学术研究及中英文论文成果
研究院成立五年来,全院教师在国际知名英文期刊上发表了论文60篇,包括顶尖期刊
International Economic Review
和
Financial Management, Journal of Banking and Finance, Journal of Corporate Finance, Journal of Empirical Finance, Journal of Financial Markets, Journal of Money Credit and Banking, Review of Finance
等著名国际期刊。在国内著名期刊上发表了中文论文27篇,包括《经济研究》,《金融研究》,《经济学(季刊)》,《世界经济》等顶尖中文期刊。出版英文著作3部,中文著作7部。获得国家,部委和其他各类研究课题17项。
1。发表于国际期刊的论文
发表时间
|
论文题目
|
作者
|
期刊名称
|
SCI/SSCI
收录情况
|
2006
|
Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market
|
Min Qi,
Yangru Wu
|
Journal of Money Credit and Banking
|
SSCI
|
2006
|
Momentum and Mean Reversion across National Equity Markets
|
Ronald Balvers
,
Yangru Wu
|
Journal of Empirical Finance
|
SSCI
|
2006
|
A Comparative Study of the Finite-sample Performance of Some Portmanteau Tests for Randomness of a Time Series
|
Andy Kwan
,
Ah-Boon Sim
,
Yangru Wu
|
Computational Statistics and Data Analysis
|
SCI
|
2006
|
Does China Really Lose from RMB Revaluation: Evidence from Some Export Industries
|
Jimmy Ran
,
Jan P. Voon
,
Guangzhong Li
|
Applied Economics
|
SSCI
|
2006
|
Risk, Uncertainty and China’s Exports
|
Jimmy Ran
,
Jan P. Voon
,
Guangzhong Li
|
Australian Economic Papers
|
SSCI
|
2006
|
Effects of Real Exchange Rate Volatility and Misalignment on Commodity Exports: The Case of China
|
Jimmy Ran
,
Jan P. Voon
,
Guangzhong Li
|
China, Hong Kong and the World Economy
|
|
2006
|
Comparison of Some of the Macro Determinants for the HK-Macao Direct Investment in Guangzhou and Shenzhen
|
Jimmy Ran
,
Guangzhong Li
|
Economic Development between Hong Kong and The Pearl River Triangle Delta
|
|
2006
|
Western Effects of Eastern Inputs: Reconsiderations of the Western Development in China
|
Jimmy Ran
,
Zhou Guo Liang
|
CEPA, The Pearl River and Yangtze River Triangle Delta Areas, and Regional Economic Cooperation
|
|
2006
|
Can High Reserves Offset Weak Fundamentals? A Simple Model of Precautionary Demand for Reserves
|
Jie Li,
R. Rajan
|
Economia Internazionale (International Economics)
|
SSCI
|
2006
|
Low Wage and Low Labor Standard in China: A Substitute Explanation of “The Race-to-the-bottom
”
|
Sheng Li
|
The Chinese Economy after WTO Accession
|
|
2006
|
Does China Really Lose from RMB Revaluation? Evidence from Some Export Industries
|
Jimmy Ran
,
Jan P. Voon
,
Guangzhong Li
|
Applied Economics
|
SSCI
|
2006
|
Risk, Uncertainty and China’s Exports
|
Jimmy Ran, Jan P. Voon, Guangzhong Li
|
Australian Economic Papers
|
SSCI
|
2006
|
Growth and stability of agricultural production in Hawaii: A portfolio analysis
|
Junning Cai,
PingSun Leung
|
Economic Issues
|
|
2006
|
Export performance of frozen cultured shrimp in the Japan, U.S. and EU markets: A global assessment
|
Junning Cai,
PingSun Leung
|
Shrimp Farming: Economics, Market, and Trade
|
|
2006
|
Tourism's forward and backward linkages
|
Junning Cai,
PingSun Leung,James Mak
|
Journal of Travel Research
|
SSCI
|
2006
|
An overview of China's cultured shrimp industry
|
Yongming Yuan,
Junning Cai,
PingSun Leung
|
Shrimp Farming: Economics, Market, and Trade
|
|
2007
|
How Does FDI Affect China? Evidence from Industries and Provinces
|
Jimmy Ran,
Jan P. Voon, Guangzhong Li
|
Journal of Comparative Economics
|
SSCI
|
2007
|
Examining the Interactions of High Reserves and Weak Fundamentals
|
Jie Li
|
Applied Economics Letters
|
SSCI
|
2007
|
How Does FDI Affect China Nowadays? Evidence from Different Industries and Provinces
|
Jimmy Ran,
Jan P. Voon, Guangzhong Li
|
Journal of Comparative Economics
|
SSCI
|
2007
|
The forward Puzzle: Long-memory Bias and Short-term Expectation
|
Fang Liu,
Piet Sercu
|
Asia-Pacific Journal of Financial Studies
|
SSCI
|
2007
|
Endogenous Markups,Intensity of Competition and Persistence of Business Cycles
|
Junxi Zhang
|
Southern Economic Journal
|
SSCI
|
2007
|
Comparative advantage of selected agricultural products in Hawaii: A revealed comparative advantage assessment
|
Junning Cai,
PingSun Leung,Matthew Loke
|
Economic Issues
|
|
2007
|
Do Hawaii producers pay higher freight costs for agriculture shipments to the US mainland market than their foreign competitors?
|
Junning Cai,
PingSun Leung,Matthew Loke
|
Economic Issues
|
|
2007
|
A review of comparative advantage assessment approaches in relation to aquaculture development
|
Junning Cai,
PingSun Leung,
|
Species and System Selection for Sustainable Aquaculture
|
|
2008
|
Effective Fair Pricing of International Mutual Funds
|
Choong Tze Chua, Sandy Lai,
Yangru Wu
|
Journal of Banking and Finance
|
SSCI
|
2008
|
Effects of Foreign Currency Component in Monetary Aggregates on Money Neutrality
|
Jimmy Ran,
Jan P. Voon, Guangzhong Li
|
Economics Letters
|
SSCI
|
2008
|
Analysis of the Impacts of the Number of Bidders upon Bid Values: Implications for contractor Prequalification and Project Timing and Bundling
|
Sheng Li,
Joshua Foulger, Peter W. Philips
|
Public Works Management & Policy
|
|
2008
|
Effects of Foreign Currency Component in Monetary Aggregates on Money Neutrality
|
Jimmy Ran,
Jan P. Voon, Guangzhong Li
|
Economics Letters
|
SSCI
|
2008
|
Causality and Variance Spillover among European Government Bond Market
|
Guangzhong Li, James Refalo,
Lifan Wu
|
Applied Financial Economics
|
|
2008
|
A Continuous Relationship between Audit Firm Size and Audit Quality: Evidence from China
|
Chuntao Li,
Frank Song,
Sonia Wong
|
International Journal of Auditing
|
|
2008
|
Comparative advantage trends of selected Hawaii agricultural products in the US mainland market
|
Run Yu,
Junning Cai,
PingSun Leung,
Matthew Loke
|
Economic Issues
|
|
2008
|
The normalized revealed comparative advantage index
|
Run Yu,
Junning Cai,
PingSun Leung
|
Annals of Regional Science
|
SSCI
|
2008
|
Fundamental Paper Wealth and Monetary Policy
|
Junning Cai
|
Trends in Monetary Policy Issues
|
|
2008
|
Towards a more general measure of revealed comparative advantage variation
|
Junning Cai,
PingSun Leung
|
Applied Economics Letter
|
SSCI
|
2008
|
Why Bidding Firms Do not Hire Financial Advisors in Mergers and Acquisitions
|
Shenghui Tong,
Davidson,
Proctor
|
Corporate Ownership & Control
|
|
2009
|
FDI and Technology Transfer under Uncertainty in a Liberalizing Host Economy
|
Jie Li,
R. Rajan
|
International Economic Journal
|
|
2009
|
The Forex Forward Puzzle: the Career Risk Hypothesis
|
Fang Liu,
Piet Sercu
|
Financial Review
|
|
2009
|
The Forward Puzzle: the Roles of Exchange-Rate Regime and Base-Currency Strength
|
Fang Liu,
Piet Sercu
|
World Economy
|
|
2009
|
Managerial Incentives CEO Characteristics and Corporate Innovation in China’s Private Sector
|
Chen Lin, Ping Lin, Frank Song, Chuntao Li
|
Journal of Comparative Economics
|
SSCI
|
2010
|
Optimal Transaction Filters under Transitory Trading Opportunities: Theory and Empirical Illustration
|
Ronald Balvers, Yangru Wu
|
Journal of Financial Markets
|
SSCI
|
2010
|
Does Oil Price Shock Affect a Small Non-oil Producing Economy? Evidence from Hong Kong
|
Jimmy Ran,
Jan P. Voon,
Guangzhong Li
|
Pacific Economic Review
|
SSCI
|
2010
|
Convergence to efficiency in FTSE-100 futures market
|
D. Lien,
J. Xiang
|
International Journal of Financial Markets and Derivatives
|
|
2010
|
Price Discovery for Segmented US-listed Chinese Stocks: Location or Market Quality
|
K. C. Chen,
Guangzhong Li,
Lifan Wu
|
Journal of Business Finance and Accounting
|
SSCI
|
2010
|
What Happened to Oil Price-Macroeconomy Relationship in Hong Kong
|
Jimmy Ran,
Jan P Voon, Guangzhong Li
|
Pacific Economic Review
|
SSCI
|
2010
|
Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis
)
|
Thomas Chiang,
Jiandong Li,
Lin Tan
|
Global Finance Journal
|
|
2010
|
Debt Maturity Structure, Agency Costs, and Firm Value: Evidence from 1973-2004
|
Shenghui Tong,
Pornsit
|
Journal of Financial and Economic Practice
|
|
2011
|
Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
|
Peter Phillips,
Yangru Wu,
Jun Yu
|
International Economic Review
|
SSCI
|
2011
|
Risk Adjustment and Momentum Sources
|
Jun Wang, Yangru Wu
|
Journal of Banking and Finance
|
SSCI
|
2011
|
Momentum Trading, Mean Reversal and Overreaction in Chinese Stock Market
|
Yangru Wu
|
Review of Quantitative Finance and Accounting
|
|
2011
|
Volatility in Macro Fundamentals across Exchange Rate Regimes: A Theoretical Exploration
|
Jimmy Ran,
Hong Wu
|
International Journal of Economics and Finance
|
SSCI
|
2011
|
Economic Growth Interactions between the Han Majority and Minority Regions: Reconsidering the Role of Bank Loans in China
|
Jimmy Ran,
Maia Zhou
|
Studies on Financial Risks in Rural China
|
|
2011
|
Currency Crises: Can High Reserves Offset Vulnerable Fundamentals?
|
Jie Li, Yuanfen Ouyang
|
Applied Economics
|
SSCI
|
2011
|
Construction Procurement Auctions: Do Entrant Bidders Employ More Aggressive Strategies than Incumbent Bidders?
|
Sheng Li,
Peter W. Philips
|
Review of Industrial Organization
|
SSCI
|
2011
|
In Search of Conclusive Evidence: How to Test for Adjustment to Target Capital Structure
|
Armen Hovakimian,
Guangzhong Li
|
Journal of Corporate Finance
|
SSCI
|
2011
|
Clawbacks and Cronyism: Evidence from China
|
Linda Allen, Guangzhong Li
|
Financial Management
|
SSCI
|
2011
|
Revisiting the Expectations Hypothesis: The Japanese Term Structure and Regime Shifts
|
Xiaoneng Zhu
|
Journal of Economics and Business
|
SSCI
|
2011
|
A Note on the Predictability of Excess Bond Returns and Regime Shifts
|
Xiaoneng Zhu
|
Finance Research Letters
|
SSCI
|
2011
|
Is the Partial Adjustment Model a Useful Tool for Capital Structure Research?
|
Armen Hovakimian, Guangzhong Li
|
Review of Finance
|
SSCI
|
2011
|
Exchange Market Pressure Index under Capital Control
|
Jie Li
|
Applied Economics Letters
|
SSCI
|
2011
|
Revisiting the composition puzzles of the household portfolio: New evidence
|
Fangyi Jin
|
Review of Financial Economics
|
|
2。发表于中文期刊的论文
发表时间
|
论文题目
|
作者
|
期刊名称
|
CSSCI
收录情况
|
2006
|
非理性交易、交易税与市场波动
|
张俊喜
|
经济学报
|
|
2006
|
审计意见的决定因素:来自中国上市公司的证据
|
李春涛
|
中国会计评论
|
|
2006
|
中国国有企业民营化绩效研究
|
张俊喜
|
经济研究
|
CSSCI
|
2006
|
实证研究复权分置改革中的政策与策略
|
张俊喜
|
金融研究
|
CSSCI
|
2006
|
股权结构、高官持股与公司绩效
——
来自民营上市公司的证据
|
李汉军,李维安
|
南开管理评论
|
CSSCI
|
2006
|
上市企业治理与绩效间的内生性程度
|
李汉军,张俊喜
|
管理世界
|
CSSCI
|
2007
|
董事会独立性和有效性的动态分析
|
李汉军,张俊喜
|
南开经济研究
|
CSSCI
|
2008
|
超额外汇储备的宏观风险对冲机制
|
梅松、李杰
|
世界经济
|
CSSCI
|
2008
|
会计利润的信息含量
:
来自中国上市公司的证据
|
李春涛
|
经济学报
|
|
2009
|
取消抵押房产赎回程序介绍
|
李建栋
|
经济问题
|
|
2009
|
农村金融的新思维:超市兴起与
POS
银行
|
李春涛
|
河北金融
|
|
2009
|
农村金融的新思维:超市兴起与
POS
银行
|
李春涛
|
金融与保险
|
|
2010
|
位置对城市存量房价格的影响分析——以北京市为例
|
李晟,王兰兰,王胜军
|
建筑经济
|
|
2010
|
股票拆分和股票红利原因及影响
|
李建栋
|
新金融
|
|
2010
|
中国市政债券政策初讨
|
李建栋
|
中国金融
|
CSSCI
|
2010
|
重新解读奥肯定律对我国“高增长
/
低就业”现象的适用性
|
李晨
|
经济纵横
|
CSSCI
|
2010
|
中国家庭资产组合选择:健康状况和风险偏好
|
雷晓燕,周月刚
|
金融研究
|
CSSCI
|
2010
|
发展中国家股票市场的动量效应
|
文华
|
国际金融研究
|
CSSCI
|
2010
|
中国制造业企业的创新活动:所有制和
CEO
激励的作用
|
李春涛,宋敏
|
经济研究
|
CSSCI
|
2011
|
“一站式”服务是现代服务业的根本特征
|
李建栋
|
瞭望东方周刊
|
|
2011
|
盈利模式的转变源于对需求的捕捉引导
|
李建栋
|
企业管理
|
|
2011
|
从日元国际化道路看人民币国际化
|
李建栋
|
广西财经学院学报
|
|
2011
|
中国上市公司退市模型研究
|
同生辉
|
经济学动态
|
CSSCI
|
2011
|
大小非解禁对股市的影响分析
|
同生辉
|
当代经济科学
|
CSSCI
|
2011
|
参考价格分布和股票回报:基于处置效应的分析
|
周月刚,雷晓燕
|
经济学季刊
|
CSSCI
|
2011
|
民营上市公司和国营上市公司在公司治理上的异同分析
|
同生辉
,
李春涛
|
中国金融
|
CSSCI
|
2011
|
股指期货和股票现货指数之间的互动关系
|
李晨,
冯继妃
|
经济纵横
|
CSSCI
|
3。出版专著
出版时间
|
著作题目
|
作者
|
出版单位
|
2008
|
民营上市公司的治理机制与绩效
|
李汉军
|
中国金融出版社
|
2008
|
Why Investment Banks are Not Used in Some Mergers & Acquisitions
|
同生辉
|
德国
VDM
出版社
|
2009
|
中国外汇储备投资蓝皮书
|
李杰
|
中国金融出版社
|
2009
|
Essays on the Inventory Theory of Money Demand
|
李晨
|
德国
VDM
出版社
|
2010
|
认识价值论
|
李建栋
|
中国经济出版社
|
2010
|
How do Human Capital Assets Affect Cumulative Abnormal Returns during M&A Announcements
?
|
Surasak (Matt)
Ngammekchai
|
德国
LAP LAMBERT Academic Publishing
|
2010
|
股指期货从入门到精通
|
李建栋
|
企业管理出版社
|
2011
|
投行的逻辑
|
同生辉
|
中国发展出版社
|
2011
|
微观金融学导论
|
文华
|
中国人民大学出版社
|
2011
|
佛法求财:佛法中的财富智慧
|
李建栋
|
企业管理出版社
|
4。承担科研课题
课题时间
|
项目名称
|
项目负责人
|
项目来源
|
2006
|
采用时域有限差分(
FDTD
)算法预测城市住宅价格
|
李晟
|
中央财经大学
|
2007
|
中国外汇储备风险管理研究
|
李杰
|
教育部青年基金
|
2007
|
中国外汇储备投资策略研究
|
李杰
|
中财
121
人才工程青年博士基金
|
2007
|
用于城市房地产价格预测的时域有限差分模型
|
李晟
|
教育部
|
2009
|
留学归国博士留学基金
|
李杰
|
教育部
|
2010
|
中国住房发展状况报告
|
李晟
|
住房和城乡建设部
|
2010
|
不同量价动态关系的原因:宏观政策与公司特性
|
李建栋
|
教育部
|
2010
|
中国股票市场的股价同步性与信息有效性研究
|
文华
|
教育部
(
中国
)
留学服务中心科研启动基金
|
2010
|
Full Integration or Partial Separation: Second Thought on Gains and Pains from Financial Globalization
|
冉齐鸣
|
香港岭南大学
|
2010
|
How Does Oil Price Shock Affect Small Open Economies? Evidence from Singapore, Hong Kong, Taiwan and South Korea
|
冉齐鸣
|
香港岭南大学
|
2010
|
债券产品交易的创新研究
|
金昉毅
|
上海证券交易所研究基金
|
2011
|
基于
CVaR
模型外汇储备投资
|
李杰
|
国家社会科学基金
|
2011
|
外汇储备投资的主权性研究
|
李杰
|
中国人民银行
|
2011
|
居民收入分配与中国住房发展
|
李晟
|
住房和城乡建设部
|
2011
|
基于面板数据的融券市场卖空行为内生性研究
|
李建栋
|
教育部
|
2011
|
如何对我国外汇储备进行投资
|
李杰
|
人民银行总行
|