师资

向巨
助理教授
地方级领军人才
0755-88018611
xiangj@sustc.edu.cn

教育经历


PhD (finance), University of Texas at San Antonio (AACSB-accredited) , 08/2002-12/2005
Advanced Financial Engineering PhD course (IEOR E6703), Columbia University, 05/2003-11/2003
Master of Science in Computational Finance, Swedish School of Economics & Business Administration (HANKEN),10/2000-05/2002
B.Econ. in Investment Economics, Central U. of Finance and Economics, Beijing, China 09/1993-07/1997

工作经历


2009/02-2013/12 金融助理教授,硕导,中央财经大学中国金融发展研究院,北京
2008/01-2009/01 研究员, Opto Global Macro LLC, 纽约
2006/04-2008/01 高级商务分析师, Algomod Corp., 纽约
2001/01-2001/12 风险管理专员, Finansium Oy, 瑞典和芬兰
1997/08-2000/09 金融分析师/风险助理, 庆泰证券, 北京

荣誉


国际最着名的社科研究网站SSRN上行为金融学分类前十下载(2010)
2011年第二届宏基世业私募股权行业研究大赛最佳指导老师
2012年第三届宏基世业私募股权行业研究大赛指导专家
深圳市地方级领军人才 (2013)

代表文章


1. “Intraday asymmetric volatility and asymmetric liquidity”, accepted by the Journal of Empirical Finance (金融前五杂志. Corresponding author, with Xiaoneng Zhu)
2. “A Regime-Switching Nelson-Siegel Term Structure Model and Interest Rate Forecasts”, Journal of Financial Econometrics, Volume 11(3), Page 522-555(2013) (with Xiaoneng Zhu)
3. “Convergence to efficiency in FTSE-100 futures market”, International Journal of Financial Markets and Derivatives, Volume 1(3), Pages 243–257(2010) (with Donald Da-Hsiang Lien)
4. “Price discovery in the foreign exchange futures market”, Journal of Futures Markets, Volume 26, Issue 11, Pages 1131–1143(2006) (with Y. Tse and J. K. W. Fung)
5. “Market quality and price discovery: Introduction of the E-mini energy futures”, Global Finance Journal, Volume 16, Issue 2, Pages 164–179(2005) (with Y. Tse)

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