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

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