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陈海强

教授

美国康奈尔大学


电话:0592-2186795

电子邮件:hc335@xmu.edu.cn

办公室:经济楼A204

个人主页:

个人简介 研究成果 研究项目

工作经历

l  2016.8-present, Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

l  2016.8-present, Professor, Department of Finance, School of Economics, Xiamen University

l  2016.8-present, Director, Center for Data Science and Decision Consulting, Xiamen University.

l  2015.8-present, Associate Director of MOE Key Laboratory of Econometrics (Xiamen University)

l  2013.8-2016.7, Associate Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

l  2011.7-2013. 7, Assistant Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

教育背景
Ph.D. in Economics, Cornell University, 2011;
M.Phil. in Economics, Chinese University of Hong Kong, Hong Kong, China, 2005;
B.A. in Economics & B.Sc. in Mathematics, Peking University, China, 2003

研究兴趣
Financial Econometrics, Quantitative Finance, Financial Economics, Big data
 

期刊论文

1.       Chong, T.L., Chen, H.Q., Wong, T.N. and Yan, K.M., 2017. Estimation and Inference of Threshold Regression Models with Measurement Errors. Studies in Nonlinear Dynamics & Econometrics, accepted.

2.       Ke, X., Chen, H.Q., Hong, Y. and Hsiao, C., 2017. Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach, China Economic Review, 44203-226.

3.       Zhu, Y.L. and Chen, H.Q*., 2017. The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values. Physica A: Statistical Mechanics and its Applications, 473, 522-535.

4.       陈海强韩乾、吴锴2015,融资约束抑制技术效率提升吗?基于制造业微观数据的实证研究,《金融研究》,第10期,148-162

5.       陈海强、范云菲,2015,融资融券交易制度对中国股市波动率的影响——基于面板数据政策评估方法的分析,《金融研究》,第6期,159-172

6.       Chen, H.Q. and Yanli Zhu, 2015. An empirical study on the threshold cointegration of Chinese A and H cross-listed shares. Journal of Applied Statistics, 42(11), 2406-2419.

7.       Chen, H.Q., 2015. Robust Estimation and Inference for Threshold Models with Integrated Regressors. Econometric Theory, 31(4), 778-810.

8.       Chen, H.Q., Fang, Y. and Li, Y.X., 2015, Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines. Econometric Theory, 31(4), 753-777.

9.       陈海强、张传海,2015,股指期货交易会降低股市跳跃风险吗?《经济研究》1, 153-167页。

10.   Chen, H.Q., Chong, T.L., and She, Y.N., 2014. A Principal Component Approach to Measuring Investor Sentiment in China. Quantitative Finance, 14, 573-579.

11.   He, Qing and Chen, H.Q.*, 2014. Recent Macroeconomic Stability in China. China Economic Review, 30, 505–519.

12.   Chen, H.Q. and Choi, M.S., 2014. Synchronous Price Discovery of Cross-listings. Management Science and Financial Engineering, 20, 11-16.

13.   Chen, H.Q., Han, Q., Li, Y.X. and Wu, K., 2013. Does the Introduction of Stock Index Futures Reduce Chinese Stock Market Volatility? A Panel Data Evaluation Approach. Journal of Futures Markets, 33,121167-1190.

14.   Chen, H.Q., Choi, M.S. and Hong, Y., 2013. How Smooth is Price Discovery, Evidence from Cross-listed Stock Trading. Journal of International Money and Finance (32) 668-699.

15.   陈海强韩乾、吴锴2012现金流波动、盈利稳定性与公司价值:基于沪深上市公司的实证研究。《金融研究》,第9期,第181-194页。

16.   Chen, H.Q. and Choi, M.S., 2012. Does Information Vault Niagara Falls? Cross-listed Trading in New York and Toronto. Journal of Empirical Finance 19, 175-199.

17.   Chen, H.Q., Chong,T.L. and Bai, J.,2012. Theory and Applications of TAR Model with two Threshold Variables. Econometric Reviews, 31, 142–170.

18.   Chen, H.Q., Chong,T.L. and Li, Z., 2011. Are Chinese Stock Market Cycles Duration Independent? Financial Review, 46 (1), 151-164.

19.   Chong,T.L., Li, Z., Chen, H.Q. and Hinich, M.J., 2010. An investigation of duration dependence in the American stock market cycle. Journal of Applied Statistics 37 (8), 1407-1416.

20.   Chen, H.Q., Chong,T.L. and Duan X., 2010. A Principal-Factor Approach to Measuring Investor Sentiment. Quantitative Finance 10(4), 339-347.

21.   Bai, J., Chen, H.Q., Chong,T.L. and Wang, X., 2008. Generic Consistency of the Break-Point Estimator under Specification Errors in a Multiple-Break Model. Econometrics Journal 11, 287-307.

 

  1. The Estimation, Inference and Application for Nonlinear Cointegration Models, National Natural Science Foundation of China grants (71201137), RMB 220,000, 2013.01-2015.12
  2. A Panel-data based Policy Evaluation Approach. The Fok Ying-Tong Education Foundation.
  3.  The theory and application for Threshold model with Time-varying Threshold values, National Natural Science Foundation of China grants (71571152), RMB 560,000, 2016.01-2019.12.
  4.  银联商务互联网金融风险评估模型开发项目,横向课题,RMB 25万,2015/1-2015/8,主持人。
  5. 南方电网深圳供电局电力需求预测于分析项目,横向课题,RMB 195万,2013/1-2015/8,主要完成人。
  6. 莆田市经济与产业大数据分析平台项目,横向课题,RMB 35万,2016/1-2018/12,联合主持人。
  7. 中国建设银行大数据信用风险模型开发项目,横向课题,RMB10万,2017/1-2017/12,主持人。
  8. 深圳前海鹏元数据科技中小企业大数据信用评级项目,合作项目,RMB 50万,2018/1-2020/12,联合主持人,首席数据科学家。