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    内页大图

周颖刚

教授

康奈尔大学


电话:2182230

电子邮件:yinggang.zhou@gmail.com

办公室:A403

个人主页:https://sites.google.com/site/ygzhou2013/

个人简介 研究成果 研究项目

Working Experience
Xiamen University, School of Economics & Wang Yanan Institute for Studies in Economics, Xiamen
      Professor of Finance, August 2015 to present
The Chinese University of Hong Kong, Business School, Hong Kong
      Assistant Professor of Finance and Real Estate, August 2009 to August 2015
      Director, Center for Hospitality and Real Estate Research, August 2012 to August 2015
      Director, MSc in Real Estate and Hospitality Assets Management, September 2013 to August 2014
Dividend Capital Investments/Black Creek Global Advisors, Denver, U.S.A.
      Economist, August 2007 to July 2009

Education
Ph.D., Economics, 2007; M.A., Economics, 2005, Cornell University
Ph.D., Finance, 2001; M.A., Finance, 1998; B.A., Finance, 1995, Xiamen University

Research Areas
Empirical Asset Pricing, International Finance and Trade, Financial and Real Estate Markets 

[1] Quantitative Easing and Volatility Spillover across Countries and Asset Classes (with Zihui Yang), Management Science, forthcoming, 
[2] Do Securitized Real Estate Markets Jump? International Evidence (with Jie Li and Guangzhong Li), Pacific-Basin Finance Journal,31, p13-35, 2015
[3] 中国金融开放之路: 个人境外投资的视角及香港的作用, 香港金融管理局香港金融研究中心特别报告第九期, 2014
[4] Modeling the Joint Dynamics of Risk Neutral Stock Index and Bond Yield Volatilities, Journal of Banking and Finance, 38, p216-228, 2014
[5] Credit Risk Spillovers among Financial Institutions around the Global Credit Crisis: Firm-Level Evidence (with Jian Yang), Management Science, 59, p.2343-2359, 2013
[6] Asymmetric Correlation and Volatility Dynamics among Stock, Bond and Securitized Real Estate Markets (with Jian Yang and Wai Kin Leung), Journal of Real Estate Finance and Economics, 45, pp.491-521, 2012
[7] Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China (with Jian Yang and Zihui Yang), Journal of Futures Markets, 32, pp.99-121, 2012
[8] Conditional Co-skewness in Stock and Bond Markets: Time Series Evidence (with Jian Yang and Zijun Wang), Management Science, 56, pp. 2031-2049, 2010
[9] The Stock-Bond Correlation and Macroeconomic Conditions: One and A Half Centuries of Evidence (with Jian Yang and Zijun Wang), Journal of Banking and Finance, 33, pp.670 - 680, 2009
[10] Trade Liberalization as a Game of Decision under Uncertainty (with Henry Wan), Globalization and Emerging Issues in Trade Theory and Policy, Emerald Group Publishing, 2008
[11] 中美贸易协商: 不确定性与最优选择, 经济学(季刊), 7(4), pp. 1191-1220, 2008
[12] 理性恐慌, 流动性黑洞和国有股减持之谜 (与陈灯塔合著), 经济学(季刊), 5(2), pp. 379-402, 2006
[13] 中国股市效率损失研究(与张亦春,许文彬合著),人民出版社, 2004
[14] 中国股市弱式有效吗? (与张亦春合著), 金融研究, 2001 年 3 期
[15] 中国股票市场: 监控功能的缺陷与变革 (与张亦春合著), 管理世界, 1999年1期
[16] 信息不对称, 企业改革和证券市场 (与张亦春合著), 经济研究, 1997年5期