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现金棋牌官网优秀校友——张群姿

2019-10-04 10:40:44

山东大学经济学院金融系教授,博士生导师,齐鲁青年学者

论文发表于Journal of Financial Economics,Journal of Financial and Quantitative Analysis,Journal of Portfolio Management, Journal of Futures Markets等国际一流期刊。

教育背景Education

2014–瑞士现金棋牌官网和瑞士洛桑大学金融学博士(Ph.D. in Finance, Swiss Finance Institute and University of Lausanne, Switzerland)

2008–德国弗莱堡大学金融学硕士(M.A. in Finance, University of Freiburg, Germany)

2006–可提现棋牌游戏平台金融学学士(B.A. in Finance, Shandong University of Finance and Economics, China)

研究方向Research Interests

金融市场Financial Markets资产定价理论和实证研究Theoretical and Empirical Asset Pricing高阶矩Higher Moments行为金融学Behavioral Finance金融风险Financial Risk

科研项目Research Grants

主持国家自然科学基金项目(71903112教育部人文社科一般项目(18YJC790221)、教育部科研基金(2015311)、中国博士后基金面上项目(2018M632647)、山东省社科规划基金、山东省重大财经应用课题(CJ201713)、山东大学自主创新基金(2015HW006)、中泰证券合作课题项目;

参与国家自然科学基金项目、山东省自然科学基金项目、中科院金融科技风险分析与监管对策建议A类项目、中国证券业协会2018年重点课题研究项目

发表论文Publications

Skewness and Index Futures Returnwith Jondeau, Wang, and Yan, Forthcoming at Journal of Futures Markets , 2020. (Data and Code)

When Are Stocks Less Volatile in the Long Run?(with Jondeau and Zhu), Forthcoming at Journal of Financial and Quantitative Analysis, 2020.

Trading Against the Grain: When Insiders Buy High and Sell Low(with Li, Wang, and Yan), Journal of Portfolio Management, 2019

Average Skewness Matters(with Jondeau and Zhu), Journal of Financial Economics, 2019. (Online Technical Appendix,Data,Codes)

Investor attention and stock market under‐reaction to earnings announcements: Evidence from the options market(withWang,Yan, andGao), Journal of Futures Markets. 2018

应充分发挥股指期货稳定现货市场的作用,张群姿、赵志桦,中国证券报,2016919

工作论文Working Papers

Oil Strikes Back: Trend Factors and Exchange Rates(2018, with Han, Xu and Zhu, Under Review)

Disaster Risk Matters Everywherewith Chen, Yao and Zhu2018

Gamble, Fear, and Asset Prices(AEA 2015)

Asymmetric Beta Comovement and Systematic Downside Risk(with Jondeau,SFI Ph.D. Workshop 2012; CICF 2013; IRMC 2014)

讲授课程Course Taught

本科Corporate Finance、商业银行经营管理、国际金融学;硕士:微观金融理论;博士:金融投资理论与政策研究;IMBA: Managerial Finance, Financial Market and Investment

教学奖励Teaching Awards

2020山东省一流本科课程《公司金融》负责人

2020山东省第七届“超星杯”高校青年教师教学比赛优秀奖

2018山东大学第十一届“青年教学能手”

2018山东大学青年教师讲课比赛一等奖

2018经济学院讲课比赛一等奖

2016山东大学青年教师讲课比赛三等奖

2015经济学院讲课比赛一等奖

科研奖励Research Awards

2018山东省统计科学技术优秀成果二等奖(Excellent Achievements of Statistical Science and Technology in Shandong Province

2016中国金融学年会优秀论文二等奖 (Chinese Finance Annual Meeting Best Paper Award, Second Prize

2014 Prix Doctorat de la Banque Cantonale Vaudoise 2014 (best Ph.D. thesis HEC Lausanne)

2013 Best GFEJ Paper at Paris Business and Social Science Research Conference

2013 HEC-Lausanne Research Funding Award

2013 Zurich-Chicago Computational Financial Economics Workshop Attendance Grant

2012 Australasian Finance Banking Conference Ph.D. Forum Attendance Grant

2012 Best JFS Paper Nomination in AsianFA Annual Meeting

2008 Swiss Finance Institute Scholarship

学术及社会兼职Professional Affiliations

匿名期刊审稿人: Emerging Markets Finance and Trade (SSCI); Statistics & Risk Modeling

Session Chair: 2013 Annual Paris Business and Social Science Research Conference (Banking, Finance, and Accounting)

Memberships: American Economic Association; American Finance Association; European Finance Association; Risk Banking and Finance Society

(简介来源于山东大学经济学院网站)

 

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