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厦门大学王亚南经济研究院导师教师师资介绍简介-陈海强

本站小编 Free考研考试/2021-05-08


陈海强
教授
美国康奈尔大学经济学博士
电话:
电子邮件:hc335@xmu.edu.cn
办公室:经济楼A204
Office Hours:


个人简介 研究成果 研究项目 工作经历
2016.8-present, Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
2016.8-present, Professor, Department of Finance, School of Economics, Xiamen University
2016.8-present, Director, Center for Data Science and Decision Consulting, Xiamen University.
2015.8-present, Associate Director of MOE Key Laboratory of Econometrics (Xiamen University)
2013.8-2016.7, Associate Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
2011.7-2013. 7, Assistant Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
教育背景
Ph.D. in Economics, Cornell University, 2011;
M.Phil. in Economics, Chinese University of Hong Kong, Hong Kong, China, 2005;
B.A. in Economics & B.Sc. in Mathematics, Peking University, China, 2003
研究兴趣
Financial Econometrics, Quantitative Finance, Financial Economics, Big data

1. Gideon Bruce Arkorful, Haiqiang Chen, Xiaoqun Liu, Chuanhai Zhang. The Impact of Options Introduction on the Underlying Stock: Evidence from Chinese Stock Markets, Accepted, Quantitative Finance.
2. 陈海强、方颖、王方舟,2019,融资融券交易制度对股市尾部系统风险的非对称影响—基于A股市场极值相关性的研究,《管理科学学报》,第5期,99-109。
3. 刘晓群、陈海强*,2019,中国股市跳跃风险、特质波动率与个股超额收益率,第13卷,第2期,2-24.
4. Zheng, H. and Chen, H.Q., 2019. Price Informativeness and Adaptive Trading, Journal of Evolutionary Economics, 29, 4, 1315–1342. (SSCI, 1.095).
5. 胡毅、陈海强、齐鹰飞,2019,大数据时代计量经济学的新发展与新应用—第二届中国计量经济****论坛综述, 《经济研究》,第3期,199-203.
6. Zhu, Y.L. and Chen, H.Q*., Lin, M., 2018. Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules. Studies in Nonlinear Dynamics & Econometrics, forthcoming, DOI: 10.1515/snde-2017-0114.
7. Liao, X., Cai, Z. and Chen, H.Q., 2018. A perspective on recent methods on testing predictability of asset returns. Applied Mathematics-A Journal of Chinese Universities, 33, 2, 127–144. (SCI, 0.507)
8. Chong, T. L., Chen, H.Q., Wong, T.N. and Yan, K.M., 2018. Estimation and Inference of Threshold Regression Models with Measurement Errors. Studies in Nonlinear Dynamics & Econometrics, 22, 2, 1-16. (SSCI, 0.85)
9. Ke, X., Chen, H.Q., Hong, Y. and Hsiao, C., 2017. Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach, China Economic Review, 44,203-226. (SSCI, 1.8). The Best paper published on China Economic Review in 2017 (2017年度 China Economic Review最佳论文)
10. Zhu, Y.L. and Chen, H.Q*., 2017. The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values. Physica A: Statistical Mechanics and its Applications, 473, 522-535. (SCI, 2.132)
11. 洪永淼、方颖、陈海强、范青亮、耿森、王云,2016,计量经济学与实验经济学的若干新近发展及展望,《中国经济问题》,12(2),126-136。
12. 陈海强、韩乾、吴锴,2015,融资约束抑制技术效率提升吗?—基于制造业微观数据的实证研究,《金融研究》,第10期,148-162。
13. 陈海强、范云菲,2015,融资融券交易制度对中国股市波动率的影响——基于面板数据政策评估方法的分析,《金融研究》,第6期,159-172。
14. Chen, H.Q. and Yanli Zhu, 2015. An empirical study on the threshold cointegration of Chinese A and H cross-listed shares. Journal of Applied Statistics, 42(11), 2406-2419. (SCI, 0.699)
15. Chen, H.Q., 2015. Robust Estimation and Inference for Threshold Models with Integrated Regressors. Econometric Theory, 31(4), 778-810. (SSCI, 1.069)
16. Chen, H.Q., Fang, Ying and Li, YingXing, 2015, Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines. Econometric Theory, 31(4), 753-777. (SSCI, 1.069
17. 陈海强、张传海,2015,股指期货交易会降低股市跳跃风险吗?《经济研究》,第1期, 第153-167页。
18. Chen, H.Q., Chong, T.L., and She, Y.N., 2014. A Principal Component Approach to Measuring Investor Sentiment in China. Quantitative Finance, 14, 573-579. (SCI, 1.17)
19. He, Qing and Chen, H.Q.*, 2014. Recent Macroeconomic Stability in China. China Economic Review, 30, 505–519. (SSCI, 1.8)
20. Chen, H.Q. and Choi, M.S., 2014. Synchronous Price Discovery of Cross-listings. Management Science and Financial Engineering, 20, 11-16.
21. Chen, H.Q., Han, Qian., Li, YingXing and Wu, Kai, 2013. Does the Introduction of Stock Index Futures Reduce Chinese Stock Market Volatility? A Panel Data Evaluation Approach. Journal of Futures Markets, 33,12,1167-1190. (SSCI, 1.339)
22. Chen, H.Q., Choi, M.S. and Hong, Y., 2013. How Smooth is Price Discovery, Evidence from Cross-listed Stock Trading. Journal of International Money and Finance (32) 668-699. (SSCI, 1.623)
23. 陈海强、韩乾、吴锴,2012,现金流波动、盈利稳定性与公司价值:基于沪深上市公司的实证研究。《金融研究》,第9期,第181-194页。
24. Chen, H.Q. and Choi, M.S., 2012. Does Information Vault Niagara Falls? Cross-listed Trading in New York and Toronto. Journal of Empirical Finance 19, 175-199. (SSCI, 1.306)
25. Chen, H.Q., Chong,T.L. and Bai, J.,2012. Theory and Applications of TAR Model with two Threshold Variables. Econometric Reviews, 31, 142–170. (SCI
26. Chen, H.Q., Chong,T.L. and Li, Z., 2011. Are Chinese Stock Market Cycles Duration Independent? Financial Review, 46 (1), 151-164.
27. Chong,T.L., Li, Z., Chen, H.Q. and Hinich, M.J., 2010. An investigation of duration dependence in the American stock market cycle. Journal of Applied Statistics 37 (8), 1407-1416.
28. Chen, H.Q., Chong,T.L. and Duan X., 2010. A Principal-Factor Approach to Measuring Investor Sentiment. Quantitative Finance 10(4), 339-347.
29. Bai, J., Chen, H.Q., Chong,T.L. and Wang, X., 2008. Generic Consistency of the Break-Point Estimator under Specification Errors in a Multiple-Break Model. Econometrics Journal 11, 287-307.

1.金融科技背景下非正规金融机制设计、风险防范与治理 ,国家自然科学基金应急管理项目(**),196.00万元,2019.01-2021.12。
2.大数据金融理论与应用,厦门大学校长基金,中央高校基本科研业务费,#, 90万,2018.01-2020.12。
3.具有时变门限值的门限模型的估计与检验:理论与应用,国家自然科学面上项目(**),57.56万,2016.01-2019.12。
4.非线性协整模型的有效估计、检验及其应用,国家自然科学青年基金(**),22万,2013.01-2015.12。
5.基于面板数据的政策评估计量方法研究与应用,中央高校基本科研业务费,#,5万,2014.01-2016.12。
6.银联商务互联网金融风险评估模型开发,横向课题,25万,2015/1-2015/8,联合主持人。
7.南方电网深圳供电局电力需求预测于分析,横向课题,195万,2013/1-2015/8,主要参与人。
8.莆田市经济与产业大数据分析平台,横向课题,35万,2016-2018。
9.中国建设银行大数据信用评估,横向课题,10万,2017/1-2017/12。
10.大数据中小企业信用评级与风控,深圳前海鹏元数据技术有限公司,15万,2018-2019。











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