个人简介
Academic Qualifications
Ph.D. in Finance, Aarhus University, Denmark, 2012
M.Sc. in Finance, Aarhus University, Denmark, 2010
M.Sc. in Probability and Statistics, Central South University, China, 2007
B.Sc. in Mathematics and Applied Mathematics, Central South University, China, 2004
Related Working Experiences
Assistant Professor of Finance, Faculty of Business Administration, University of Macau, (August 2017 – Present).
Associate Professor of Finance, Institute of Financial Studies, Southwestern University of Finance and Economics, (June 2014 – July 2017).
Assistant Professor of Finance, Institute of Financial Studies, Southwestern University of Finance and Economics, (June 2012 – June 2014).
Teaching
Undergraduate Courses
Advanced Financial Mathematics (FINC436/FINC4013)
Exotic Options and Structured Products (FINC437)
Financial Management (FINC210)
Graduate Courses
Mathematical Techniques in Finance (FINC7033)
研究领域
Asset Pricing
Corporate Finance
Research Projects
Information Quality and Asset Pricing: The Implications of Heterogeneous Beliefs, funded by the Research Committee of University of Macau (MYRG), 2019-2022, Principal Investigator.
Achieving Pareto Equilibrium with Continuous Trading, funded by the Research Committee of University of Macau (SRG), 2018-2021, Principal Investigator.
Influence of Market Frictions on Optimal Investment Strategies, funded by the Research Committee of Southwestern University of Finance and Economics, 2016-2017, Principal Investigator.
近期论文
查看导师新发文章
(温馨提示:请注意重名现象,建议点开原文通过作者单位确认)
Peter Ove Christensen and Zhenjiang Qin, (2014), Heterogeneous Beliefs and Information: Cost of Capital, Trading Volume and Investor Welfare, The Accounting Review, vol 89,page 209–242. (ABS4*, FT50, UTD)
Zhenjiang Qin, (2013), Speculations in Option Markets Enhance Allocation Efficiency with Heterogeneous Beliefs and Learning, Journal of Banking and Finance, vol 37,page 4675–4694. Lead article. (ABS3)
Selected Conference Papers
How does the number of institutional investors affect the impact of exit threat on agency costs? Institution of Financial Studies, Southwestern University of Finance and Economics.June 2019.
Regime shift, Speculations, and Stock price. 2019 China Research in Accounting and Finance Conference,Tongji University, Shanghai.(2019)
Ruin Probability and Maintaining Costs. 27th PBFEAM Conference, National Taiwan University, Taipei (2019).
Achieving Pareto Equilibrium with Continuous Trading. Taiwan Finance Association Annual Meeting in National Chengchi University, Taipei (2018).
How to Squander Your Endowment: Pitfalls and Remedies, with Philip Dybvig. China International Conference in Finance (2015) and American Finance Association Annual Meeting (2016).
Selected Working Papers and Other Publications
How Does the Number of Institutional Investors Influence the Effect from Threat of Disciplinary Trading on Agency Costs? With Eric C. Chang, Tse-Chun Lin, and Xiaorong Ma, 2019.
Does Distance Matter for Bank Lending: Evidence from Private Firms in China. With Xu Du and Shuoxun Zhang, 2019.
Social Network Matters: Capital Structure Risk Control on REITs. With Stanley I. M. Ko and Rose Neng Lai, 2019.
How to Squander Your Endowment: Pitfalls and Remedies, with Philip Dybvig, 2018.
Non-linearity of Short Rate Drift after Quantitative Easing. With Stanley Iat-Meng Ko, Chia Chun Lo, and Konstantinos Skindilias, 2019.
Achieving Pareto Optimality by Continuous Trading with Information Jumps, 2018.
An Equilibrium Model of Hedging with Transaction Costs, with Mark Loewenstein, 2018.
Maintaining Cost and Ruin Probability, 2018.
Information Quality and Asset Pricing: The Implications of Heterogeneous Beliefs, with Xiaoneng Zhu, 2018.
学术兼职
American Finance Association (AFA)
Financial Management Association International (FMA)
American Economics Association (AEA)