个人简介
教育背景
1993 英国兰卡斯特大学 金融 博士
1988 阿斯顿大学伯明翰 企业管理 硕士
1985 北京大学 地球物理学 学士
职业经历
1991--1993 英国Warwick大学商学院研究员(Research Fellow)
1993--1998 英国Manchester大学会计与金融系讲师和高级讲师；
1998--1999 英国Bank of England货币政策局金融经济学家；
1999--2002 英国Lancaster大学管理学院高级讲师和讲座教授。
近期论文
查看导师最新文章
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1. Political Connections, Financing Friction, and Corporate Investment: Evidence from Chinese Listed Family Firms, 2013, European Financial Management, 19, 675-702. (Co-authored with Nianhang Xu and Qingbu Yuan)
2. Corporate Finance and Governance in Emerging Markets: A Selective Review and an Agenda for Future Research, 2011, Journal of Corporate Finance 17, 207-214. (Co-authored with Joseph P.H Fan and K.C. John Wei)
3. Marketability, Control, and the Pricing of Block Shares， 2009，Journal of Banking and Finance, 33, 88-97 （with Zhangkai Huang）
4. Closed-form transformations from risk-neutral to real-world distributions, 2007, Journal of Banking and Finance 31, 1501-1520 (with M Shackleton, S Taylor, and Xiaoqian Liu)
5. The Dynamics of International Equity Market Expectations, 2005, Journal of Financial Economics, 77, 257-288. (Co-authored with Michael J. Brennan, H. Henry Cao, Norman Strong)
6. Forecasting FX Volatility: Inplied Volatilities versus AR(FI)MA Models, 2004, Journal of Banking and Finance, 28, 2541-2563. (Co-authored with S. Pong, M. Shackleton, and S. Taylor) .
7. CAPM, Higher Co-moment and Factor Models of UK Stock Returns, 2004, Journal of Business Finance and Accounting, March. (Co-authored with D. Hung and M. Shackleton) .
8. Post-Earning-Announcement Drift in the UK, 2003, European Financial Management, 9, 89-116. (Co-authored with W. Liu and N. Strong) .
9. Understanding the Equity Home Bias: The Evidence from the Survey Data, 2003, Review of Economics and Statistics, May, 307-312.(Co-authored with N. Strong) .
10. Pricing FTSE 100 Index Options under Stochastic Volatility, 2001, Journal of Futures Markets, 21, 197-211. (Co-authored with Y. Lin and N. Strong).
11. The Profitability of Momentum Investing, 1999, Journal of Business Finance and Accounting, 26, 1043-1091. (Co-authored with W. Liu and N. Strong) .
12. Do S&P 500 Index Options Violate Martingale Restriction?, 1999, Journal of Futures Markets, 15, 499-521. (Co-authored with N. Strong) .
13. The Incremental Volatility Information in One Million Foreign Exchange Quotations, 1997, Journal of Empirical Finance, 4, 317-340. (Co-authored with S. Taylor) .
14. Explaining the Cross-section of UK Expected Stock Returns, 1997, British Accounting Review, 29, 1-23. (Co-authored with N. Strong) .
15. Conditional Volatility and the Informational Efficiency of PHLX currency Options Markets, 1995, Journal of Banking and Finance, 19, 803-821. (Co-authored with S. Taylor) .
16. The Term Structure of Volatility Implied by Foreign Exchange Options, 1994, Journal of Financial and Quantitative Analysis, 29, 57-74. (Co-authored with S. Taylor) .
17. The Magnitude of Implied Volatility Smiles: Theory and Empirical Evidence for Exchange Rates, 1994, Review of Futures Markets, 13, 355-380. (Co-authored with S. Taylor) .
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