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科研成果|我院戚书源助理教授在金融学国际权威期刊Journal of Banking and Finance发表论文 发表论文近日,我院戚书源助理教授与英国萨塞克斯大学商学院的陈健助理教授的合作论文“Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules”于金融学权威期刊Journal of Banking and Finance(ABS 3,中财AA类)上获正式发表。本篇论文以中国金融市场的涨跌停机制为研究对象,创新性地提出了“触限激励效应(Limit-hitting exciting effects)”这一概念,该...
28 2024-04
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科研成果|我院陈翀副教授在金融学国际权威期刊Journal of Corporate Finance发表论文 近日,我院陈翀副教授的研究论文“Opioid Epidemic and Corporate Innovation”于公司金融学顶级期刊Journal of Corporate Finance(ABS 4,中财AA类)上获正式发表。该论文的合作者还有香港城市大学商学院黄茜茜副教授,上海对外经贸大学金融管理学院施畅助理教授以及南京大学商学院袁涛助理教授。该研究获得陈翀副教授所主持的国家自然科学基金青年项目(72102245)的资助。论文摘要: 本文探讨了阿片类药物流行(Opioid Epid...
28 2024-04
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讲座预告 | Social Networks and Corporate Environmental Policy 1.讲座嘉宾:石玉坤,副教授、博士生导师2.时间:2023年12月13日,周三,10:00-11:303.地点:学术会堂7024.讲座论文题目:Social Networks and Corporate Environmental Policy5.摘要:This paper documents the spillover effects of corporate environmental policy through directors’ social networks. We find that the degree of similarity in environmental policy between the two firms is positively associated wi...
12 2024-04
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学术沙龙|微观理论讨论班(第4期): Information Design: A Unified Perspective 研讨论文Information Design: A Unified Perspective (Journal of Economic Literature. Dirk Bergemann and Stephen Morris. 2019) 主讲人姜渭(北京大学2021级博士生) 论文简介Given a game with uncertain payoffs, information design analyzes the extent to which the provision of information alone can influence the behavior of the players. Information design has a literal interpretation, under which there ...
30 2024-03
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学术沙龙DSGE讨论班(第56期):新凯恩斯主义模型:异质性个体与最优货币政策 研讨论文Optimal Monetary Policy and Liquidity with Heterogeneous Households (Florin O. Bilbiie , Xavier Ragot,2021 RED)主讲人李佳鑫(金融学院2021级硕士生)论文摘要A liquidity-insurance motive for monetary policy operates when heterogeneous households use government-provided liquidity (“money”) to insure idiosyncratic risk. In our tractable sticky-price model this changes the central bank’...
27 2024-03
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学术沙龙|应用微观理论与实证讨论班(2024年春季学期第3期) 主讲人:夏雨涵 熊芷琦 王丹枫(中经管2022级本科生)报告论文:New metro and housing price and rent premiums: A natural experiment in China论文摘要:Causal evidence of housing premiums of new metro lines is indispensable for financing and governing infrastructure investments. Previous studies have investigated the housing effects of urban rail transit with varying methods, while causality remains ...
26 2024-03
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讲座预告 | 债券与跨股票回报可预测性的经济联系 讲座嘉宾:刘昕时间:2024年3月27日,周三,10:00-11:30地点:学术会堂603讲座论文题目:Economic Links from Bonds and Cross-Stock Return Predictability摘要:Identifying firms’ bond-market-specific economic links through credit-rating comovement of their corporate bonds, a long-short strategy for stocks based on these links generates a risk-adjusted alpha of 0.45% per month, which cannot be explaine...
24 2024-03
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学术沙龙|宏观金融讨论班(第96期):变分法及其在经济学中的应用 报告主题Calculus of Variations and Its Application in Economics主讲人明洋(中经管助理教授)内容简介Dynamic optimization problems are frequently used in economic models, especially in the fields of economic growth and financial economics, where agents choose a continuous function to maximize or minimize an objective functional under constraints. Calculus of variations is a powerful and easy-to-p...
22 2024-03
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讲座预告|李翊良:The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory 理悦CEMA•知与行系列研讨会2024年第二讲将于3月21日(周四)中午12:00-13:30在学术会堂712会议室举行,由外经济贸易大学助理教授李翊良报告 “The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory”,欢迎感兴趣的师生参加。【题目】:The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory【摘要】:We study the caus...
19 2024-03
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讲座预告 | 由内而外的行动主义: 来自世界各地强制劳动力政策采纳情况的证据 讲座嘉宾:李东旭时间:2024年3月20日,周三,10:00-11:30地点:学术会堂702讲座论文题目:Activism from the Inside Out: Evidence from Mandatory Workforce Policy Adoptions around the World摘要:We investigate how firms balance between labor costs and employees’ social preferences. Exploiting a comprehensive data of freight shipment records, we show that U.S. firms increase import from the supplier c...
19 2024-03