University of Exeter Business School

Dr Wanling Rudkin

Dr Wanling Rudkin

Lecturer in Finance

 W.Rudkin@exeter.ac.uk

 

Overview

Dr Wanling Rudkin obtained her PhD in Finance from the University of Liverpool in 2022, thesis entitled “Essays in Sustainable Finance”. Prior to joining Exeter, she was a Lecturer in Finance at Swansea University and Associate Lecturer at the University of Liverpool. Wanling has published in Regional Studies, The European Journal of Finance and International Review of Financial Analysis.

Wanling’s research interests lie in evaluating financial markets through empirical modelling. As one of the pioneers of Topological Data Analysis (TDA) in Finance, Wanling views financial markets as noisy dynamic systems and leverages the power of TDA to capture the underlying behaviour of the market. Her research output emerging from her PhD has focused on the role of environmental, social and governance (ESG) factors in the cross-section of stock returns. Wanling is enthusiastic about the application of event studies and treatment effects to understand information and policy shifts upon financial time series. An ongoing research agenda generalises her early publications to focus on empirical asset pricing for equity and bond valuation.

Qualifications

Ph.D. in Finance (University of Liverpool)

M.Sc. in Finance (University of Salford)

B.Sc. in Mathematics (The University of Manchester)

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Research

Research interests

  • Asset Pricing 
  • Event Studies and Treatment Effects
  • Quantile Regression 
  • Topological Data Analysis (TDA)

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Publications

Journal articles

Rudkin S, Barros L, Dłotko P, Qiu W (2023). An economic topology of the Brexit vote. Regional Studies, 58(3), 601-618.
Rudkin W, Cai CX (2023). Information content of sustainability index recomposition: a synthetic portfolio approach. International Review of Financial Analysis, 88 Abstract.
Rudkin S, Rudkin W, Dłotko P (2023). On the topology of cryptocurrency markets. International Review of Financial Analysis, 89, 102759-102759.
Rudkin S, Qiu W, Dłotko P (2023). Uncertainty, volatility and the persistence norms of financial time series. Expert Systems with Applications, 223, 119894-119894.
Dłotko P, Qiu W, Rudkin ST (2021). Financial ratios and stock returns reappraised through a topological data analysis lens. The European Journal of Finance, 30(1), 53-77.
Rudkin W (2020). Mispricing, returns and the quest for parsimony. Finance Research Letters, 37 Abstract.
Qiu W, Rudkin S, Dłotko P (2020). Refining understanding of corporate failure through a topological data analysis mapping of Altman’s Z-score model. Expert Systems with Applications, 156, 113475-113475.

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External Engagement and Impact

  • Associate Researcher, Dioscuri Centre in Topological Data Analysis, Max Planck Institute, Polish Academy of Sciences
  • Track Chair of Financial Management Special Interest Group (SIG), British Academy of Management (BAM)

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