高雅 - 大连理工大学 - 经济管理学院

个人简介

工作经历 2023.01——至今大连理工大学经济管理学院，准聘副教授 2019. 07——2022.12 大连理工大学经济管理学院，准聘助理教授教育经历 2014.09-2019.06 天津大学，管理与经济学部，管理科学与工程，博士研究生，导师：熊熊教授 2017.09-2018.09 Queen’s University Belfast, Management School, 联合培养博士生，指导老师：Professor Youwei Li 2011.09-2014.07 天津大学，法学院，法学，本科双学位 2010.09-2014.07 天津大学，管理与经济学部，金融学，本科

研究领域

主要关注绿色债券对股票市场反馈、企业ESG水平对投资者交易行为和股价回报的影响等，将环境因素纳入到传统金融资产定价的研究中投资者先验信念对其信息获取偏好可能产生的影响，为本人当前主要研究方向关注中国股票市场动量效应研究，包括传统动量效应、日内动量效应等研究投资者微观交易行为相关内容，包括投资者结构画像，市场中各类投资者交易占比和对市场的影响等金融市场微观结构相关内容：融资融券交易制度、T+1交易制度、股票市场定价效率等相关研究

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）

Gao, Y., Han, X., Li, Y., &Xiong, X *. Investor heterogeneity and momentum-based trading strategies in China. International Review of Financial Analysis. 2021,74,101654. (SSCI, ABS 3, JCR Q1) Gao, Y., Han, X., Li, Y., &Xiong, X *. Overnight Momentum, Informational Shocks, and Late-Informed Trading in China. International Review of Financial Analysis. 2019,66,101394. (SSCI, ABS 3, JCR Q1) Gao, Y., Xiong, X., & Feng, X*. Responsible investment in the Chinese stock market. Research in International Business and Finance.2020,52,101173. (SSCI, JCR Q2, ABS 2). Gao, Y., Guo B., & Xiong, X *. Signed momentum in the Chinese stock market. Pacific-Basin Finance Journal. 2021,68,101433. (SSCI, JCR Q1, ABS 2). Gao, Y., Xiong, X., Feng, X. *, Li, Y., & Vigne, S. A new attention proxy and order imbalance: Evidence from China. Finance Research Letters. 2019,29: 411-417. (SSCI, JCR Q1, ABS2) Xiong, X., Gao, Y., & Feng, X*. Successive short-selling ban lifts and Gradual price efficiency: evidence from China. Accounting and Finance.2017, 57(5),1557–1604. (SSCI, JCR Q2, ABS2) Fan, R., Xiong, X., & Gao, Y*. Can the probability of extreme returns be the basis for profitable portfolios? Evidence from China. International Review of Financial Analysis. 2021,76,101779. (SSCI, JCR Q1, ABS3) Wu, C., Xiong, X., & Gao, Y*. Performance comparisons between ETFs and traditional index funds: Evidence from China. Finance Research Letters. 2021,40, 101740. (SSCI, JCR Q1, ABS2) Gao, Y., Han, X., &Xiong, X *. Loss from the chasing of MAX stocks: Evidence from China. The North American Economics and Finance,2021,58, 101475. (SSCI, ABS 2, JCR Q2) Wu, C., Xiong, X., & Gao, Y.* Does ESG Certification Improve Price Efficiency in the Chinese Stock Market?. Asia-Pacific Financial Markets, 2022, 29(1), 97-122. (ABS2) Chen, Q, Xiong, X., & Gao, Y.*. Is information really efficient for the market? Evidence of the confirmatory bias in China. Accounting and Finance. 2021, 61(5), 5965–5997. (SSCI, JCR Q2, ABS2) Wu, C., Xiong, X., & Gao, Y*. (2022). The role of different information sources in information spread: Evidence from three media channels in China. International Review of Economics & Finance, 80, 327-341. (SSCI, JCR Q2, ABS2) Wu, C., Xiong, X., Gao, Y., & Zhang, J. (2022). Does social media distort price discovery? Evidence from rumor clarifications. Research in International Business and Finance, 62, 101749. (SSCI, JCR Q1, ABS2) Liu, J., Xiong, X., Gao, Y.*, &Zhang, J. The impact of institutional investors on ESG performance: evidence from China. forthcoming. (SSCI, JCR Q2, ABS2) Wu, C., Xiong, X., Gao, Y.*, &Zhang, J. Does social media coverage deter firms from withholding bad news? Evidence from stock price crash risk. International Review of Financial Analysis. forthcoming. (SSCI, JCR Q1, ABS3)