陈海强

教授

美国康奈尔大学经济学博士


电话:0592-2186795

电子邮件:hc335@xmu.edu.cn

办公室:经济楼A204

个人简介 研究成果 研究项目

工作经历
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2011-2013
Associate Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2013-

教育背景
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

研究兴趣
Financial Econometrics, Time series Econometrics, Financial Economics

教学兴趣
Time series analysis, Econometrics, Financial Economics, Derivative Analysis
 

期刊论文
1. 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。
2. 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。
3. Chen, H.Q. and Yanli Zhu, 2015. An empirical study on the threshold cointegration of Chinese A and H cross-listed shares. Journal of Applied Statistics.
4. Chen, H.Q., 2015, “Robust Estimation and Inference for Threshold Models with Integrated Regressors”. Econometric Theory.
5. Chen, H.Q., Fang, Y. and Li, Y.X., 2015, “Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines”. Econometric Theory.
6. 陈海强、张传海,2015,股指期货交易会降低股市跳跃风险吗?《经济研究》,第1期, 第153-167页。
7. Chen, H.Q., Chong, T.L., and She, Y.N., 2014, “A Principal Component Approach to Measuring Investor Sentiment in China”. Quantitative Finance.
8. He, Qing and Chen, H.Q.*, 2014, “Recent Macroeconomic Stability in China”. China Economic Review.
9. Chen, H.Q. and Choi, M.S., 2014, “Synchronous Price Discovery of Cross-listings”. Management Science and Financial Engineering.
10. Chen, H.Q., Han, Q., Li, Y.X. and Wu, K., 2013, “Does the Introduction of Stock Index Futures Reduce Chinese Stock Market Volatility? A Panel Data Evaluation Approach”. Journal of Futures Markets,33,12,1167-1190.
11. Chen, H.Q., Choi, M.S. and Hong, Y., 2014, “How Smooth is Price Discovery, Evidence from Cross-listed Stock Trading”. Journal of International Money and Finance (32) 668-699.
12. 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。
13. Chen, H.Q. and Choi, M.S., 2012, “Does Information Vault Niagara Falls? Cross-listed Trading in New York and Toronto”. Journal of Empirical Finance 19, 175-199.
14. Chen, H.Q., Chong,T.L. and Bai, J.,2012, “Theory and Applications of TAR Model with two Threshold Variables”. Econometric Reviews, 31, 142–170.
 

1. 非线性协整模型的有效估计、检验及其应用, 国家自然科学青年基金(71201137), RMB 22万,2013.01-2015.12
 

2. 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),RMB 56万,2016.01-2019.12。