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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)


beplay安卓金融学教授,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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