• First

    First

Chen, Haiqiang

Professor

Phone:0592-2186795

Email:hc335@cornell.edu

Office:A204

Office Hours:

Research Fields:Econometrics


Biography Research Papers Research Projects

Research interests
Financial Econometrics, Time series Econometrics, Financial Economics

Education
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

Teaching
Time series analysis, Econometrics, Financial Economics, Derivative Analysis
 

  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. Zheng, H. and Chen, H.Q., 2019. Price Informativeness and Adaptive Trading, Journal of Evolutionary Economics, 29, 4, 1315–1342. (SSCI, 1.095).
  4. 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.
  5.   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, 44203-226. (SSCI, 1.8). The Best paper published on China Economic Review in 2017 (2017年度 China Economic Review最佳论文)
  6.    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
  7. 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
  8. Chen, H.Q., 2015. Robust Estimation and Inference for Threshold Models with Integrated Regressors. Econometric Theory, 31(4), 778-810. SSCI, 1.069Chen, 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.
  9.  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)
  10. 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。

 

  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(71850011),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,#20720181004 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(71571152)57.56万,2016.01-2019.12