陳思翀[中南財經政法大學金融學院副教授]

陳思翀[中南財經政法大學金融學院副教授]
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中南財經政法大學金融學院副教授。2010年3月獲日本一橋大學商學(金融)博士學位,2010年4月起任日本一橋大學商學研究科講師,2011年6月起任現職。

講授課程

貨幣金融學(本科、雙語)。

研究領域

資產定價;股利政策與資本結構;金融機構與監管;金融市場與實體經濟;日本金融體系。

發表論文

·“The Predictability of Aggregate Japanese Stock Returns: Implications of Dividend Yield,” Single Author, International Review of Economics and Finance, forthcoming.

·“Capital Ratios and the Cross-Section of Bank Stock Returns: Evidence from Japan,”

Single Author, Journal of Asian Economics, (2011) Vol. 22, No. 2.pp. 99-114. (Leading Article)

·“What Drives the Time-Series and Cross-Sectional Variations in Bank Capital Ratios: Evidence from Japan,” Single Author, Pacific Economic Review, (2010) Vol. 15, No. 5.pp. 743-755.

·“Exploring the Driving Force and Price Adjustment of the J-REIT Market,” Single Author, Economics Bulletin, (2008) Vol. 7, No. 4, pp. 1-9.

·“Volatility Spillover between Chinese and Major International Stock Markets: A Causality in variance Approach,” with Liu Cheng, and Tu Hong, The Empirical Economics Letters, (2008) Vol. 7, No. 11, pp. 1091-1098.

·“中國與國際證券市場間的風險傳導模式——基於方差因果性研究的新證據”, 共著with劉程《世界經濟文匯》2008年第5期, pp. 30-44.

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