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学术研究及中英文论文成果

作者:CAFD | 发布日期:2012-10-21 12:00:00

     

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 ReviewFinancial 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 BalversYangru 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 KwanAh-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. VoonGuangzhong Li
Applied Economics
SSCI
2006
Risk, Uncertainty and China’s Exports
Jimmy Ran
Jan P. VoonGuangzhong 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. VoonGuangzhong 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 RanGuangzhong 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. VoonGuangzhong 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