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.
