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余剑峰 教授
发布时间:2017-04-24 16:24:20 | 浏览次数:

余剑峰 教授 ,博士(宾夕法尼亚大学)
Prof. Jeffery Yu  PhD (University of Pennsylvania)


香港中文大学(深圳)金融学教授,明尼苏达大学卡尔森管理学院 Piper Jaffray教授,美国联邦储蓄银行(达拉斯)研究员

研究和教学领域:摩擦资产定价;行为金融学;国际市场


余剑峰教授主要从事行为金融和宏观金融的理论和实证研究。他的研究成果已经发表在学术刊物,例如,美国经济评论,金融期刊、金融经济期刊、货币经济期刊、管理科学和动态经济评论。余教授获得中国科技大学概率统计学学士,耶鲁大学统计学硕士和宾夕法尼亚大学沃顿商学院的金融学博士。他的研究成果曾获得多项奖项,其中包括 Smith-Breeden一等奖。


学术著作:

1. Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion , (joint with Nicolae Garleanu and Stavros Panageas), June 2014, American Economic Review, Forthcoming
2. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle, (joint with Robert Stambaugh and Yu Yuan), July 2014 , Journal of Finance, Forthcoming
3. The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns, (joint with Robert Stambaugh and Yu Yuan), Journal of Financial Economics 114, December 2014, pp.613-619
4. Uncertainty, Risk, and Incentives: Theory and Evidence, (joint with Zhiguo He, Si Li and Bin Wei),Management Science 60, January 2014, pp.206-226 
Winner of The Chinese Finance Association 2012 Best Paper Award
5. A Sentiment-based Explanation of the Forward Premium Puzzle, Journal of Monetary Economics 60, May 2013, pp.474-491 Extended Appendix
6. Government Investment and the Stock Market (joint with Frederico Belo), Journal of Monetary Economics60, April 2013, pp.325-339, Extended Appendix
7. Technological Growth and Asset Pricing, (joint with Nicolae Garleanu and Stavros Panageas), Journal of Finance 67, August 2012, pp. 1265-1292, Extended Appendix
Winner of the 2012 Smith Breeden Prize (First Prize)
8. Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models, Review of Economic Dynamics 15, July 2012, pp. 317-335 Extended Appendix
9. Investor Attention, Psychological Anchors, and Stock Return Predictability, (joint with Jun Li), Journal of Financial Economics 104, May 2012, pp. 401-419
10. The Short of It: Investor Sentiment and Anomalies, (joint with Robert Stambaugh and Yu Yuan), Journal of Financial Economics 104, May 2012, pp. 288-302
2012 AQR Insigtht Award (Honorable mention)
2011 RWC Marshall Blume Prize (Honorable mention)
11. Investor Sentiment and the Mean-Variance Relation, (joint with Yu Yuan), Journal of Financial Economics100, May 2011, pp. 367-381

 
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