个人简介
浙江大学管理学院财务与会计学系教授、博士生导师、浙江大学资本市场研究中心主任、浙江大学金融研究院首席专家。美国纽约市立大学博士，入选教育部“新世纪优秀人才”和“浙江省151工程”第一层次培养人员。在国际学术期刊已发表45篇论文，其中32篇学术论文发表于SSCI收录期刊，其中包括Journal of Banking&Finance,Journal of Corporate Finance,Journal of Empirical Finance,Journal of Derivatives,Journal of Futures Markets,Journal of Financial Services Research,Pacific-Basin Finance Journal等金融学权威期刊。曾获得英国Emerald出版集团年度论文“高度赞誉奖'、浙江省哲学社会科学优秀成果奖、浙江大学校级先进工作者等教研荣誉。在国际金融管理学会（FMA）等重要学术会议上多次宣读论文，主持国家自然科学基金、教育部基金、浙江省自然科学基金等多项科研项目。
教学与课程
目前开设课程：
《高级财务管理》本科生课程
《融资、并购与公司控制》博士生课程
以前开设课程：
《财务管理》、《固定收益证券》
科研
在研科研项目：
跨市场风险的传导机制及其对企业投资异质性影响的研究，国家自然科学基金面上项目，2016-2019
完成科研项目：
中英金融管理研究研讨会，国家自然科学基金国际(地区)合作与交流项目，2016
经济风险在浙江保险市场的动态传导机制研究,浙江省自然科学基金青年项目，2012-2013
经济风险传导模型与保险市场波动研究,教育部人文社会科学研究规划基金，2012-2013
金融危机与市场传导效应研究,教育部“新世纪优秀人才支持计划”，2010-2012
主要学术会议
'Location Matters:Financial Market Development,Market Transparency,and IPO Returns',2018 Annual Meeting of Financial Management Association International(FMA),San Diego
'Non-interest Income,Trading,and Bank Risk',2013 Annual Meeting of Financial Management Association International(FMA),Chicago
'Are Hedge Funds Exposed to Systematic Risk Factors?An Analysis of Hedge Fund Strategy and Performance over Market Regimes',2012 FMA Annual Meeting,Atlanta
'Are Hedge Funds Exposed to Systematic Risk Factors?”2012 Asian Financial Association Conference,Taiwan
'What Type of Traders and Orders Profit from the Futures Market Trading?'2011 FMA Annual Meeting,Denver
'Anatomy of Hedge Fund Performance over Market Cycles and across Return Distribution:A Quantile Regression Analysis',2010 Asian Financial Association Conference,Hong Kong
“Stock and Option market Divergence in the Presence of Noisy Information,”2010 Asian Finance Association Conference,Hong Kong
'Are College Presidents Paid Like Corporate CEOs or Bureaucrats?Implication from the Analysis of College Presidential Compensation',2009 FMA Annual Meeting,Reno
'Anatomy of Hedge Fund Performance over Market Cycles and across Return Distribution',2009 FMA Annual Meeting,Reno
'The Discrepancy of Rationality between the Options and Equity Markets:Evidence from Price Pressure Driven by'Mad Money'?',2008 FMA Annual Meeting,Dallas
'Are College Presidents Paid Like Corporate CEOs?An Analysis of the Determinants of College Presidential Compensation',2008 Asian Finance Association Conference,Yokohama,Japan
'Determinants of the Japanese Yen Interest Rate Swap Spreads:Evidence from a Smooth Transition Vector Autoregressive Mode',2007 FMA Annual Meeting,Orlando
“What Drives Insurance Premiums in the U.S.Market?”2007 Asian Finance Association Conference,Hong Kong
近期论文
查看导师最新文章
（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）
Financial Market Development,Market Transparency,and IPO Performance,Pacific-Basin Finance Journal(SSCI),2019(55),63-81
Are Overconfident Executives Alike?Overconfident Executives and Compensation Structure:Evidence from China”,North American Journal of Economics and Finance(SSCI),2019(48),439-449
Losing by Learning?A Study of Social Trading Platform,Finance Research Letters(SSCI),2019(28),171-179
Thriving in a disrupted market:A study of Chinese hedge fund performance,Pacific-Basin Finance Journal(SSCI),2018(48),210-223
How does credit market distortion affect corporate investment efficiency?The role of managerial forecast,Finance Research Letters(SSCI),2018(25),266-273
Does internationalization increase exchange rate exposure?—Evidence from Chinese financial firms,International Review of Financial Analysis(SSCI),2018(56),253-263
Different strokes by different folks:The dynamics of hedge fund systematic risk exposure and performance,International Review of Economics&Finance(SSCI),2017
Non-interest Income,Trading,and Bank Risk,Journal of Financial Services Research(SSCI),2017
Corporate Governance and Risk-taking of Chinese Firms:The Role of Board Size,International Review of Economics&Finance(SSCI),2015
Which Types of Traders and Orders Profit from the Futures Market Trading?Journal of Derivatives(SSCI),2014
Economic Policy Uncertainty and Corporate Investment:Evidence from China,Pacific-Basin Finance Journal(SSCI),2014
Going Private Transactions by U.S.-Listed Chinese Companies:What Drives the Premiums Paid?International Review of Economics&Finance(SSCI),2014
Are College Chief Executives Paid Like Corporate CEOs or Bureaucrats?Applied Economics(SSCI),2013
Asset Price,Risk Transfer and Economic Activities:Firm-Level Evidence from China,North American Journal of Economics and Finance(SSCI),2013
Mutual Fund Governance and Performance:A Quantile Regression Analysis of Morningstar's Stewardship Grade,Corporate Governance:An International Review(SSCI),2011
Stock and Option Market Divergence in the Presence of Noisy Information,Journal of Banking&Finance(SSCI),2011
Markets Contagion during Financial Crisis:A Regime-Switching Approach,International Review of Economics&Finance(SSCI),2011
Does'Hot Money'Drive China's Real Estate and Stock Markets?International Review of Economics&Finance(SSCI),2010
The Dynamic Impact of Macro Shocks on Insurance Premiums,Journal of Financial Services Research(SSCI),2009
Hourly Index Return Autocorrelation and Conditional Volatility in an EAR-GJR-GARCH Model with Generalized Error Distribution,Journal of Empirical Finance(SSCI),2008
Determinants of the Japanese Yen Interest Rate Swap Spreads:Evidence from a Smooth Transition Vector Autoregressive Model,Journal of Futures Markets(SSCI),2008
Swap Curve Dynamics across Markets:Case of US Dollar vs.HK Dollar,Journal of International Financial Markets,Institutions&Money(SSCI),2008
Deposit Insurance and Banking Supervision in China:The Agenda Ahead,Geneva Papers on Risk and Insurance(SSCI),2008
Macro Shocks and the Japanese Stock Market,Applied Financial Economics,2008
Author Affiliation Index,Finance Journal Rankings,and the Pattern of Authorship,Journal of Corporate Finance(SSCI),2007
The Role of Oil Price Shocks on China's Real Exchange Rate,China Economic Review(SSCI),2007
The Effect of Fed Monetary Policy Regimes on the U.S.Interest Rate Swap Spreads,Review of Financial Economics,2007
Modeling Swap Spreads:The Roles of Credit,Liquidity and Market Volatility,Review of Futures Markets,2006
学术兼职
金融学SSCI期刊 International Review of Economics & Finance 和 Finance Research Letters 副主编 (Associate Editor), 并担任20多本国际学术期刊审稿人或特约主编。担任国家社会科学基金项目评审专家、国家自然科学基金委评审专家、国家留学基金委会议评审专家、教育部学位中心博士学位论文评议专家和中国博士后基金会评审专家。
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