課程時間：2017年12月17日13:30-16:30
上課地點：中财校本部主教樓203（暫定）
主講人：姜富偉
教師簡介：
姜富偉，新加坡管理大學商學院金融學博士，現任bevictor伟德官网副教授。
研究方向：
資産定價，預測，市場異象，行為金融，投資，創業與創新，中國金融市場。
發表論文：
1, “Investor Sentiment Aligned: A Powerful Predictor of Stock Returns”, Review of Financial Studies (金融研究評論; SSCI 金融三大刊) 28, 2015, 791–837, with Dashan Huang, Jun Tu, and Guofu Zhou; 獲Emerald最佳論文獎，2014年中國金融評論國際年會；被 CFA Digest July 2015, Academic Research Monitor of UBS Quant Equity Research; Alpha Architect Blog of Wesley Gray, 中國經濟學教育科研網等轉載
2, “Chinese Stock Market Volatility and the Role of U.S. Economic Variables”, Pacific-Basin Finance Journal (環太平洋金融雜志SSCI) 39, 2016, 70–83, with Jian Chen, Hongyi Li, Weidong Xu
3, “Asset Allocation in Chinese Stock Market: The Role of Return Predictability”, Journal of Portfolio Management (投資組合管理雜志SSCI) 41, 2014, 71–83, with Jian Chen, and Jun Tu
4, “The Chinese Bond Market: Risk, Return and Opportunities”, Journal of Portfolio Management (投資組合管理雜志SSCI) 41, 2014, 110–126, with Longzhen Fan, and Guofu Zhou
5, “Can US Economic Variables Predict the Chinese Stock Market?”, Pacific-Basin Finance Journal (環太平洋金融雜志SSCI) 22, 2013, 69–87, with Jeremy Goh, Jun Tu, and Yuchen Wang
6, "中國股票市場可預測性的實證研究", 《金融研究》2011年第9期107–121 (with David Rapach, Jack Strauss, 凃俊, 周國富)；全美華人金融協會 (TCFA) 2010年度最佳投資論文獎;《金融研究》優秀論文三等獎（2011年度）
7, “Forecasting Chinese Stock Market Volatility with Economic Variables”, Emerging Markets Finance and Trade (新興市場金融與貿易SSCI), 已接受, with Weixian Cai, Jian Chen, and Jimin Hong
8, “Chinese Stock Market Volatility and the Role of U.S. Economic Variables” Pacific-Basin Finance Journal (環太平洋金融雜志), 已接受, with Jian Chen, Hongyi Li, Weidong Xu
工作論文：
"Manager Sentiment and Stock Returns" (with Joshua Lee, Xiumin Martin, and Guofu Zhou)
"Forecasting Stock Returns in Good and Bad Times: The Role of Market States" (with Dashan Huang, Jun Tu, and Guofu Zhou)
"Cost Behavior and Stock Returns" (with Dashan Huang, Jun Tu, and Guofu Zhou)
"Patents, Innovation, and Performance of Venture Capital-backed IPOs" (with Jerry Cao, and Jay Ritter)
"Forecasting Government Bond Risk Premia Using Technical Indicators" (with Jeremy Goh, Jun Tu, and Guofu Zhou)
"Real Estate Collateral and Corporate Innovation" (with Jerry Cao, Jeremy Goh, and Yiwei Yu)
"International Volatility Risk and Chinese Stock Return Predictability" (with Jian Chen, Yangshu Liu, Jun Tu)
"Q-theory, Mispricing, and Profitability Premium: Evidence from China" (with Xinlin Qi, Guohao Tang)
期權交易與股票價格穩定性：來自上證50ETF期權推出的自然實驗 （with Guoshi Tong, 王興）
盈餘分解與股票收益預測 （with 田佳琪（研究生））
新聞媒體文本情緒與股票收益預測 （with 陳一帆，黃康，劉超）
