任宇

教授

加拿大女皇大学经济学博士


电话:0592-2186025

电子邮件:reny@xmu.edu.cn

办公室:经济楼A302

个人主页:http://econren.weebly.com/

个人简介 研究成果 研究项目

Research interests
Asset Pricing, Financial Econometrics,   Financial Economics,  Applied Econometrics



Education
Ph.D. in Economics, Queen's University, Canada 2008;
M.A. in Economics, University of Guelph, Canada 2003;
B.A. in Economics & B.Sc. in Mathematics, Wuhan University, P.R.China, 2001



Employment
2011-            Associate Professor, WISE, Xiamen University
2008-2011   Assistant Professor, WISE, Xiamen University







 

Publications

1. A Semiparametric Conditional Capital Asset Pricing Model (with Z. Cai and B. Yang)  Journal of Banking and Finance  (forthcoming).
2. The Spirit of Capitalism and the Equity Premium (with Q. Wang, Y. Zou, and Z. Huang) Annals of Economics and Finance (forthcoming).
3. A New Test on the Conditional Capital Asset Pricing Model (with Z. Cai and X. Li )   Appl. Math. J. Chinese Univ 2015, 30(2): 163-186.
4. Pricing Kernel Estimation: A Local Estimating Equation Approach (with Z. Cai and L. Sun) Econometric Theory, volume 31 , Issue 03, June 2015, pp 560-580.
5. Human capital, household capital and asset returns (with Y. Yuan and Y. Zhang) Journal of Banking and Finance 2014, 42, 11-22.
6. Specification Tests of Habit Formation (with P. Liu)  Applied Economics Letters 2013, 20.
7. Why the Housing Sector Leads the Whole Economy: the Importance of Collateral Constraints and News Shocks (with Y. Yuan)  Journal of Real Estate Finance and Economics 2014, Volume 48, Issue 2, pp 323-341.
8. House Price Bubbles in China (with C. Xiong and Y. Yuan)  China Economic Review  2012, 23,  786-800.
9. Improvement in Finite-Sample Properties of GMM-Based Wald Tests  (with Q. Chen) Computational Statistics 2013, 28, 735-749.
10. Nonparametric Estimation and Testing of Stochastic Discount Factor (with  Y.  Fang and Y. Yuan).  Finance Research  Letters 2011, 8, 196-205.
11. Exploring the relationship between vehicle safety and fuel efficiency in automotive design (with C.  Chen). Transportation Research Part D, 2010, 15, 112-116.
12. Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test (with  K.  Shimotsu). Journal of Empirical Finance, 2009, 16, 483-506.
13. Predictive methods for using capacity data to estimate market shares and the extent of risk pooling by airline alliance partners under parallel codesharing (with C. Chen). Transportation Journal, 2007, 46, 21-36.




















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Research Grants
     

1.  Natural Science Foundation of Fujian Province (2011-2013)  ¥30000
2.  The Fundamental Research Funds for the Central Universities (2013-2015)  ¥ 200000
3.   Natural Science Foundation of China (2014-2016)   ¥ 190000