师资资源
张麒
- 系 别:金融系
- 办公电话:+86 (0)21 52301280
- 职 称:副教授
- 电子邮箱:zhang.qi@sjtu.edu.cn
教师简介
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张麒,上海交通大学安泰经济管理学院金融学副教授,博士生导师,金融硕士项目学术主任。曾任教于英国利兹大学和杜伦大学。于2003年和2006年在清华大学经济管理学院获得经济学学士和硕士学位,并于2011年在利兹大学获得金融学博士学位。
主要研究领域为金融市场,资产定价,行为金融,和银行学。学术研究发表于Review of Financial Studies, Journal of Accounting and Economics, Journal of Financial and Quantitative Analysis 等期刊。分别获得2017,2019,2022中国金融研究年会最佳论文奖。2022年入选上海市领军人才。
科学研究
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19. Cai, C. X., Li P., Keasey K. & Zhang, Q. (2021) Market Development, Information Diffusion and the Global Anomaly Puzzle. Journal of Financial and Quantitative Analysis, forthcoming.
18. Pearson, N., Yang Z. & Zhang, Q. (2021) The Chinese Warrants Bubble: Evidence from Brokerage Account Records. The Review of Financial Studies 34(1), 264-312.
17. Clacher, I., Shields, K. & Zhang,Q. (2019). Negative tone in lobbying the international accounting standards board. The International Journal of Accounting 54(3), 1950011.
16. Cai, C. X., Kim, M., Shin, Y. & Zhang, Q. (2019). FARVaR: Functional Autoregressive Value-at-Risk. Journal of Financial Econometrics 17(2): 284-337.
15. Koutmos, D, Wu, B & Zhang, Q. (2019). In Search of Winning Mutual Funds in the Chinese Stock Market. Review of Quantitative Finance and Accounting 54, 589–616.
14. Cai, C. X., McGuinness, P.B. & Zhang, Q. (2018). Credit scores and the performance of newly-listed stocks: An exploration of the Chinese A-share market. Review of Quantitative Finance and Accounting 51(1): 79-111.
13. Cai, C.X., Li, P. & Zhang, Q. (2018). Overreaction to growth opportunities: an explanation of the asset growth anomaly. European Financial Management 25(4), 747-776.
12. Cai, C.X., Mobarek, A. & Zhang, Q. (2017). International Stock Market Leadership and its Determinants. Journal of Financial Stability 33: 150-162.
11. Cai, C. X., McGuinness, P. B. & Zhang, Q. (2017). Capital account reform and short- and long-run stock price leadership. European Journal of Finance 23(10): 916-945.
10. Abouraschi, N., Clacher, I., Freeman, M., Hillier, D., Kemp, M. & Zhang, Q. (2016). Pension plan solvency and extreme market movements: A regime switching approach. European Journal of Finance 22(13): 1292-1319.
9. Toms, S. & Zhang, Q. (2016). Marks & Spencer and the Decline of the British Textile Industry, 1950-2000. Business History Review 90(01): 3-30.
8. Cai, C. X. & Zhang, Q. (2016). High-Frequency Exchange Rate Forecasting. European Financial Management 22(1): 120-141. 1.8, 7
7. Zhang, Q., Vallascas, F., Keasey, K. & Cai, C. X. (2015). Are Market-Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors? Journal of Money, Credit and Banking 47(7): 1403-1442.
6. Zhang, Q., Cai, C.X. & Keasey, K. (2014). The profitability, costs and systematic risk of the post-earnings announcement drift trading strategy. Review of Quantitative Finance & Accounting 43(3): 605-625.
5. Jiang, P., Cai, C. X., Keasey, K., Wright, M. & Zhang, Q. (2014). The role of venture capitalists in small and medium-sized enterprise initial public offerings: Evidence from China. International Small Business Journal 32(6): 619-643.
4. Zhang, Q., Cai, C.X. & Keasey, K. (2013). Market reaction to earnings news: A unified test of information risk and transaction costs. Journal of Accounting and Economics 56(2-3): 251-266.
3. Cai, C.X., Kyaw, K. & Zhang, Q. (2012). Stock index return forecast: The information of the constituents. Economics Letters 116(1): 72-74.
2. Cai, C.X., McGuinness, P.B. & Zhang, Q. (2011). The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares. Journal of Banking and Finance 35(8): 2123-2136.
1. Zhang, Q., Cai, C.X. & Keasey, K. (2009). Forecasting using high-frequency data: A comparison of asymmetric financial duration models. Journal of Forecasting 28(5): 371-386.
主讲课程
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主要讲授课程包括公司金融,公司治理,金融数据分析方法等课程。