Master of Arts, Economics
    Graduate School of the People's Bank of China, Beijing , China
  • Bachelor of Arts, Economics
    Renmin University of China, Beijing, China

Areas of Expertise

  • Capital Market Research in Accounting
  • Corporate Governance in connection with Macroeconomics
  • Empirical Asset Pricing and Managerial Compensation
  • Interactions between Financial Markets and Corporate Decisions

Professional Activities

Dr. Kang has published in Journal of Financial Economics, Management Science, Journal of Accounting Research, Journal of Corporate Finance and Journal of Asset Management, and has been a reviewer for more than ten academic journals.

He has presented at academic conferences and meetings such as those hosted by the American Finance Association, Financial Management Association, China International Center in Finance and Asian Finance Association. One of his papers won the SAAJ Best Paper Award in Investment at the Asian Finance Association/Nippon Finance Association International Conference.

Courses Taught

  • Competitive Strategy
  • Financial Futures and Fixed Income Investments
  • Global Financial Strategy
  • International Financial Management
  • Securities Analysis
  • Statistical Methods in Finance I
  • Statistical Methods in Finance II

Refereed Journal Articles

Kang, Q. (2019). Business-Cycle Pattern of Asset Returns: A General Equilibrium Explanation. Annals of Finance, 15(4).

Hibbert, A. M., Kang, Q., Kumar, A., & Mishra, S. (2019). Heterogeneous Beliefs and Return Volatility around Seasoned Equity Offerings. Journal of Financial Economics. (Accepted)

Huang, L., & Kang, Q. (2018). Information, Investment Adjustment, and the Cost of Capital. Journal of Financial and Quantitative Analysis, 53(4).

Kang, Q., Li, X., & Su, T. (2018). Sell-Side Financial Analysts and the CFA® Program. Financial Analyst Journal, 74(2).

Gorton, G., Huang, L., & Kang, Q. (2017). The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover. Review of Finance, 21(1). View Article

Jiang, X., & Kang, Q. (2017). Cross-sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity. Journal of Accounting, Auditing and Finance. (Accepted)

Kang, Q., & Liu, Q. (2010). Information-based stock trading, executive incentives and the principal-agent problem. Management Science, 56(4).

Kang, Q., Liu, Q., & Qi, R. (2010). Predicting stock market returns with aggregate discretionary accruals. Journal of Accounting Research, 48(4).

Kang, Q., Liu, Q., & Qi, R. (2010). Market timing with aggregate accruals. Journal of Asset Management, 10(3).

Kang, Q., Liu, Q., & Qi, R. (2010). The Sarbanes-Oxley Act and corporate investment: A structural assessment. Journal of Financial Economics, 96(2).

Kang, Q., & Liu, Q. (2008). Stock trading, information production, and executive incentives. Journal of Corporate Finance, 14(4).

Brandt, M., & Kang, Q. (2002). On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach. Journal of Financial Economics, 72(2).

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