廈門大學(xué)王亞南經(jīng)濟(jì)研究院金融學(xué)老師：陳海強(qiáng) 正文

副教授
美國康奈爾大學(xué)經(jīng)濟(jì)學(xué)博士
電話：0592-2186795
電子郵件：hqchen2009@gmail.com
辦公室：經(jīng)濟(jì)樓A204

?工作經(jīng)歷
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2011-2013
Associate Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2013-

?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

?研究興趣
Financial Econometrics, Time series Econometrics, Financial Economics

?教學(xué)興趣
Time series analysis, Econometrics, Financial Economics, Derivative Analysis

?研究成果
期刊論文
1. Recent Macroeconomic Stability in China (with Q. He), China Economic Review, forthcoming, SSCI. (Corresponding Author)
2. Robust Estimation and Inference for Threshold Models with Integrated Regressors, Econometric Theory, forthcoming, SSCI.
3. Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines (with Ying Fang and Yingxing Li), Econometric Theory, forthcoming, SSCI.
4. Does the Introduction of Stock Index Futures Reduce Chinese Stock Market Volatility? A Panel Data Evaluation Approach (with Q. Han, Y.X. Li and K. Wu), Journal of Futures Markets (SSCI), forthcoming.
5. How Smooth is Price Discovery, Evidence from Cross-listed Stock Trading (with M.S. Choi and Y. Hong), 2013, Journal of International Money and Finance (32) 668-699.
6. 現(xiàn)金流波動(dòng)、盈利穩(wěn)定性與公司價(jià)值：基于滬深上市公司的實(shí)證研究，(with韓乾，吳鍇)?！督鹑谘芯俊?，2012 第九期。
7. Does Information Vault Niagara Falls? Cross-listed Trading in New York and Toronto, (with M.S. Choi), 2012，Journal of Empirical Finance 19, 175-199.
8.  “The Theory and Applications of TAR Model with two Threshold Variables” (with J. Bai and T.L. Chong), 2012，Econometric Reviews, 31, 142–170.
9. “Are Chinese Stock Market Cycles Duration Independent?” (with Z. Li and T.L. Chong), Financial Review,46 (1) 2011, pp 151-164.
10. “An investigation of duration dependence in the American stock market cycle” (with Z. Li, T.L. Chong and M.J. Hinich), Journal of Applied Statistics 37 (8), 2010, pp 1407-1416.
11. “A Principal-Factor Approach to Measuring Investor Sentiment” (with T.L. Chong and X. Duan), Quantitative Finance 10(4), 2010, pp. 339-347.

?研究項(xiàng)目
非線性協(xié)整模型的有效估計(jì)、檢驗(yàn)及其應(yīng)用,國家自然科學(xué)基金青年科學(xué)基金項(xiàng)目,2013.01-2015.12

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