演讲题目：Social Interaction and Financial Market Anomalies
摘要：
We develop a simple asset pricing model with differences in opinion and social interaction and show that the model is able to explain many important financial market anomalies, including excess volatility, volatility clustering, bubbles, crashes, and time series momentum in short-run and reversal in long run.
演讲人：
Xue-Zhong He 教授现任悉尼科技大学商学院（UTS Business School ）教授(Professor of Finance)，主要活跃于金融市场建模、异质信念下的资产定价和非线性经济动力学等领域，在Journal of Economic Dynamics and Control、Journal of Economic Behavior and Organization 、European Journal of Finance 、SIAM 、Journal of Evolutionary Economics和Quantitative Finance等国际主流学术期刊上发表文章40多篇，撰写了Handbook of Financial Markets: Dynamics and Evolution（Elsevier）、Handbook on Information Technology in Finance（Springer）等10余部学术书籍的部分章节。此外，Xue-Zhong He教授担任本领域三大顶尖国际学术期刊之一Journal of Economic Dynamics and Control的主编（Co-Editor）；还担任Journal of Economic Interaction and Coordination、Journal Differential Equations and Dynamical Systems 和Discrete Dynamics in Nature and Society 等国际学术期刊的副主编（Associate Editor）。
报告时间：2014年10月15日上午10:00-11:30
报告地点：研究院会议室（学术会堂南楼506）
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