第十二届中国金融学年会议程（暂定）
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日期 |
时间 |
内容 |
主持（召集）人 |
地点 |
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10-30 |
10:00-22:00 |
报到 |
唐文进 |
中天世纪大酒店大堂 金谷国际酒店大堂 |
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12:00-13:00 |
自助午餐 |
吉 群 |
中天世纪大酒店一楼西餐厅 |
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18:30-20:00 |
自助晚餐 |
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20:30-22:00 |
理事会 |
李志生 |
金谷国际酒店二楼武汉C厅 |
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10-31 |
08:30-09:10 |
开幕式、介绍嘉宾、致辞： 张中华教授 中南财经政法大学党委书记 郑振龙教授 第十二届中国金融学年会秘书长 范祚军教授 第十二届中国金融学年会理事会主席 |
宋清华教授 第十二届中国金融学年会主席，中南财经政法大学金融学院院长 |
中南财经政法大学（南湖校区）文泉楼学术报告厅 |
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09:10-9:50 |
主旨演讲（一）：China’s Capital Markets: An Empirical Review 王 江教授 麻省理工学院斯隆管理学院瑞穗金融集团讲席教授 |
郑振龙教授 第十二届中国金融学年会秘书长 |
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09:50-10:05 |
茶歇 |
吉 群 |
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10:10-10:40 |
主旨演讲（二）：股市流动性踩踏危机的形成机理：一个基于计算实验的模型 张 维教授 天津大学管理与经济学部主任 |
范祚军教授 第十二届中国金融学年会理事会主席 |
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10:40-11:10 |
主旨演讲（三）：M&A Market and Corporate Innovation 林 晨教授 香港大学经济与工商管理学院宝光讲席教授，中南财经政法大学“长江学者”讲座教授 |
朱新蓉教授 中南财经政法大学金融学教授 |
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11:10-11:25 |
优秀论文颁奖 |
宋清华教授 第十二届中国金融学年会主席，中南财经政法大学金融学院院长 |
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11:25-11:55 |
优秀论文一等奖报告 |
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11:55-12:10 |
合影（理事会成员、获奖论文作者） |
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12:30-13:40 |
自助午餐 |
吉 群 |
中天世纪大酒店一楼中原厅 |
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14:00-15:40 |
分会场报告 |
中天世纪大酒店一楼 |
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15:40-16:00 |
茶歇 |
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16:00-17:40 |
分会场报告 |
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18:00-19:10 |
自助晚餐 |
中天世纪大酒店一楼中原厅 |
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19:30-21:10 |
分会场报告 |
中天世纪大酒店一楼 |
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11-1 |
08:30-10:10 |
分会场报告 |
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10:10-10:30 |
茶歇 |
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10:30-12:10 |
分会场报告 |
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12:30-13:40 |
自助午餐 |
中天世纪大酒店一楼中原厅 |
第十二届中国金融学年会分会场议程
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日期 |
时间 |
中天世纪大酒店 |
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博文厅 |
明理厅 |
厚德厅 |
仲弘厅 |
明昭厅 |
白水厅 |
济世厅 |
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10-31 |
14:00-15:40 |
分会场1 |
分会场2 公司治理 |
分会场3 行为金融1 |
分会场4 金融工程1 |
分会场5 金融改革与开放1 |
分会场6 货币理论与政策1 |
分会场7 风险管理1 |
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15:40-16:00 |
茶歇 |
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16:00-17:40 |
分会场8 金融市场微观结构 |
分会9 行为金融2 |
分会场10 金融工程2 |
分会场11 货币理论与政策2 |
分会场12 金融改革与开放2 |
分会场13 风险管理2 |
分会场14 金融市场与公司投资 |
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16:00-19:10 |
晚餐 |
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19:30-21:10 |
分会场15 固定收益证券 |
分会场16 行为金融3 |
分会场17 货币理论与政策3 |
分会场18 金融改革与开放3 |
分会场19 风险管理3 |
分会场20 金融市场与金融机构1 |
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11-1 |
08:30-10:10 |
分会场21 数量金融与量化投资1 |
分会场22 资本市场与公司财务 |
分会场23 资产价格的可预测性 |
分会场24 国际金融1 |
分会场25 资产定价1 |
分会场26 金融市场与金融机构2 |
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10:10-10:30 |
茶歇 |
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10:30-12:10 |
分会场27 数量金融与量化投资2 |
分会场28 企业融资 |
分会场29 国际金融2 |
分会场30 资产定价2 |
分会场31 金融市场与金融机构3 |
分会场32 公司并购
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12:30-13:40 |
午餐 |
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第十二届中国金融学年会分会场安排
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分会场一 10-31 14:00-15:40 中天世纪大酒店 博文厅 |
主持人（Session Chairs） 1. 梁琪, 南开大学 2. Jerry Cao, Singapore Management University |
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Institutional Bidding in IPO Allocation: Evidence from China Presented by: Bo Liu, University of Electronic Science and Technology of China Discussant: Wu Zhedong, Wuhan University
Venture Capital’s Political Connection and Resource Allocation Efficiency: Study on IPO Market of GEM Presented by: Liyi Chen, Shanghai University of Finance and Economics Discussant: Chuntao Li, Zhongnan University of Economics and Law
控股股东代理问题与公司现金股利 Presented by: Wu Zhedong, Wuhan University Discussant: Bo Liu, University of Electronic Science and Technology of China
按下葫芦浮起瓢：分析师监督与盈余管理途径选择 Presented by: Chuntao Li, Zhongnan University of Economics and Law Discussant: Liyi Chen, Shanghai University of Finance and Economics |
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分会场二 公司治理 10-31 14:00-15:40 中天世纪大酒店 明理厅 |
主持人（Session Chairs） 1. 万解秋, 苏州大学 2. 徐龙炳, 上海财经大学 |
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上市公司独立董事兼职：能者多劳还是疲于奔命？——来自我国上市公司的证据 Presented by: Shuo Kan, Renmin University of China Discussant: Qianwei Ying, Sichuan University
Corporate social responsibility and firm risk: implications from employee satisfaction Presented by: Weijie Lu, City University of Hong Kong Discussant: Jinhua Xu, Sun Yat-sen University
媒体监督能提高执法效率 吗？ —— 来自中国上市公司违规处罚的经验证据 Presented by: Qianwei Ying, Sichuan University Discussant: Shuo Kan, Renmin University of China
公司章程分层董事会条款与公司价值：“堑壕假说”还是“谈判收益假说”？ Presented by: Jinhua Xu, Sun Yat-sen University Discussant: Weijie Lu, City University of Hong Kong |
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分会场三 行为金融1 10-31 14:00-15:40 中天世纪大酒店 厚德厅 |
主持人（Session Chairs） 1. 俞红海, 南京大学 2. 董澍奇, 台湾中兴大学 |
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资本市场错误定价对产业结构调整的影响研究 Presented by: Jing He, China Agricultural University Discussant: 王亚男, 复旦大学
本地偏好、投资者情绪与股票收益率：来自网络论坛的经验证据 Presented by: Xiaolan Yang, Zhejiang University Discussant: Shen Lin, Tianjin University
地域熟悉、客户与公司业绩：基于CEO教育经历的证据 Presented by: 王亚男, 复旦大学 Discussant: Jing He, China Agricultural University
Network Interdependency between Social Media and Stock Trading Activities: Evidence from China Weibo.com and Marketplace Presented by: Shen Lin, Tianjin University Discussant: Xiaolan Yang, Zhejiang university |
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分会场四 金融工程1 10-31 14:00-15:40 中天世纪大酒店 仲弘厅 |
主持人（Session Chairs） 1. 吴冲锋, 上海交通大学 2. 熊熊, 天津大学 |
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期权上市对其标的证券的影响——来自上证50ETF期权上市的经验证据 Presented by: 毛杰, 复旦大学 Discussant: Shi Ruoran, Xiamen Univerisity
Optimal investment strategy under time-inconsistent preferences and high-water mark contract Presented by: Chunxiang A, Sun Yat-sen University Discussant: Junjun Ma, Tianjin University
通胀预期：金融市场隐含信息的视角 Presented by: Shi Ruoran, Xiamen Univerisity Discussant: Chunxiang A, Sun Yat-sen University
中国金融系统工程：研究现状及未来发展 Presented by: Junjun Ma, Tianjin University Discussant: 毛杰, 复旦大学 |
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分会场五 金融改革与开放1 10-31 14:00-15:40 中天世纪大酒店 明昭厅 |
主持人（Session Chairs） 1. 杨胜刚, 湖南大学 2. 曹廷求, 山东大学 |
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外资银行是缓解中国企业融资约束的“白衣骑士”吗？ ——基于企业异质性视角的经验研究 Presented by: Yao Yaojun, Zhejiang Gongshang University Discussant: Jianglin Lv, Jiangxi University of Finance and Economics
我国利率市场化正当其时——基于DSGE框架下利率市场化效应分析 Presented by: Jianglin Lv, Jiangxi University of Finance and Economics Discussant: Yao Li, Shanghai University of Finance and Economics
风险投资对创业板企业高管薪酬的影响 Presented by: Yao Li, Shanghai University of Finance and Economics Discussant: Haizhen Yang, University of Chinese Academy of Sciences,
中国资本账户开放进程中跨境证券基金投资、汇率与证券市场关联研究 Presented by: Haizhen Yang, University of Chinese Academy of Sciences, Discussant: Yao Yaojun, Zhejiang Gongshang University |
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分会场六 货币理论与政策1 10-31 14:00-15:40 中天世纪大酒店 白水厅 |
主持人（Session Chairs） 1. 陆军, 中山大学 2. 朱新蓉, 中南财经政法大学 |
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Financial Frictions and Firm Dynamcis Presented by: Ling Feng, Shanghai Univ. of Finance and Economic Discussant: Zhengxun Tan, 暨南大学
中国商业银行的风险承担与效率—货币政策视角 Presented by: Zhengxun Tan, 暨南大学 Discussant: 郑斌, 西安交通大学
信贷波动、融资挤出与利率工具效能 Presented by: 郑斌, 西安交通大学 Discussant: Xiongbing Chen, Zhongnan University of Economics and Law
商业银行表外业务与货币政策信贷传导：基于中国的实证 Presented by: Xiongbing Chen, Zhongnan University of Economics and Law Discussant: Ling Feng, Shanghai Univ. of Finance and Economic |
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分会场七 风险管理1 10-31 14:00-15:40 中天世纪大酒店 济世厅 |
主持人（Session Chairs） 1. 曾勇, 电子科技大学 2. 陈荣达, 浙江财经大学 |
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Predicting volatility of the Shanghai silver futures market：What is the role of the U.S. options market? Presented by: Xingguo Luo, Zhejiang University Discussant: Wenli Huang, Zhejiang Universuty of Finance & Economics
Investment timing and optimal capital structure under debt illiquidity risk Presented by: Qing Xu, Shanghai University of Finance and Economics Discussant: Congming Mu, Shanghai University of Finance and Economics
Hedge fund manager's optimal effort under high-water mark contracts Presented by: Wenli Huang, Zhejiang Universuty of Finance & Economics Discussant: Xingguo Luo, Zhejiang University
Optimal Contract Theory with Time-inconsistent Preferences Presented by: Congming Mu, Shanghai University of Finance and Economics Discussant: Qing Xu, Shanghai University of Finance and Economics |
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分会场八 金融市场微观结构 10-31 16:00-17:40 中天世纪大酒店 博文厅 |
主持人（Session Chairs） 1. 王鹏, 中国人民银行 2. 孔东民, 中南财经政法大学 |
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中国股票市场卖空限制与价格发现效率研究 Presented by: Gao Ya, Tianjin University Discussant: Wenjun Zhu, Zhongnan University of Economics and Law
Why Do Traders Choose Dark Markets? Presented by: Tao Huang, Jiangxi University of Finance and Economics Discussant: Bo Liu, University of Electronic Science and Technology of China
信息含量、机构投资者与股价同步性 ——来自股票增发市场的经验证据 Presented by: Wenjun Zhu, Zhongnan University of Economics and Law Discussant: Gao Ya, Tianjin University
卖空者如何获取信息优势？基于股利公告的视角 Presented by: Bo Liu, University of Electronic Science and Technology of China Discussant: Tao Huang, Jiangxi University of Finance and Economics |
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分会场九 行为金融2 10-31 16:00-17:40 中天世纪大酒店 明理厅 |
主持人（Session Chairs） 1. 陆蓉, 上海财经大学 2. 潘慧峰, 对外经济贸易大学 |
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Do Wealthy Investors Have an Informational Advantage? Evidence Based on Account Classifications of Individual Investors Presented by: 俞红海, 南京大学 Discussant: Kebin Deng, South China University of Technology
管理者强权更能够迎合市场非理性么？ Presented by: Shoufu Xu, Shanghai Univ. of International Business and Economics Discussant: Yuqin Huang, Central University of Finance and Economics
分析师能有效发挥专业解读信息的作用吗？——基于汉字年报复杂性指标的研究 Presented by: Kebin Deng, South China University of Technology Discussant: 俞红海, 南京大学
Local Information Advantage, Investor Attention and Stock Returns Presented by: Yuqin Huang, Central University of Finance and Economics Discussant: Shoufu Xu, Shanghai Univ. of International Business and Economics |
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分会场十 金融工程2 10-31 16:00-17:40 中天世纪大酒店 厚德厅 |
主持人（Session Chairs） 1. 张维, 天津大学 2. 李平, 北京航空航天大学 |
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隐含波动率与实际波动率的关系：中美比较 Presented by: Qin Ming, Xiamen Univerisity Discussant: Xunxiao Wang, Shanghai Jiao Tong University
Non-liner univariate dependency of stock, house and gold market Presented by: Feng He, Tianjin University; Université Paris1 - Panthéon-Sorbonne Discussant: Jinqiang Yang, Shanghai University of Finance and Economics
Investment under uncertainty and the value of real and financial flexibility Presented by: Jinqiang Yang, Shanghai University of Finance and Economics Discussant: Feng He, Tianjin University; Université Paris1 - Panthéon-Sorbonne
Volatility transmission: structural stability and time-varing coefficients Presented by: Xunxiao Wang, Shanghai Jiao Tong University Discussant: Qin Ming, Xiamen Univerisity |
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分会场十一 货币理论与政策2 10-31 16:00-17:40 中天世纪大酒店 仲弘厅 |
主持人（Session Chairs） 1. 裴平, 南京大学 2. Chien-Chung Nieh, Tamkang University |
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Regional effects of monetary policy in China evidence from China's provinces Presented by: Guo Xiaohui, Hebei University Discussant: Li Du, Huazhong University of Science and Technology
中国货币政策利率传导有效性研究：中介效应和体制内外差异 Presented by: Li Du, Huazhong University of Science and Technology Discussant: Zhang Xu, Southeast University
“双轨制”泰勒规则、存款保险与货币政策传导效率 Presented by: Zhang Xu, Southeast University Discussant: Li Liangliang, SouthWest University for Nationalities
中国货币政策动态传导机制研究 --- 基于混合新息时变参数动态因子方法 Presented by: Li Liangliang, SouthWest University for Nationalities Discussant: Guo Xiaohui, Hebei University |
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分会场十二 金融改革与开放2 10-31 16:00-17:40 中天世纪大酒店 明昭厅 |
主持人（Session Chairs） 1. 韩立岩, 北京航空航天大学 2. 胡金焱, 山东大学 |
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我国金融支持科技创新效率评价及区域差异研究 Presented by: 张明龙, 重庆工商大学财政金融学院 Discussant: Lin Feng, Shandong University of Finance and Economics
政府干预、政府竞争与县域金融发展 Presented by: Lin Feng, Shandong University of Finance and Economics Discussant: Shu Dai, Xiamen University
人民币资本账户开放的改革顺序研究——基于TVP-VAR模型的期限结构分析 Presented by: Shu Dai, Xiamen University Discussant: Ling Liu, Shanghai Univ. of International Business and Economics
经济全球化背景下我国经济波动与开放红利分析 Presented by: Ling Liu, Shanghai Univ. of International Business and Economics Discussant: 张明龙, 重庆工商大学财政金融学 |
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分会场十三 风险管理2 10-31 16:00-17:40 中天世纪大酒店 白水厅 |
主持人（Session Chairs） 1. 唐齐鸣, 华中科技大学 2. 钱水土, 浙江工商大学 |
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Contagion in A Network of Heterogeneous Banks Presented by: Yi Xue, University of International Business and Economics Discussant: Yangshu Liu, Xiamen University
为什么需要抵押：事前信号发送还是事后风险控制？ Presented by: Fang Sheng, Huazhong University of Science and Technology Discussant: Su Fan, Zhongnan University of Economics and Law
Quality change of credit rating: effect and mechanism of market competition Presented by: Yangshu Liu, Xiamen University Discussant: Yi Xue, University of International Business and Economics
极端金融事件的宏观金融风险的测度——基于跳跃CCA方法 Presented by: Su Fan, Zhongnan University of Economics and Law Discussant: Fang Sheng, Huazhong University of Science and Technology |
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分会场十四 金融市场与公司投资 10-31 16:00-17:40 中天世纪大酒店 济世厅 |
主持人（Session Chairs） 1. 周铭山, 西南财经大学 2. 李志生, 中南财经政法大学 |
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对股价信息含量的再思考——基于增发事件的实证研究 Presented by: Lei Li, Tsinghua University Discussant: Xin Xu, Peking University
产品市场力量、公司治理与分析师盈利预测质量——基于中国上市公司的经验证据 Presented by: Xin Xu, Peking University Discussant: Lei Li, Tsinghua University
股权集中、股权制衡与资本结构动态调整 Presented by: 居未伟, 武汉大学 Discussant: Deng Xiang, Zhongnan University of Economics&Law
Cash Holdings and Capital Efficiency Analysis Presented by: Deng Xiang, Zhongnan University of Economics & Law Discussant: 居未伟, 武汉大学 |
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分会场十五 固定收益证券 10-31 19:30-21:10 中天世纪大酒店 博文厅 |
主持人（Session Chairs） 1. 陈蓉, 厦门大学 2. Anthony H. Tu, Minjiang University |
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What Factors Derive the Bond Portfolio Value-at-Risk: Using the Factor-augmented Nelson-Siegel Term Structure Model Presented by: Anthony H. Tu, Minjiang Unive Discussant: Jun Ge, Xiamen University
契约条款影响债券价格吗？ Presented by: Yongdong Shi, Dongbei University of Finance and Economics Discussant: Ping Li, Beihang University
考虑展期风险的可赎回CoCo债券定价 Presented by: Ping Li, Beihang University Discussant: Anthony H. Tu, Minjiang Unive
中国中期国债期货与择券期权定价 Presented by: Jun Ge, Xiamen University Discussant: Yongdong Shi, Dongbei University of Finance and Economics |
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分会场十六 行为金融3 10-31 19:30-21:10 中天世纪大酒店 明理厅 |
主持人（Session Chairs） 1. 吕江林, 江西财经大学 2. 饶育蕾, 中南大学 |
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投资者惯性经验与管理者迎合 ——来自股票更名事件的证据 Presented by: Yi Xia, Shanghai University of Finance and Economics Discussant: Tiecheng Leng, Lingnan College, Sun Yat-sen University
Investor Behavior and Financial Innovation: Callable Bull/Bear Contracts Presented by: Xuewei Yang, Nanjing University Discussant: Xiaofeng Hui, Harbin Institute of Technology
The Bright Side of Political Uncertainty: The Case of R&D
Presented by: Tiecheng Leng, Lingnan College, Sun Yat-sen University Discussant: Yi Xia, Shanghai University of Finance and Economics
市场关注与投资者行为 ——基于中国A股市场的实证分析 Presented by: Xiaofeng Hui, Harbin Institute of Technology Discussant: Xuewei Yang, Nanjing University |
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分会场十七 货币理论与政策3 10-31 19:30-21:10 中天世纪大酒店 厚德厅 |
主持人（Session Chairs） 1. 吴冲锋, 上海交通大学 2. 张维, 天津大学 |
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植入民间金融部门的DSGE模型与货币政策规则有效性分析 Presented by: 张强, 山东大学 Discussant: Yanlin Sun, Jilin University
Multiscale linkages between China and US money market interest rate expectations －The empirical evidence from prices of interest rate swaps Presented by: Chengrong Yang, Jilin University Discussant: Chen Ping, University of International Business and Economics
中国货币政策冲击的动态效应研究 Presented by: Yanlin Sun, Jilin University Discussant: 张 强, 山东大学
损失厌恶视角下居民通货膨胀承受能力研究 Presented by: Chen Ping, University of International Business and Economics Discussant: Chengrong Yang, Jilin University |
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分会场十八 金融改革与开放3 10-31 19:30-21:10 中天世纪大酒店 仲弘厅 |
主持人（Session Chairs） 1. 刘少波, 暨南大学 2. 金雪军, 浙江大学 |
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Do bank income diversification and ownership enhance or impede bank efficiency? Presented by: Shuh-Chyi Doong, National Chung Hsing University Discussant: Fang Sheng, Huazhong University of Science and Technology
Legal Protection of Right Pledge and Firm Debt Finance: Evidence from a Quasi-Natural Experiment in China Presented by: Fang Sheng, Huazhong University of Science and Technology Discussant: Shan Deping, Southwest University for Nationalities
金融发展影响贫困减缓的理论机制、经验证据与研究进展 Presented by: Shan Deping, Southwest University for Nationalities Discussant: Rui Gao, Shandong University
地方政府争夺信贷资源的动机和效果检验 Presented by: Rui Gao, Shandong University Discussant: Shuh-Chyi Doong, National Chung Hsing University |
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分会场十九 风险管理3 10-31 19:30-21:10 中天世纪大酒店 明昭厅 |
主持人（Session Chairs） 1. 范祚军, 广西大学 2. 刘晓星, 东南大学 |
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房地产财富与消费：基于投资者风险态度的视角 Presented by: Zhou Li, Jinan University Discussant: Xiao-dong Liu, South-Central University for Nationalities
Research on the Effect of Different Monetary Policy Instruments on the Systemic Financial Risk Presented by: Lu Lu, Southwestern University of Finance and Economics） Discussant: Zhao Jing, Xiamen University
The Systemic Risk in China’s Inter-bank Borrowing Market Presented by: Xiao-dong Liu, South-Central University for Nationalities Discussant: Zhou Li, Jinan University
银行竞争、影子银行与银行风险 ----基于中国上市银行微观数据的实证研究 Presented by: Zhao Jing, Xiamen University Discussant: Lu Lu, Southwestern University of Finance and Economics） |
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分会场二十 金融市场与金融机构1 10-31 19:30-21:10 中天世纪大酒店 白水厅 |
主持人（Session Chairs） 1. 刘锡良, 西南财经大学 2. 贺学会, 上海对外经贸大学 |
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Caring for investors or preying by managers? Strategic use of dividend payments by mutual funds Presented by: Xiao Jun, Jangxi University of Finance and Economi Discussant: 马文杰, 上海财经大学
保荐人声誉的关联效应 ——来自中国证券市场的经验证据 Presented by: Qianwei Ying, Sichuan University Discussant: Bo Liu, University of Electronic Science and Technology of China
公募与私募基金运营机制的差异会影响基金经理业绩吗？ Presented by: 马文杰, 上海财经大学 Discussant: Xiao Jun, Jangxi University of Finance and Economi
The Client Is King: How Does Mutual Fund Relationship Bias IPO Allocations? Presented by: Bo Liu, University of Electronic Science and Technology of China Discussant: Qianwei Ying, Sichuan University |
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分会场二十一 数量金融与量化投资1 11-1 8:30-10:10 中天世纪大酒店 博文厅 |
主持人（Session Chairs） 1. 董纪昌, 中国科学院大学 2. 李仲飞, 中山大学 |
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Optimal Portfolio of Corporate International Investment and Consumption Problem with Stochastic Hyperbolic Discounting Presented by: Jun Long, Sun Yat-sen University Discussant: Xuan Zhang, Zhongnan University of Economics and Law
基于CHMM的A+H股的联动性分析 Presented by: Xuan Zhang, Zhongnan University of Economics and Law Discussant: Jingyun Sun, Lanzhou University
基于动态投资目标下 DC 型养老基金的最优投资策略 Presented by: Jingyun Sun, Lanzhou University Discussant: Yan Zeng, Sun Yat-sen University
Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramer-Lundberg model Presented by: Yan Zeng, Sun Yat-sen University Discussant: Jun Long, Sun Yat-sen University |
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分会场二十二 资本市场与公司财务 11-1 8:30-10:10 中天世纪大酒店 明理厅 |
主持人（Session Chairs） 1. 刘玉珍, 北京大学 2. 徐明威, 辽宁大学 |
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市场流动性影响上市公司股利决策吗?——来自中国A股市场的经验证据 Presented by: Maoliang Li, XIamen University Discussant: Peng Ziqian, Wuhan University
中国股票市场聪明投资者行为研究 Presented by: Mingmao Deng, Shanghai University of Finance and Economics Discussant: Qi Gu, Shanghai University of Finance and Economics
现金股利与权益资本成本 Presented by: Peng Ziqian, Wuhan University Discussant: Maoliang Li, XIamen University
卖空机制与盈余管理 Presented by: Qi Gu, Shanghai University of Finance and Economics Discussant: Mingmao Deng, Shanghai University of Finance and Economics |
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分会场二十三 资产价格的可预测性 11-1 8:30-10:10 中天世纪大酒店 厚德厅 |
主持人（Session Chairs） 1. Yuming Fu, National University of Singapore 2. 唐文进, 中南财经政法大学 |
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隐含波动率曲面的可预测性—来自台指期权市场的实证研究 Presented by: Yongjie Zhao, Xiamen University Discussant: Jiang Chen, Xiamen University
Asset Risk Premiums in a Production Economy with Housing Presented by: Xiongchuan Lai, Zhongnan University of Economics and Law Discussant: Feng He, Tianjin University;Université Paris1 - Panthéon-Sorbonne
China Stock analyst recommendation and stock reaction with different political connection Presented by: Feng He Tianjin University;Université Paris1 - Panthéon-Sorbonne Discussant: Yongjie Zhao, Xiamen University
期权隐含尾部风险及其对股票收益率的预测 Presented by: Jiang Chen, Xiamen University Discussant: Yuming Fu, National University of Singapore |
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分会场二十四 国际金融1 11-1 8:30-10:10 中天世纪大酒店 仲弘厅 |
主持人（Session Chairs） 1. 杨胜刚, 湖南大学 2. 朱孟楠, 厦门大学 |
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汇率变动对企业价值影响的门限效应研究——基于中国企业的分行业研究 Presented by: Xue Chang, Sichuan University Discussant: Li Honghan, HuaXia bank Co.,Ltd.
人民币国际化程度测算：指数构建与影响因素分析 Presented by: Tan Xiaoyu, Wuhan University Discussant: Xue Chang, Sichuan University
基于DSGE模型的货币政策与微观经济主体联动效应研究 Presented by: Li Honghan, HuaXia bank Co.,Ltd. Discussant: Jianping Ding, Shanghai University of Finance and Economics
加入人民币的SDR汇率波动：稳定性与代表性的检验 Presented by: Jianping Ding, Shanghai University of Finance and Economics Discussant: Tan Xiaoyu, Wuhan University |
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分会场二十五 资产定价1 11-1 8:30-10:10 中天世纪大酒店 明昭厅 |
主持人（Session Chairs） 1. 史永东, 东北财经大学 2. John Wei, Hong Kong University of Science and Technology |
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Q-theory, Mispricing, and Profitability Premium: Evidence from China Presented by: Guohao Tang, Central University of Finance & Economic Discussant: Liyan Han, Beihang University
Dierences of Opinions of the Volatility and Asset Pricing Presented by: Yi Xue, University of International Business and Economics Discussant: Zhun Li, University of Electronic Science and Technology of China
中国证券市场的绿色激励：一个四因素模型 Presented by: Liyan Han, Beihang University Discussant: Guohao Tang, Central University of Finance & Economic
Exercise and Creation of Growth Options and Asset Risk Premium Presented by: Zhun Li, University of Electronic Science and Technology of China Discussant: Yi Xue, University of International Business and Economics |
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分会场二十六 金融市场与金融机构2 11-1 8:30-10:10 中天世纪大酒店 白水厅 |
主持人（Session Chairs） 1. 龙超, 云南财经大学 2. 陈守东, 吉林大学 |
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成本粘性与企业生产效率 Presented by: Li Wang, Huazhong University of Science and Technology Discussant: Qianqian Zhang, Southwestern University of Finance and Economics
风险投资、创新能力与公司 IPO 的市场表现 Presented by: Yeqing Zhang, Tsinghua University Discussant: Lei Li, Tsinghua University
The Relationship Between the Innovation Investment and Stock Market Performance in GEM Firms: Based on the Company’s Internal and External Perspective Presented by: Qianqian Zhang, Southwestern University of Finance and Economics Discussant: Li Wang, Huazhong University of Science and Technology
Do Foreign Institutional Investors Stabilize the Capital Market and Enhance Firms’ Profitability? Presented by: Lei Li, Tsinghua University Discussant: Yeqing Zhang, Tsinghua University |
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分会场二十七 数量金融与量化投资2 11-1 10:30-12:10 中天世纪大酒店 博文厅 |
主持人（Session Chairs） 1. Yong Fang, 中国科学院 2. 刘波, 电子科技大学 |
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Dynamic Consistent Generalized \alpha-Maxmin Expected Utility Presented by: Qian Lin, Wuhan University Discussant: Yong Fang, 中国科学院
Forecasting Realized Volatility by Multiplicative Decomposition Presented by: Yanchu Liu, Sun Yat-sen University Discussant: Qian Lin, Wuhan University
Analysis of volatility spillover among RMB Onshore and Offshore Forward Exchange Rate Markets based on the GC-MSV model Presented by: Ling Feng, Fuzhou University Discussant: Yanchu Liu, Sun Yat-sen University
沪深股市长期波动趋势与长期动态相关 Presented by: Han Liu, Jilin University Discussant: Ling Feng, Fuzhou University |
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分会场二十八 企业融资 11-1 10:30-12:10 中天世纪大酒店 明理厅 |
主持人（Session Chairs） 1. 李春涛, 中南财经政法大学 2. 汪昌云, 中国人民大学 |
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Does Equity Connection Alleviate the Collateral Requirements of Loans between Firms? Presented by: Fangji Jin, Huazhong University of Science and Technology Discussant: Li Du, Huazhong University of Science and Technology
信用担保网络的负面效应：传导机制与制度诱因 Presented by: Haiming Liu, Shandong University Discussant: Mingmao Deng, 上海财经大学，上海对外经贸大学
地理邻近、信息和企业内部资本市场的贷款定价 -来自中国企业集团内部借贷交易的证据 Presented by: LI DU, Huazhong University of Science and Technology Discussant: Fangji Jin, Huazhong University of Science and Technology
大股东减持与定向增发过程中掏空行为研究 Presented by: Mingmao Deng, 上海财经大学, 上海对外经贸大学 Discussant: Haiming Liu, Shandong University |
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分会场二十九 国际金融2 11-1 10:30-12:10 中天世纪大酒店 厚德厅 |
主持人（Session Chairs） 1. 张学勇, 中央财经大学 2. 丁建平, 上海财经大学 |
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Be Cautious for Chinese Capital Account liberalization-------Perspective from DSGE Policy Simulation Presented by: Yang hai, Fudan University Discussant: Ke Chen, Hunan University
异质性投资视角下短期国际资本流动与资产价格 Presented by: Yan Shuai, Xiamen University Discussant: Zhen Yi, Capital University of Economics and Business
An Empirical Study on the Term Structure of China’s Foreign Exchange Reserve Investment Presented by: Ke Chen, Hunan University Discussant: Yang hai, Fudan University
人口结构与经常账户—一个DSGE模型分析 Presented by: Zhen Yi, Capital University of Economics and Business Discussant: Yan Shuai, Xiamen University |
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分会场三十 资产定价2 11-1 10:30-12:10 中天世纪大酒店 仲弘厅 |
主持人（Session Chairs） 1. 刘莉亚, 上海财经大学 2. 叶永刚, 武汉大学 |
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信息不对称与IPO溢价：基于地理距离的视角 Presented by: Yonghong Jin, East-China University of Science and Technology Discussant: Tao Jiang, University of International Business and Economics
银企关系、贷款额度与借贷行为：来自我国企业银团的经验 Presented by: Tao Jiang, University of International Business and Economics Discussant: Yonghong Jin, East-China University of Science and Technology
劳动投资效率、企业性质与资产收益率 Presented by: Junyi Xiang, Huazhong University of Science and Technology Discussant: Yongmin Zhang, University of Nottingham Ningbo China
A New Futures Pricing Model with Liquidity Adjustment Presented by: Yongmin Zhang, University of Nottingham Ningbo China Discussant: Junyi Xiang, Huazhong University of Science and Technology |
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分会场三十一 金融市场与金融机构3 11-1 10:30-12:10 中天世纪大酒店 明昭厅 |
主持人（Session Chairs） 1. 陆军, 中山大学 2. 宋清华, 中南财经政法大学 |
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从钱庄典当到小贷公司：中国民间金融发展的历史持续性 Presented by: Bo Zhang, Shandong University Discussant: Lei Gao, Shandong University
中国商品期货金融化了吗？——来自国际股票市场的证据 Presented by: Libo Yin, Central University of Finance and Economics Discussant: Chien-Chung Nieh, Tamkang University
Value Creation in Private Equity-Sponsored Leveraged Buyouts: Estimating a Many-to-Many Matching Game Presented by: Lei Gao, Shandong University Discussant: Bo Zhang, Shandong University
The Exchange Market Contagion in an Asymmetric Framework before and after Abenomics Presented by: Chien-Chung Nieh, Tamkang University Discussant: Libo Yin, Central University of Finance and Economics |
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分会场三十二 公司并购 11-1 10:30-12:10 中天世纪大酒店 白水厅 |
主持人（Session Chairs） 1. Jieying Hong, ESSEC Business School 2. 杨徳勇, 北京工商大学 |
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A unified theory of forward- and backward-looking M&As and divestitures Presented by: Qing Ma, Hong Kong University of Science and Technology Discussant: Zhang Ying-chun, University of Electronic Science and Technology of China
Corporate Cultural Spillover and Synergistic Gains: Evidence from Mergers and Acquisitions Presented by: Weijie Lu, City University of Hong Kong Discussant: Jieying Hong, ESSEC Business School
Capital Expenditures, Asset Divestitures and Stock Returns Presented by: Zhang Ying-chun, University of Electronic Science and Technology of China Discussant: Qing Ma, Hong Kong University of Science and Technology
Optimal Financial Contracting in Strategic Alliances Presented by: Jieying Hong, ESSEC Business School Discussant: Weijie Lu, City University of Hong Kong |
