学术研究
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学术研究及中英文论文成果
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 Review和Financial 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等着名国际期刊。在国内着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。出版英文着作3部，中文着作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
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发表时间
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论文题目
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作者
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期刊名称
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SCI/SSCI收录情况
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2006
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Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market
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Min Qi,
Yangru Wu
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Journal of Money Credit and Banking
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SSCI
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2006
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Momentum and Mean Reversion across National Equity Markets
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Ronald Balvers，Yangru Wu
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Journal of Empirical Finance
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SSCI
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2006
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A Comparative Study of the Finite-sample Performance of Some Portmanteau Tests for Randomness of a Time Series
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Andy Kwan，Ah-Boon Sim， Yangru Wu
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Computational Statistics and Data Analysis
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SCI
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2006
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Does China Really Lose from RMB Revaluation: Evidence from Some Export Industries
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Jimmy Ran，
Jan P. Voon，Guangzhong Li
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Applied Economics
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SSCI
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2006
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Risk, Uncertainty and China’s Exports
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Jimmy Ran，
Jan P. Voon，Guangzhong Li
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Australian Economic Papers
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SSCI
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2006
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Effects of Real Exchange Rate Volatility and Misalignment on Commodity Exports: The Case of China
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Jimmy Ran，
Jan P. Voon，Guangzhong Li
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China, Hong Kong and the World Economy
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2006
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Comparison of Some of the Macro Determinants for the HK-Macao Direct Investment in Guangzhou and Shenzhen
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Jimmy Ran，Guangzhong Li
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Economic Development between Hong Kong and The Pearl River Triangle Delta
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2006
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Western Effects of Eastern Inputs: Reconsiderations of the Western Development in China
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Jimmy Ran，
Zhou Guo Liang
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CEPA, The Pearl River and Yangtze River Triangle Delta Areas, and Regional Economic Cooperation
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2006
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Can High Reserves Offset Weak Fundamentals? A Simple Model of Precautionary Demand for Reserves
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Jie Li, R. Rajan
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Economia Internazionale (International Economics)
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SSCI
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2006
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Low Wage and Low Labor Standard in China: A Substitute Explanation of “The Race-to-the-bottom”
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Sheng Li
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The Chinese Economy after WTO Accession
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2006
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Does China Really Lose from RMB Revaluation? Evidence from Some Export Industries
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Jimmy Ran，
Jan P. Voon，Guangzhong Li
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Applied Economics
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SSCI
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2006
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Risk, Uncertainty and China’s Exports
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Jimmy Ran, Jan P. Voon, Guangzhong Li
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Australian Economic Papers
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SSCI
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2006
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Growth and stability of agricultural production in Hawaii: A portfolio analysis
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Junning Cai, PingSun Leung
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Economic Issues
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2006
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Export performance of frozen cultured shrimp in the Japan, U.S. and EU markets: A global assessment
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Junning Cai, PingSun Leung
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Shrimp Farming: Economics, Market, and Trade
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2006
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Tourism's forward and backward linkages
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Junning Cai, PingSun Leung, James Mak
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Journal of Travel Research
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SSCI
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2006
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An overview of China's cultured shrimp industry
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Yongming Yuan, Junning Cai, PingSun Leung
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Shrimp Farming: Economics, Market, and Trade
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2007
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How Does FDI Affect China? Evidence from Industries and Provinces
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Jimmy Ran,
Jan P. Voon, Guangzhong Li
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Journal of Comparative Economics
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SSCI
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2007
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Examining the Interactions of High Reserves and Weak Fundamentals
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Jie Li
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Applied Economics Letters
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SSCI
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2007
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How Does FDI Affect China Nowadays? Evidence from Different Industries and Provinces
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Jimmy Ran,
Jan P. Voon, Guangzhong Li
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Journal of Comparative Economics
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SSCI
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2007
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The forward Puzzle: Long-memory Bias and Short-term Expectation
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Fang Liu,
Piet Sercu
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Asia-Pacific Journal of Financial Studies
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SSCI
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2007
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Endogenous Markups,Intensity of Competition and Persistence of Business Cycles
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Junxi Zhang
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Southern Economic Journal
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SSCI
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2007
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Comparative advantage of selected agricultural products in Hawaii: A revealed comparative advantage assessment
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Junning Cai,PingSun Leung, Matthew Loke
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Economic Issues
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2007
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Do Hawaii producers pay higher freight costs for agriculture shipments to the US mainland market than their foreign competitors?
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Junning Cai, PingSun Leung, Matthew Loke
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Economic Issues
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2007
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A review of comparative advantage assessment approaches in relation to aquaculture development
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Junning Cai,PingSun Leung,
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Species and System Selection for Sustainable Aquaculture
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2008
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Effective Fair Pricing of International Mutual Funds
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Choong Tze Chua, Sandy Lai,
Yangru Wu
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Journal of Banking and Finance
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SSCI
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2008
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Effects of Foreign Currency Component in Monetary Aggregates on Money Neutrality
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Jimmy Ran,
Jan P. Voon, Guangzhong Li
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Economics Letters
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SSCI
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2008
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Analysis of the Impacts of the Number of Bidders upon Bid Values: Implications for contractor Prequalification and Project Timing and Bundling
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Sheng Li,
Joshua Foulger, Peter W. Philips
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Public Works Management & Policy
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2008
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Effects of Foreign Currency Component in Monetary Aggregates on Money Neutrality
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Jimmy Ran,
Jan P. Voon, Guangzhong Li
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Economics Letters
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SSCI
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2008
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Causality and Variance Spillover among European Government Bond Market
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Guangzhong Li, James Refalo,
Lifan Wu
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Applied Financial Economics
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2008
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A Continuous Relationship between Audit Firm Size and Audit Quality: Evidence from China
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Chuntao Li,
Frank Song,
Sonia Wong
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International Journal of Auditing
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2008
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Comparative advantage trends of selected Hawaii agricultural products in the US mainland market
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Run Yu,
Junning Cai,
PingSun Leung,
Matthew Loke
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Economic Issues
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2008
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The normalized revealed comparative advantage index
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Run Yu,
Junning Cai, PingSun Leung
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Annals of Regional Science
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SSCI
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2008
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Fundamental Paper Wealth and Monetary Policy
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Junning Cai
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Trends in Monetary Policy Issues
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2008
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Towards a more general measure of revealed comparative advantage variation
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Junning Cai,PingSun Leung
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Applied Economics Letter
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SSCI
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2008
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Why Bidding Firms Do not Hire Financial Advisors in Mergers and Acquisitions
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Shenghui Tong,
Davidson,
Proctor
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Corporate Ownership & Control
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2009
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FDI and Technology Transfer under Uncertainty in a Liberalizing Host Economy
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Jie Li,R. Rajan
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International Economic Journal
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2009
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The Forex Forward Puzzle: the Career Risk Hypothesis
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Fang Liu,
Piet Sercu
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Financial Review
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2009
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The Forward Puzzle: the Roles of Exchange-Rate Regime and Base-Currency Strength
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Fang Liu,
Piet Sercu
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World Economy
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2009
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Managerial Incentives CEO Characteristics and Corporate Innovation in China’s Private Sector
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Chen Lin, Ping Lin, Frank Song, Chuntao Li
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Journal of Comparative Economics
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SSCI
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2010
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Optimal Transaction Filters under Transitory Trading Opportunities: Theory and Empirical Illustration
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Ronald Balvers, Yangru Wu
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Journal of Financial Markets
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SSCI
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2010
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Does Oil Price Shock Affect a Small Non-oil Producing Economy? Evidence from Hong Kong
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Jimmy Ran,
Jan P. Voon,
Guangzhong Li
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Pacific Economic Review
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SSCI
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2010
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Convergence to efficiency in FTSE-100 futures market
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D. Lien,
J. Xiang
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International Journal of Financial Markets and Derivatives
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2010
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Price Discovery for Segmented US-listed Chinese Stocks: Location or Market Quality
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K. C. Chen,
Guangzhong Li,
Lifan Wu
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Journal of Business Finance and Accounting
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SSCI
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2010
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What Happened to Oil Price-Macroeconomy Relationship in Hong Kong
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Jimmy Ran,
Jan P Voon, Guangzhong Li
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Pacific Economic Review
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SSCI
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2010
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Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis）
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Thomas Chiang,
Jiandong Li,
Lin Tan
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Global Finance Journal
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2010
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Debt Maturity Structure, Agency Costs, and Firm Value: Evidence from 1973-2004
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Shenghui Tong,
Pornsit
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Journal of Financial and Economic Practice
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2011
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Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
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Peter Phillips,
Yangru Wu,
Jun Yu
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International Economic Review
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SSCI
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2011
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Risk Adjustment and Momentum Sources
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Jun Wang, Yangru Wu
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Journal of Banking and Finance
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SSCI
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2011
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Momentum Trading, Mean Reversal and Overreaction in Chinese Stock Market
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Yangru Wu
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Review of Quantitative Finance and Accounting
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2011
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Volatility in Macro Fundamentals across Exchange Rate Regimes: A Theoretical Exploration
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Jimmy Ran,
Hong Wu
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International Journal of Economics and Finance
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SSCI
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2011
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Economic Growth Interactions between the Han Majority and Minority Regions: Reconsidering the Role of Bank Loans in China
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Jimmy Ran,
Maia Zhou
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Studies on Financial Risks in Rural China
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2011
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Currency Crises: Can High Reserves Offset Vulnerable Fundamentals?
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Jie Li, Yuanfen Ouyang
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Applied Economics
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SSCI
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2011
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Construction Procurement Auctions: Do Entrant Bidders Employ More Aggressive Strategies than Incumbent Bidders?
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Sheng Li,
Peter W. Philips
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Review of Industrial Organization
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SSCI
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2011
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In Search of Conclusive Evidence: How to Test for Adjustment to Target Capital Structure
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Armen Hovakimian,
Guangzhong Li
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Journal of Corporate Finance
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SSCI
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2011
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Clawbacks and Cronyism: Evidence from China
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Linda Allen, Guangzhong Li
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Financial Management
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SSCI
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2011
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Revisiting the Expectations Hypothesis: The Japanese Term Structure and Regime Shifts
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Xiaoneng Zhu
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Journal of Economics and Business
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SSCI
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2011
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A Note on the Predictability of Excess Bond Returns and Regime Shifts
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Xiaoneng Zhu
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Finance Research Letters
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SSCI
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2011
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Is the Partial Adjustment Model a Useful Tool for Capital Structure Research?
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Armen Hovakimian, Guangzhong Li
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Review of Finance
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SSCI
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2011
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Exchange Market Pressure Index under Capital Control
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Jie Li
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Applied Economics Letters
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SSCI
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2011
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Revisiting the composition puzzles of the household portfolio: New evidence
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Fangyi Jin
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Review of Financial Economics
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2。发表于中文期刊的论文
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发表时间
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论文题目
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作者
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期刊名称
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CSSCI收录情况
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2006
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非理性交易、交易税与市场波动
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张俊喜
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经济学报
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2006
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审计意见的决定因素：来自中国上市公司的证据
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李春涛
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中国会计评论
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2006
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中国国有企业民营化绩效研究
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张俊喜
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经济研究
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CSSCI
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2006
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实证研究复权分置改革中的政策与策略
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张俊喜
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金融研究
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CSSCI
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2006
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股权结构、高官持股与公司绩效——来自民营上市公司的证据
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李汉军，李维安
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南开管理评论
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CSSCI
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2006
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上市企业治理与绩效间的内生性程度
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李汉军，张俊喜
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管理世界
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CSSCI
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2007
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董事会独立性和有效性的动态分析
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李汉军，张俊喜
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南开经济研究
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CSSCI
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2008
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超额外汇储备的宏观风险对冲机制
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梅松、李杰
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世界经济
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CSSCI
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2008
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会计利润的信息含量: 来自中国上市公司的证据
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李春涛
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经济学报
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2009
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取消抵押房产赎回程序介绍
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李建栋
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经济问题
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2009
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农村金融的新思维：超市兴起与POS银行
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李春涛
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河北金融
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2009
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农村金融的新思维：超市兴起与POS银行
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李春涛
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金融与保险
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2010
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位置对城市存量房价格的影响分析——以北京市为例
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李晟，王兰兰，王胜军
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建筑经济
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2010
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股票拆分和股票红利原因及影响
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李建栋
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新金融
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2010
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中国市政债券政策初讨
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李建栋
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中国金融
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CSSCI
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2010
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重新解读奥肯定律对我国“高增长/低就业”现象的适用性
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李晨
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经济纵横
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CSSCI
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2010
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中国家庭资产组合选择：健康状况和风险偏好
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雷晓燕，周月刚
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金融研究
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CSSCI
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2010
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发展中国家股票市场的动量效应
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文华
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国际金融研究
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CSSCI
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2010
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中国制造业企业的创新活动：所有制和CEO激励的作用
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李春涛, 宋敏
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经济研究
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CSSCI
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2011
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“一站式”服务是现代服务业的根本特征
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李建栋
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了望东方周刊
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2011
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盈利模式的转变源于对需求的捕捉引导
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李建栋
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企业管理
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2011
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从日元国际化道路看人民币国际化
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李建栋
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广西财经学院学报
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2011
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中国上市公司退市模型研究
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同生辉
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经济学动态
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CSSCI
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2011
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大小非解禁对股市的影响分析
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同生辉
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当代经济科学
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CSSCI
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2011
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参考价格分布和股票回报：基于处置效应的分析
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周月刚，雷晓燕
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经济学季刊
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CSSCI
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2011
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民营上市公司和国营上市公司在公司治理上的异同分析
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同生辉, 李春涛
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中国金融
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CSSCI
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2011
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股指期货和股票现货指数之间的互动关系
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李晨,冯继妃
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经济纵横
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CSSCI
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3。出版专着
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出版时间
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着作题目
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作者
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出版单位
|
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2008
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民营上市公司的治理机制与绩效
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李汉军
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中国金融出版社
|
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2008
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Why Investment Banks are Not Used in Some Mergers & Acquisitions
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同生辉
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德国VDM 出版社
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2009
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中国外汇储备投资蓝皮书
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李杰
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中国金融出版社
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2009
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Essays on the Inventory Theory of Money Demand
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李晨
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德国VDM 出版社
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2010
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认识价值论
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李建栋
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中国经济出版社
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2010
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How do Human Capital Assets Affect Cumulative Abnormal Returns during M&A Announcements？
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Surasak (Matt)
Ngammekchai
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德国LAP LAMBERT Academic Publishing
|
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2010
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股指期货从入门到精通
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李建栋
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企业管理出版社
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2011
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投行的逻辑
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同生辉
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中国发展出版社
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2011
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微观金融学导论
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文华
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中国人民大学出版社
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2011
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佛法求财：佛法中的财富智慧
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李建栋
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企业管理出版社
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4。承担科研课题
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课题时间
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项目名称
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项目负责人
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项目来源
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2006
|
采用时域有限差分（FDTD）算法预测城市住宅价格
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李晟
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中央财经大学
|
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2007
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中国外汇储备风险管理研究
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李杰
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教育部青年基金
|
|
2007
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中国外汇储备投资策略研究
|
李杰
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中财121人才工程青年博士基金
|
|
2007
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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
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教育部
|
|
2010
|
中国住房发展状况报告
|
李晟
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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
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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
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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
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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
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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
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住房和城乡建设部
|
|
2011
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基于面板数据的融券市场卖空行为内生性研究
|
李建栋
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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
|