童庆 系别：财务与金融系 职称：教授 电话：8 邮箱：tongqing@rmbs.ruc.edu.cn 地址：明德商学楼1003 院内行政职务：财务与金融系系副主任



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个人简历
主要教育经历
博士， 金融， 戈伊祖塔商学院，埃默里大学， 2005.7-2010.6
硕士， 数学， 弗吉利亚理工大学，2001.8-2003.6
本科， 计算数学及其应用软件， 复旦大学， 1997.9-2001.7
职业认证：特许金融分析师（CFA, CFA Institute）2014起
主要工作经历
教授， 商学院， 中国人民大学， 2018.9-
助理教授， 李光前商学院， 新加坡管理大学，2010.7-2018.6



研究方向
资产定价、市场异象与交易策略、市场流动性、市场微观结构、基金业绩分析、行为金融


讲授课程
数理分析方法、资产定价


研究成果
主要学术论文：
“Sell-Order Illiquidity and the Cross-Section of Expected Stock Returns”(with Michael Brennan, Tarun Chordia, and Avanidhar Subrahmanyam)
2012,Journal of Financial Economics, vol.105, 523–541.
“Mutual Fund Industry Selection and Persistence” (with Jeffrey Busse)
2012,The Review of Asset Pricing Studies, vol. 2, 245-274.
·“Industry-Based Style Investing”(with Russell Jame)
2014, Journal of Financial Markets, 19, 110-130.
“Have Capital Market Anomalies Attenuated in the Recent Era of High Liquidity and Trading Activity?” (with Tarun Chordia and Avanidhar Subrahmanyam)
2014,Journal of Accounting and Economics, vol.58, 41-58.
“Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation ”(with Tarun Chordia, Amit Goyal, Yoshio Nozawa and Avanidhar Subrahmanyam)
2017,Journal of Financial and Quantitative Analysis,vol.52, 1301-1342.
“Order Flow Volatility and Equity Costs of Capital”(with Tarun Chordia, Avanidhar Subrahmanyam and Jianfeng Hu)
Management Science, forthcoming.
“Trading Regularity and Fund Performance”(with Jeffrey Busse, Lin Tong and Zhe Zhang)
The Review of Financial Studies, forthcoming
“Option Return Predictability” (with Jie Cao, Bing Han, and Xintong Zhan)
(R&R, The Review of Financial Studies)

社会兼职及荣誉
社会兼职
主要海外金融期刊评审：
The Review of Financial Studies，Management Science, Journal of Financial and Quantitative Analysis, Review of Finance, Journal of Financial Markets, Financial Management, Journal of Banking and Finance, Journal of Empirical Finance，European Financial Management， Pacific-Basin Finance Journal， Financial Analysts Journal等。
主要海外金融会议委员会：
Asian Finance Association Annual Conference 2013-2016， the European Finance Association (EFA) Annual Meeting 2017-2018， Financial Management Association International (FMA) Annual Meeting 2019