2019年度论文发表情况

时间: 2020-01-07 15:20 来源: 作者: 字号: 打印

2019年学院教师发表英文期刊论文18篇(2A+, 6A, 2B),发表中文期刊论文19篇(中文核心期刊10篇)。


英文期刊论文

Huafeng Chen, Shaojun Chen, Zhuo Chen, and Feng Li, “Empirical Investigation of an Equity Pairs Trading Strategy”, Management Science, Vol 65 (1), pp 370-389, 2019

Zhuo Chen, Andrea Lu, “A Market-based Funding Liquidity Measure“, Review of Asset Pricing Studies, Vol 9 (2), pp 356-393, 2019

Jiandong Ju, Li Li, Guangyu Nie, Kang Shi, Shang-Jin Wei, "Nonlinear Capital Flow Tax:Capital Flow Management and Financial Crisis Prevention in China"China & World Economy, Vol.27(4), pp 1-28, 2019

Xiong Xiong, Chunchun Luo, Ye Zhang and Shen Lin, "Do Stock Bulletin Board Systems (Bbs) Contain Useful Information? A Viewpoint of Interaction between Bbs Quality and Predicting Ability", Accounting and Finance, Vol 58(5), pp 1385-1411, 2019

Clark Liu, Shujing Wang, K.C. John Wei and Ninghua Zhong, “The Demand Effect of Yield-Chasing Retail Investors: Evidence from the Chinese Enterprise Bond Market”, Journal of Empirical Finance, Vol 50, pp 57-77, 2019 

Clark Liu, Ben Wang, Huanhuan Wang and Ji Zhang, "What Drives Fluctuations in Exchange Rate Growth in Emerging Markets -- A Multi-Level Dynamic Factor Approach", Economic Systems, Vol 43(2), 2019 

Jian Yang, Ziliang Yu, Jun Ma, "China's Financial Network with International Spillovers: A First Look", Pacific-Basin Finance Journal, Vol 58, 2019

Zhan Shi, "Time-Varying Ambiguity, Credit Spreads, and the Levered Equity Premium", Journal of Financial Economics, Vol 134(3), 2019

Yongqiang Chu, Xuan Tian and Wenyu Wang, "Corporate Innovation along the Supply Chain", Management Science, Vol. 65( 6), pp 2445-2466. 22p, 2019

Barry Eichengreen, Guangtao Xia, "China and the SDR: Financial Liberalization through the Back Door", Quarterly Journal of Finance, Vol 9(3), pp 1-36, 2019

Zhongxiang Xu, Xiafei Li, Thanaset Chevapatrakul, "Return Asymmetry and the Cross Section of Stock Returns", Journal of International Money and Finance, Vol 97, pp 93-110, 2019

Si Cheng, Massimo Massa, and Hong Zhang, "The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs", Review of Asset Pricing Studies, Vol 9(2), pp 296–355, 2019

Jing Cynthia Wu, Ji Zhang, "A Shadow Rate New Keynesian Model", Journal of Economic Dynamics and Control, Vol 107, 2019

Jing Cynthia Wu, Ji Zhang, "Global Effective Lower Bound and Unconventional Monetary Policy", Journal of International Economics, Vol 118, pp 200-216, 2019

Philippe Mueller, Andrea Vedolin, Hao Zhou,“Short-Run Bond Risk Premia”, Quarterly Journal of Finance, Vol. 9, pp 1950011:1-34, 2019

Onur Bayar, Thomas J. Chemmanur, Xuan Tian, "Peer Monitoring, Syndication, And The Dynamics Of Venture Capital Interactions: Theory And Evidence", Journal of Financial and Quantitative Analysis, Vol.55 (6), p.1-40, 2019

Christian-Oliver Ewald, Aihua Zhang, Zhe Zong, "On The Calibration Of The Schwartz Two-Factor Model To WTI Crude Oil Options And The Extended Kalman Filter", Annals of Operations Research, Vol.282(1-2), pp.119-130, 2019

Zhou Jinyi, Dou Jifang, Wang Xiaoye, "A Double-Edged Sword: When Does Identity Threat Affect Unethical Behavior?", Journal of Management & Organization, pp.1-19, 2019


中文期刊论文

江静琳王正位, 向虹宇, 廖理, “金融知识与基金投资收益:委托投资能否替代金融知识”, 世界经济, 2019(8):170-192

黄小雨, 金涛, “罕见灾难模型研究进展”, 金融科学, 2019(1):42-58

陈骁, 鞠建东, 马捷, 郑捷, “双边冲突的理论与实践”, 南开经济研究, 2019(02):101-121

鞠建东, 陈骁, “新新经济地理学多地区异质结构的量化分析:文献综述”, 世界经济, 2019(42)(09):3-26

鞠建东, 马捷, 魏冬, “以“镜像战略”抑制贸易保护:一个政治经济学的分析”, 经济学报, 2019(01)(06(1)) :1-28

鞠建东, 余心玎, 卢冰, 侯江槐, “中美经贸实力对比及关联分析:量化视角下的综合考量”, 国际经济评论,2019(6):56-73

张云亭, 张伟强廖理, “融资投资者更不愿意实现他们的亏损吗?——来自中国股票市场“两融”, 中国经济问题, 2019(04):94-108

廖理, 初众, 张伟强, “中国居民金融素养差异性的测度实证”, 数量经济技术经济研究, 2019, 36(01):96-112.

刘壮, 袁磊, “比特币研究新进展:属性、乱象与监管”, 金融与经济, 2019(44):44-49

刘壮, 袁磊,  “开放经济、比特币流动与资本外逃——一个理论模型”, 技术经济与管理研究, 2019(74):75-83

徐展, 孟庆斌, 盛思思, “房价波动、资金重配与企业投资结构调整”, 财经研究, 2019(45)(12):111-123

王正位, 王新程, 廖理, “信任与欺骗:投资者为什么陷入庞氏骗局?——来自e租宝88.9万名投资者的经验证据”, 金融研究, 2019(8):96-112

刘志阔, 陈钊, 吴辉航, 张瑶, “中国企业的税基侵蚀和利润转移——国际税收治理体系重构下的中国经验”, 经济研究, 2019(54)(2): 21-35

向虹宇王正位江静琳廖理, “网贷平台的利率究竟代表了什么?”, 经济研究, 2019(5):47-62

叶彦艺, 高昊宇, 杨晓光, “股价暴涨的风险:基于中国股市的实证”, 中国管理科学, 2019(27)(07):11-22

陈湘鹏, 周皓金涛王正位, “微观层面系统性金融风险指标的比较与适用性分析——基于中国金融系统的研究”, 金融研究, 2019(5):17-36

马骏, 何晓. "货币政策与宏观审慎政策的协调". 金融研究. 2019(12):58-69

李真, 袁伟. "国外开发性金融立法与治理体系比较研究". 开发性金融研究. 2019(06):22-14

马骏, Manfred Kremer, 何晓贝, 刘姝睿, 王立升. "中国系统性金融压力的监测". 国际金融研究. 2019(13):3-12