创新发展学院-中国金融发展研究院,副教授,jiayuecheng@cufe.edu.cn,办公室：学术会堂810,电话：010-62288469
一、教育背景
Oklahoma State University，金融学，博士 2011.08—2016.05
研究方向：资产定价，导师：Betty Simkins教授，Shu Yan教授
Case Western Reserve University，金融学，硕士 2012.01—2012.09
研究方向：资产定价，导师：Peter Ritchken教授
东北财经大学，法学院，法学，学士 2005.09—2009.07
二、工作经历
中央财经大学，副教授, 硕士生导师 2020.09—至今
中央财经大学，助理教授，硕士生导师 2016.09—2020.08
三、研究方向
实证资产定价，深度学习，宏观金融
算法设计与分析，程序化交易，C++，PYTHON
四、讲授课程
投资学与实证资产定价， 2016-至今、秋季学期
科技金融与计算金融， 2018-至今、春季学期
五、科研成果
1. Political Connections and Short Sellers（合作者：B. Simkins, H. Feng），
² Journal of Banking and Finance, Volume 146, January 2023
2. Government Customers, Institutional Investment Horizons, and Liquidity Risk（合作者：Brian Boscaljon, Hongrui Feng, and Qian Sun）
² Review of Quantitative Finance and Accounting, Volume 56 (1), January 2021
3. State Ownership, Implicit Government Guarantee, and Crash Risk: Evidence from China （合作者：丁明发、沈蜜、何重达）
² Pacific-Basin Finance Journal, Volume 65, February 2021
4. Higher Moments, Extreme Returns, and Cross-Section of Cryptocurrency Returns（合作者：Shu Yan, Yuzheng Liu）
² Finance Research Letters, Volume 39, March 2021
5. Are CEOs Incentivized to Shelter Good Information?（合作者：丁明发、沈蜜、何重达）
² The Financial Review, Volume 56, Issue 1, February 2021
6. Second and Higher Moments of Fundamentals: A Literature Review（合作者：Ivilina Popova, B. Simkins, and Qin Emma Wang）
² European Financial Management, Volume 26, Issue 1, January 2020
7. The Positive Externality of CEO Delta（合作者：Hongrui Feng）
² European Financial Management, Volume 25, Issue 3, June 2019
六、工作论文
² A seesaw effect in the cryptocurrency market: understanding the return cross-predictability of cryptocurrencies（合作者：Yangru Wu, Shu Yan, and Yuzheng Liu）
² Journal of Empirical Finance, 3rd Round R&R
² Information Spillover and Cross Predictability of Currency Returns: An Analysis via Machine Learning（合作者：Yangru Wu, Shu Yan, and Yuzheng Liu）
² Journal of Banking and Finance, 3rd Round R&R
² Profit Skewness and the Cross--Section of Stock Returns （合作者：Shu Yan, Haoxi Yang, and Runyu Zhang）
² Journal of Empirical Finance, 1st Round R&R
² Psychological Anchoring Effect, the Cross Section of Cryptocurrency Returns, and Cryptocurrency Market Anomalies（合作者：B. Simkins, Zheng Xu, and Runyu Zhang）
² Journal of Banking and Finance, Reject and Resubmit
² An Online Growth Premium: What Does Daily Online Sales Growth Say About Retail Investors’ Behavior and Stock Returns?（合作者：Yangru Wu, Hongyu Zhang, Runyu Zhang）
² Journal of Financial Economics, under review
² Exposure to Funding Liquidity and the Cost of Capital (合作者：Avanidhar Subrahmanyam, Shu Yan）
² Risk in Mining and Cryptocurrency Returns: Evidence from Electricity Prices (合作者：Haoxi Yang, Runyu Zhang)
² A Robust Variance Bound on Pricing Kernel (合作者：Haoxi Yang, Junye Li)
