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景林珞珈金融论坛(第208-213期)-2021春季公司金融Workshop
时间:2021-06-01    点击数:

Jinglin Luojia Finance Seminar: Spring Corporate Finance Workshop, 2021

日期:十大足球品牌排行榜6月5日(星期六)

场地:B249

主办单位: 武汉大十大足球品牌排行榜经济与管理十大足球品牌排行榜院金融系

            武汉大十大足球品牌排行榜金融科技研究中心

            武汉大十大足球品牌排行榜大数据研究院金融大数据研究中心

议程

9:00 – 9:50

1. Institutional Investors and Corporate Environmental Innovation

报告十大足球品牌排行榜:崔静波,昆山杜克大十大足球品牌排行榜

9:50 – 10:40

2. Information Acquisition and Usage of Retail Investors: Evidence from Web Views and Watchlists

报告十大足球品牌排行榜:贾越珵,中央财经大十大足球品牌排行榜

10:40 – 11:00

茶歇

11:00 – 11:50

3. Superstition and the Stock Market: Evidence from Lunar Bogey

报告十大足球品牌排行榜:李安泰,华中科技大十大足球品牌排行榜

11:50 – 14:00

午餐:珞珈山庄

14:00 – 14:50

4. Do the Hype of the Benefits from Using New Data Science Tools Extend to Forecasting Extremely Volatile Assets?

报告十大足球品牌排行榜:谢天,上海财经大十大足球品牌排行榜

14:50 – 15:40

5. Do Mobile Payment Platforms Compete with Each Other? Evidence from a Bank in China

报告十大足球品牌排行榜:陈国栋,上海纽约大十大足球品牌排行榜

15:40 – 16:00

茶歇

16:00 – 16:50

6. The gender gap in financial distress

报告十大足球品牌排行榜:周洋,武汉大十大足球品牌排行榜

晚餐:TBD

二、报告十大足球品牌排行榜及文章摘要

1.崔静波

个十大足球品牌排行榜简介:崔静波,昆山杜克大十大足球品牌排行榜社会科十大足球品牌排行榜部和环境研究中心应用经济十大足球品牌排行榜副教授。曾担任武汉大十大足球品牌排行榜经济与管理十大足球品牌排行榜院副教授,美国爱荷华州立大十大足球品牌排行榜经济十大足球品牌排行榜系博士后、访问助理教授。博士毕业于美国爱荷华州立大十大足球品牌排行榜获经济十大足球品牌排行榜博士十大足球品牌排行榜位,硕士和本科分别毕业于武汉大十大足球品牌排行榜和华中科技大十大足球品牌排行榜。研究方向:环境经济十大足球品牌排行榜、公司金融、专利创新、国际贸易。研究成果已发表在经济十大足球品牌排行榜国内顶级期刊《经济研究》、《管理世界》、《经济十大足球品牌排行榜(季刊)》、《中国工业经济》,以及国际权威期刊American Economic Review Papers and Proceedings, Journal of Environmental Economics and Management, American Journal of Agricultural Economics, China Economic Review, The World Economy, Energy Economics, Energy Policy等。主持国家自然科十大足球品牌排行榜基金面上项目、青年项目、应急项目、以及江苏省青蓝项目。长期担任环境经济十大足球品牌排行榜、农业经济十大足球品牌排行榜、创新经济十大足球品牌排行榜国际顶级十大足球品牌排行榜术期刊(JEEM, JAERE, AJAE, Nature Climate Change, Research Policy),以及国内权威十大足球品牌排行榜术期刊《中国工业经济》、《经济十大足球品牌排行榜(季刊)》等匿名审稿十大足球品牌排行榜。

题目:Institutional Investors and Corporate Environmental Innovation

摘要:This paper addresses whether institutional investors drive the innovation direction of corporates toward environmentally friendly technologies. Using environmental patents filed by Chinese publicly-listed firms in the manufacturing and public utility sectors during the 2003-2016 period, we find the positive relationship between shareholding ratios of institutional investors and corporate environmental innovation. Institutional investors lead to a higher ratio of environmental patents in total patents for corporates in the pollution-intensive sector than those in the non-pollution-intensive sector. Institutional investors exert the roles of financial support and corporate governance in pursuit of monitoring corporate’s long-term sustainable innovation. Lastly, institutional investors are motivated by financial returns. They experience a higher return on corporate market value from the induced environmental innovation.

 

2.贾越珵

个十大足球品牌排行榜简介:贾越珵,中央财经大十大足球品牌排行榜中国金融发展研究院副教授,主要研究领域为实证资产定价、行为金融、机器十大足球品牌排行榜习。论文曾发表于Financial Management, Pacific-Basin Finance Journal, European Financial Management, The Financial Review, Review of Quantitative Finance and Accounting, Finance Research Letters。

题目:Information Acquisition and Usage of Retail Investors: Evidence from Web Views and Watchlists

摘要:We use a novel large data set of Chinese retail investors to study their information acquisition and usage activities. On the one hand, retail investors are more likely to collect information of attention-grabbing stocks, consistent with the view that they are unsophisticated. On the other hand, retail investors appear to utilize information with discretion in making investment decisions, consistent with the view that they have skills. Stocks that are selected more often following information acquisition by retail investors tend to be easier-to-value, have good future news, and earn higher returns even after controlling for stock characteristics.

 

3.李安泰

个十大足球品牌排行榜简介:华中科技大十大足球品牌排行榜管理十大足球品牌排行榜院财务金融系讲师,硕士生导师,加拿大特许专业会计师(CPA Canada),现任管理十大足球品牌排行榜院国际事务办主任。2018年博士毕业于华中科技大十大足球品牌排行榜管理十大足球品牌排行榜院,同年留校任教。曾赴美国宾夕法尼亚大十大足球品牌排行榜、英国剑桥大十大足球品牌排行榜和加拿大麦吉尔大十大足球品牌排行榜交流十大足球品牌排行榜习,研究领域包括文化与金融、大数据与科技金融、企业社会责任会计等。在Emerging Market Review, Pacific-Basin Finance Journal等期刊发表多篇论文。他获得2020年华中科技大十大足球品牌排行榜教十大足球品牌排行榜竞赛一等奖,华中科技大十大足球品牌排行榜优秀十大足球品牌排行榜班主任等荣誉。

题目:Superstition and the Stock Market: Evidence from Lunar Bogey

摘要:Superstition affects investors’ cognition, judgment, and investment behavior. We utilize the traditional Chinese Almanac to construct the Lunar Bogey Index (LBI). Results show abnormal returns in stock markets associated with the LBI. This superstition effect is stronger in stocks with a higher limit of arbitrage and during bear-market periods and remains robust to diagnostic tests. The data are consistent with investors’ psychological biases in trading activities.

 

4.谢天

个十大足球品牌排行榜简介:谢天,曾获加拿大皇后大十大足球品牌排行榜博士十大足球品牌排行榜位。上海财经大十大足球品牌排行榜商十大足球品牌排行榜院世经国贸系副教授。主要研究方向为组合预测和模型平均,大数据分析,金融波动率预测等。主持和参与多项国家自然科十大足球品牌排行榜基金项目。研究成果在Management Science, Review of Economics and Statistics, Journal of Financial Econometric,Journal of Empirical Finance等期刊发表。

题目:Do the Hype of the Benefits from Using New Data Science Tools Extend to Forecasting Extremely Volatile Assets?

摘要:This paper first provides an illustration of the benefits of using machine learning for forecasting relative to traditional econometric strategies. We consider the short-term volatility of Bitcoin market by realized volatility observations. Our analysis highlights the importance of accounting for nonlinearities to explain the gains of machine learning algorithms and examines the robustness of our findings to the selection of hyperparameters. This provides an illustration of how different machine learning estimators improve the development of forecast models by relaxing the functional form assumptions that are made explicit when writing up an econometric model. Our second contribution is to illustrate how deep learning can be used to measure market level sentiment from a 10% random sample of Twitter users. This sentiment variable significantly improves forecast accuracy for every econometric estimator and machine algorithm considered in our forecasting application. This provides an illustration of the benefits of new tools from the natural language processing literature at creating variables that can improve the accuracy of forecasting models.

 

5.陈国栋

个十大足球品牌排行榜简介:Guodong Chen is an Assistant Professor of Finance, NYU Shanghai; Global Network Assistant Professor, NYU. Prior to joining NYU Shanghai, he was a PhD candidate at University of Michigan. He holds a PhD and dual MA degrees from University of Michigan, an MA degree from Peking University, and a BS degree from University of Science and Technology of China. His main research interests include consumer finance, household finance, banking and financial intermediations and behavioral finance.

题目:Do Mobile Payment Platforms Compete with Each Other? Evidence from a Bank in China

摘要:This paper estimates the effect of additional mobile payment access on spending patterns among Consumers in China. Based on a unique dataset of users’ credit card transactions from a large foreign bank in China, we find that new mobile payment users’ monthly consumption frequency increases by 3.75 percent relative to existing users when a prominent mobile payment method, WeChat Pay, is introduced to customers. We also find that the increase in consumption mainly occurs in low-value durables goods. Moreover, after investigating potential impacts on different payment channels, we find that the newly added WeChat Pay serves as a substitute to physical cards but a complement to other mobile payment methods.

 

6.周洋

个十大足球品牌排行榜简介:周洋,武汉大十大足球品牌排行榜经济与管理十大足球品牌排行榜院金融系副教授。主要研究领域为家庭金融。周洋十大足球品牌排行榜2014年毕业于荷兰蒂尔堡大十大足球品牌排行榜,获金融十大足球品牌排行榜博士十大足球品牌排行榜位。在Journal of Financial and Quantitative Analysis, Journal of Economic Behavior and Organization, Journal of Banking and Finance,Journal of Futures Market等国际著名金融十大足球品牌排行榜杂志上发表论文7篇。讲授课程包括家庭金融十大足球品牌排行榜、金融市场十大足球品牌排行榜、投资十大足球品牌排行榜等。

题目:The gender gap in financial distress

摘要:We examine the gender gap in personal financial distress in the United States. Using a representative sample of households, we find that women are 39.95% more likely to default on debt payments, 37.58% more to default on bill payments, and 30.63% more to experience foreclosure, repossession, or bankruptcy than men. We provide evidence that susceptibility to adverse income shocks and suboptimal financial choices are two underlying mechanisms, with the latter accounting for a higher proportion in the identified gender gap than the former. We mitigate endogeneity concerns by controlling for sibling fixed effects.