姜富偉
教育經(jīng)歷
金融學(xué)博士,新加坡管理大學(xué),李光前商學(xué)院,2014年6月
金融學(xué)碩士,新加坡管理大學(xué),李光前商學(xué)院,2011年1月
研究方向
資產(chǎn)定價(jià),預(yù)測(cè),市場(chǎng)異象,行為金融,投資,創(chuàng)業(yè)與創(chuàng)新,中國(guó)金融市場(chǎng)
發(fā)表論文
1, “Investor Sentiment Aligned: A Powerful Predictor of Stock Returns”, Review of Financial Studies (金融研究評(píng)論; SSCI 金融三大刊) 28, 2015, 791–837, with Dashan Huang, Jun Tu, and Guofu Zhou; 獲Emerald最佳論文獎(jiǎng),2014年中國(guó)金融評(píng)論國(guó)際年會(huì);被 CFA Digest July 2015, Academic Research Monitor of UBS Quant Equity Research; Alpha Architect Blog of Wesley Gray, 中國(guó)經(jīng)濟(jì)學(xué)教育科研網(wǎng)等轉(zhuǎn)載
2, “Chinese Stock Market Volatility and the Role of U.S. Economic Variables”, Pacific-Basin Finance Journal (環(huán)太平洋金融雜志SSCI) 39, 2016, 70–83, with Jian Chen, Hongyi Li, Weidong Xu
3, “Asset Allocation in Chinese Stock Market: The Role of Return Predictability”, Journal of Portfolio Management (投資組合管理雜志SSCI) 41, 2014, 71–83, with Jian Chen, and Jun Tu
4, “The Chinese Bond Market: Risk, Return and Opportunities”, Journal of Portfolio Management (投資組合管理雜志SSCI) 41, 2014, 110–126, with Longzhen Fan, and Guofu Zhou
5, “Can US Economic Variables Predict the Chinese Stock Market?”, Pacific-Basin Finance Journal (環(huán)太平洋金融雜志SSCI) 22, 2013, 69–87, with Jeremy Goh, Jun Tu, and Yuchen Wang
6, "中國(guó)股票市場(chǎng)可預(yù)測(cè)性的實(shí)證研究", 《金融研究》2011年第9期107–121 (with David Rapach, Jack Strauss, 凃俊, 周?chē)?guó)富);全美華人金融協(xié)會(huì) (TCFA) 2010年度最佳投資論文獎(jiǎng);《金融研究》優(yōu)秀論文三等獎(jiǎng)(2011年度)
7, “Forecasting Chinese Stock Market Volatility with Economic Variables”, Emerging Markets Finance and Trade (新興市場(chǎng)金融與貿(mào)易SSCI), 已接受, with Weixian Cai, Jian Chen, and Jimin Hong
8, “Chinese Stock Market Volatility and the Role of U.S. Economic Variables” Pacific-Basin Finance Journal (環(huán)太平洋金融雜志), 已接受, with Jian Chen, Hongyi Li, Weidong Xu


