陈宇峰
研究方向:
Cross Section of Options and Aggregate Stock Returns导师团队:
Principle Supervisor: Dr. Edwin Ruan IBSS Co-supervisor: Dr. Jia Zhai UoL Supervisor: Prof. Chardin Wese Simen丁寅泰
研究方向:
Option Pricing Based Machine Learning Models导师团队:
Principle Supervisor: Dr. Jia Zhai IBSS Co-supervisor: Dr. Shimeng Shi何苗
研究方向:
Impact of Financial Inclusion on Economic Growth: Evidence from China’s Small and Micro Enterprises导师团队:
Principle Supervisor: Dr. Ye Bai IBSS Co-supervisor: Dr. Fan Liu UoL supervisor: Dr. Michalis P. Stamatogiannis季皓珺
研究方向:
Path-Dependent Portfolio Theory and Asset Pricing: an integrated partial sample regression and machine learning approach导师团队:
Principle Supervisor:Dr. Tony He IBSS Co-supervisor: Dr. Jiatao Liu梁爽
研究方向:
The Causal Effects of Media Coverage: Evidence from Stock Price Reactions to Earnings Announcements of Dual-Listed A-H Shares导师团队:
Principle Supervisor: Prof. Stephen Gong IBSS Co-supervisor: Dr. Brian Wright陆若晨
研究方向:
The Role of Investor Attention in Chinese Stock Market导师团队:
Principle Supervisor:Dr. Qing Ye IBSS Co-supervisor: Dr. Minjoo Kim(UoL) UoL supervisor: Dr. Minjoo Kim(UoL)单祎敏
研究方向:
A Comparative Study of US & China Stock Market Performances under Government Intervention against Public Health Crisis
导师团队:
Principle Supervisor:Dr. Yang Chen
IBSS Co-supervisor: Dr. Yajun Xiao
科研成果:
- Yimin Shan Shan, Y., Chen, Y. and Xiao, Y., 2023. Monetary policy as market stabilizer in the COVID-19 pandemic. Finance Research Letters, 55, p.103960.
杨傲
研究方向:
Momentum Premium Research Proposal Empowered by Deep Reinforcement Learning
导师团队:
Dr. Qing Ye
Dr. Jia Zhai
科研成果:
- Ao Yang Yang, A., Ye, Q., & Zhai, J. (2023). Volatility forecasting with Hybrid-long short-term memory models: Evidence from the COVID-19 period. International Journal of Finance & Economics, 1–21. https://doi.org/10.1002/ijfe.2805