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银行系

陈选娟 分享:

职  称:教授

职  位:副院长

研究兴趣:实证资产定价、金融机构、风险管理、金融监管

教授课程

《金融机构与金融市场》(全英文授课),《资产定价理论》(博士生)

科研成果

1. Liquidity premium in the eye of the beholder: an analysis of the clientele effect in the corporate bond market, with Jing-Zhi Huang, Zhenzhen Sun, Tong Yao, and Tong Yu, Management Science, accepted. 2. Learning and Incentive: A Study on Analyst Response to Pension Underfunding, with Tong Yao, Tong Yu, and Ting Zhang, Journal of Banking & Finance, 45, 26-42, 2014. 3. What Drives Corporate Pension Plan Contributions: Moral Hazard or Tax Benefits? with Tong Yu, and Ting Zhang, Financial Analyst Journal, 69(4), 58-72, 2013. 4. Systemic Risk, Financial Crisis and Credit Risk Insurance, with Fang Chen, Tong Yu, Zhenzhen Sun, and Ming Zhong The Financial Review, 48(3), 417-442, 2013. 5. On the predictability of Chinese stock returns, with Ken Kim, Tong Yao, and Tong Yu, Pacific-Basin Finance Journal, 18(4), 403-425, 2010. 6. Do Mutual Funds Profit from Accruals Anomalies? With Ashiq Ali, Tong Yao, and Tong Yu, Journal of Accounting Research, 46(1), 1-25, 2008 (lead article). 7. Catastrophic Losses and Insurer Profitability: Evidence from 9/11, With Helen Doerpinghaus, Bingxuan Lin, and Tong Yu, Journal of Risk and Insurance, 75(1), 39-62, 2008. 8. Intangible Assets and Firm Asset Risk Taking: An Analysis of Property and Liability Insurance Firms, With Tong Yu, Bingxuan Lin, and Henry Openheimer, Risk Management and Insurance Review, 11(1), 159-180, 2008. 9. Prudent Man or Agency Problem? On the Performance of Insurance Mutual Funds, with Tong Yao and Tong Yu, Journal of Financial Intermediation, 16, 175-203, 2007. 10. How Does Background Risk Affect Investment Risk-taking? Evidence from Insurers' Corporate Bond Portfolios, with Tong Yao and Tong Yu, Geneva Paper on Risk and Insurance: Issues and Practice, Special Issue, 1-28, 2006 (July). 11. Impact of Government Regulation and Ownership on the Performance of Securities companies: Evidences from China, with Shaw K. Chen, Bing-Xuan Lin and Rongsa Zhong, Global Finance Journal , 16, 113-124, 2005.

研究领域

实证资产定价、金融机构、风险管理、金融监管

奖励、荣誉称号

上海市“千人计划”专家,2012

主要研究项目

教育背景

中南财经大学本科(1997) 中国人民大学硕士(2000) 美国罗德岛大学博士(2005)

Email: chen.xuanjuan@mail.shufe.edu.cn

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