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中国人民大学财政金融学院金融工程导师介绍:汪昌云

 简介:汪昌云,男,安徽太湖人。1986年和1989年分别获中国人民大学经济学学士学位和硕士学位;1999年获伦敦大学金融经济学博士学位。曾任职新加坡国立大学商学院金融系,现任中国人民大学
 

简介:

汪昌云,男,安徽太湖人。1986年和1989年分别获中国人民大学经济学学士学位和硕士学位;1999年获伦敦大学金融经济学博士学位。曾任职新加坡国立大学商学院金融系,现任中国人民大学财政金融学院教授,中国财政金融政策研究中心主任。主要学术兼职有:中国金融学年会常务理事,中国金融学会理事,中国投资学会理事,《金融学季刊》副主编,《中国金融评论》副主编。2004年入选教育部“新世纪人才支持计划”,2007年获国家杰出青年科学基金资助。在国内外著名学术期刊如Journal of Banking and Finance, Journal of Futures Markets等发表论文30余篇,其中SSCI收录论文15篇。曾获芝加哥商品交易所(CBOT)研究论文奖,以及国家级高等教育教学成果奖、高等学校科学研究优秀成果等多项国家级、省部级奖项。

近期论文:

1.Return Predictability in Agricultural Futures Markets, Journal of Futures Markets 21 (2001), 925-952 (USA). SSCI

2.Net Position by Type of Trader and Volatility in Foreign Currency Futures Markets, Journal of Futures Markets 22 (2002), 427-450 (USA). SSCI

3.The Behavior and Performance of Major Types of Futures Traders, Journal of Futures Markets 23 (2003), 1-23 (USA) – leading article. SSCI

4.Futures Trading Activity and Predictable Foreign Exchange Market Movements. Journal of Banking and Finance, 28 (2004), 1023-1041 (USA). SSCI

5.Trading Activity and Futures Price Reversals (with M. Yu). Journal of Banking and Finance, 28 (2004), 1337-1361 (USA). SSCI

6.Ownership and Operating Performance of Chinese IPOs. Journal of Banking and Finance, 29 (2005), 1857-1885. SSCI

7.Relative Strength Strategies in China’s Stock Market. Pacific-Basin Finance Journal 12 (2004), 159-177 (USA). SSCI

8.Profitability of Return and Volume-based Investment Strategies in China’s Stock Market (with S.T. Chin). Pacific-Basin Finance Journal, 12, 541-564, 2004.SSCI

9.Extreme Volumes and Expected Stock Returns: Evidence from the China’s Stock Market (with N. S. Cheng). Pacific Basin Finance Journal, 12, 577-597, 2004. SSCI

10.Arbitrage Profitability of American Index Futures Options: Evidence from the Nikkei 225 Index Futures Options Market. Quantitative Finance 8 (2008), 313-320. SSCI

11.Information Diffusion and Overreaction: Evidence from Chinese Stock Markets. Emerging Markets Finance and Trade, 46 (2010), 83-103.SSCI

12.Understanding SEO Behavior in China. Journal of Banking and Finance 35 (2011), 1143-1157.SSCI

13.Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market. Emerging Markets Finance and Trade, 47 (2011), 47-60. SSCI

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