南京信息工程大学
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南京信息工程大学
留学生硕士博士导师信息表
所在单位: 经济管理学院 ___________ 职称: ________________________ 副教授 ___________________
指导学科: ________ 工商管理 _______________ 研究方向: _________________ 公司金融; 资本市场 _________
1、基本情况
中文姓名 储小俊 性别 男 出生年月 1976.8
姓名(拼音) Chu Xiaoj un 英语水平 熟练
现职称情况 2014 年 6月获得 副教授职称
最高学历情况 2009 年 6月获得 研究生学历 博士 学位
海外教育背景
2011.9-2012.2 澳大利亚卧龙冈大学访问学者
2、5年来科研论文成果
序号 论文题目 发表刊物名称 发表时间 级另U
1 The impact of in itial public offeri ng
lockup expirati ons on liquidity: Evide
nee from Chin ese stock market Jour nal of Shan ghai Jiaot
ong Uni versity (Scie nee) 2016.2 EI
2 A non li near Gran ger causality test
betwee n stock retur ns and in vestor
sen time nt for Chin ese stock
market: a wavelet-based approach Applied Economics 2016,
Vol 48 Issue 21 SSCI
3 Does con trol-ow nership diverge nee
impair market liquidity in an emerg
ing market? Evide nee from China. Acco un ti ng & Finance 2015,
Vol 55 Issue 3 SSCI
4 Modell ing impact of mon etary policy
on stock market liquidity: a dvn amic
copula approach Applied Economics
Letters 2015,
Vol 22 Issue 10 SSCI
5 外部投资者情绪会驱动内部人 交易吗一一来自中国 A股市场 的经验证据 财经论丛 2015.11 CSSCI
6 农业天气风险管理及产品定价 研究 统计与信息论坛 2015.5 CSSCI
7 基于时变Copula方法的流动 性与收益的非线性动态关系研 究 统计与决策 2013.12 CSSCI
8 股份解禁的微观市场结构效应 研究 南开经济研究 2012.2 CSSCI
9 天气指数保险研究述评 经济问题探索 2012.12 CSSCI
10 股权结构对逆向选择,交易活 动的影响一一基于流动性的观
占
八、、 系统工程 2012.11 CSSCI
3、5年来来承担并承担科研项目(课题)情况
序号 项目级别 科研项目(课题)名称 起止年月 角色及完成情况 1 省部级 考虑投资者情绪的内部人交 易理论模型与实证研究 2015.5-2016.11 主持,正在研究中
2 省部级 风险分散模式下天气指数保 险定价模型与应用研究 2013.5-2014.12
主持,已完成
3 国家级 基于计算金融头验的市场崩 溃与模仿式羊群行为研究 2013.1-2016.12 第二参与人,正在研究中
4 国家级 基于博弈主体利益流动 GERT 网络的经济“泡沫”形成与政 策“对冲”问题研究 2010.1 — 2012.12 第三参与人,已完成
Nanjing University of Information Science & Technology
Information Form of Overseas students'Tutors
School: Economics and Management Title : _____ Associate Professor Subject: Bus in ess man ageme
nt Area of Study: Corporate Finan ce; Capital markets
1. Preliminary Information
Chin ese Name 储小俊 Gen der Male Date of Birth 1976.8
Name (in Pinyin ) Chu Xiaoj un En glish Proficie
ncy Skilled
Current Titles Associate Professor Obta ined on 2014/06 (yy/mm)
Highest Degree □
Bachelor □ Master Doctor Obta ined on 2009/06 (yy/mm)
Overseas
Educati onal 2011.9-2012.2 Visiting Fellow, Uni versity of Wollo ngong, Australia
Experie nee
2. Academic Achievement in Recent Five-year
Num. Topics Published On Publication Date Class of the Publicati on
1 The impact of in itial public offeri ng
lockup expirati ons on liquidity:
Evidence from Chinese stock market Journal of Shan ghai
Jiaot ong Uni versity
(Scie nce) 2016.2 EI
2 A non li near Gran ger causality test
betwee n stock retur ns and in vestor
sen time nt for Chin ese stock
market: a wavelet-based approach Applied Economics 2016,
Vol 48 Issue 21 SSCI
3 Does con trol-ow nership diverge nce
impair market liquidity in an emerg
ing market? Evide nce from China. Acco unting & Finance 2015,
Vol 55 Issue 3 SSCI
4 Modell ing impact of mon etary policy
on stock market liquidity: a dyn amic
copula approach Applied Economics
Letters 2015,
Vol 22 Issue 10 SSCI
5 Does Outside In vestor Sen time nt
Drive In sider
Trading?---Evide nce from Chin ese
A-share Market (in Chin ese) Collected Essays on
Finance and Economics 2015.11 CSSCI
6 Research on Agricultural Weather
Risk Man ageme nt and Products
Pricin g(i n Chin ese) Statistics & In formati on
Forum 2015.5 CSSCI
7 Research on Non li near Dyn amic
Relati on ship betwee n Liquidity and
Retur ns Based on Time-Vary ing
Copula Method (in Chin ese) Statistics and Decisi on 2013.12 CSSCI
8 The Study of Microstructure Effect of
Non-Tradable Shares Lockup
Expirati on The View
of Liquidity(i n Chin ese) Nan kai Econo mic
Studies 2012.2 CSSCI
9 The Review on weather in dex in
sura nce(i n Chin ese) In quiry into Econo mic
Issues 2012.12 CSSCI
10 The Effect of Corporate Own ership
Structure on Adverse Selectio n and
Trad ing Activities The View point of
1 iquid i ty(in Chinese) Systems Engin eeri ng 2012.11 CSSCI
3. Research Projects Undertaken in Recent Five-year
Num. Class of the Project Name of the Project Comme nceme nt Date & Deadli ne Role in the Project &
Project Progress
1 China Postdoctoral
Fund Project Research on theoretical
model and empirical an
alysis for in sider tradi
ng based on in vestor
sen time nt 2015.5-2016.11 Prese nter, Un der
Study ing
2 China Postdoctoral
Fund Project Pricing and applicati on
for weather in dex in
sura nee un der risk
diversification mode 2013.5-2014.12 Prese nter, Completed
3 Natio nal Natural
Science Foun dati on
Project The Experime ntal
Research of Computati
onal Finance in the
Market Crash and the
imitat ing Herding
Behavior 2013.1-2016.12 The third participa nt, Un
der Study ing
4 Natio nal Natural
Science Foun dati on
Project Research on the
formation of GERT n
etwork economy
"bubble" and policy