沙叶舟 一、基本信息
沙叶舟，金融工程系，博士，讲师
邮箱：shayezhou#cueb.edu.cn shayezhou#126.com
办公室：向东楼317
工作电话：(+86) Ⅰ
二、教育背景
2007年9月-2011年7月：首都经济贸易大学工商管理学院工商管理（实验班），管理学学士（北京市优秀毕业生）
2011年9月-2012年9月：Banking and Finance, School of Economics and Finance, Queen Mary, University of London，Master of Science (Distinction)
2013年10月-2018年7月：Finance and Risk, Nottingham University Business School, The University of Nottingham，PhD
三、工作经历
2018年2月-至今：中国铁建重工集团股份有限公司董事会工作部（原证券事务部），外部顾问
四、研究方向
实证资产定价：事件研究、有效市场假说、系统性风险与市场异象、投资组合分析；
公司金融：违约风险和破产风险、公司治理、房地产信托投资基金
五、教学记录
2019-2020学年第一学期：《金融衍生工具》（中文/英文），本科课程
助教：李实（2018级硕士研究生，金融专硕）
《金融市场与机构》（英文），本科课程
2018-2019学年第二学期：《金融衍生品量化策略》 量化金融（专业硕士）课程
助教：吴艳艳（2018级硕士研究生，金融学）
2018-2019学年小学期：Empirical Finance 本硕合班
六、发表论文
Sha, Y., Gao, R. (2019). Which is the Best? A comparison of asset pricing factor models in Chinese mutual fund industry. Economic Modelling. Forthcoming.
七、会议论文和工作论文
（1）审稿中
Limits of Arbitrage and the Distress Puzzle (Submitted to International Review of Economics and Finance)
The Devil is in the detail: Mutual fund style drift, implied risk and performance (2019 Applied Finance, Macroeconomics Performance and Economic Growth conference, Submitted to Economic Modelling)
Dissecting profitability anomaly with industries. (Submitted to Finance Research Letters)
Does default risk matters for REITs investors? (Submitted to International Journal of Strategic Property Management)
An empirical analysis of default on agriculture-related loans: Evidence from China (The 13th BMEB International Conference and Call for Paper, Submitted to Bulletin of Economic and Monetary Policy)
（2）修改中
Insider Trading in China: A conceptual analysis (2019 IEF Conference on Financial and Economic Development in China)
中美贸易战与股票价格反应——以“中国制造2025”为例 (2019年金融开放与发展学术研讨会，北京)
Profitability, corporate governance, and cross-sectional stock returns (2019 Finance in a Changing Global Environment Conference, forthcoming)
Firm Profitability, Distress Risk and Equity Prices. Working Paper
The Inverted Default Risk in the P2P Lending Market: Manipulation or Modelling misclassification? Working Paper
The Tournament Effect of Official and Real Estate Prices: Evidence from China. Working Paper
八、参加会议
2019.4 IEF Conference on Financial and Economic Development in China, Nanjing, China
2019.5 Applied Finance, Macroeconomics Performance and Economic Growth, Beijing, China
2019.5 金融开放与发展学术研讨会，北京，中国
2019.8 WRDS Advanced Research Scholar Program, Beijing, China
2019.8 The 13th BMEB International Conference and Call for Papers, Bali, Indonesia
九、研究项目
系统性风险下的证券投资基金收益研究，首都经济贸易大学新入职青年教师科研启动基金项目，2019-2022，主持
The Study of Distress Puzzle，China Scholars Council (CSC) Funding, UCLA-Lo Pucki Bankruptcy Research supported scheme，2013-2017，主持
十、其他
Journal of Economic Behavior and Organization、Economic Modelling审稿人