当前位置: X-MOL首页全球导师 国内导师 › 蒋肖虹

个人简介

教育背景 博士,金融学,美国德雷克塞尔大学 硕士,工商管理,美国麻省理工学院 学士,管理科学,复旦大学 学术会议 2023.10, 2023 FMA Annual Meeting, Algorithmic Trading and Intra-Industry Information Transfer, Chicago, USA. 2023.05, The 45th Annual Congress of the European Accounting Association, Algorithmic Trading and Information Transfer, Espoo, Finland. 2022.10, 2022 Financial Management Association Annual Meeting, , Atlanta, USA. 2021.10, 2021 FMA Annual Meeting Program, Covid-19 Reporting Irregularity and International Stock Market Reactions , Denver, CO, USA.

研究领域

资本市场、投资管理、市场微观结构

近期论文

查看导师最新文章 (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)

Yuan Fu and Christine Jiang. 2023. The effect of liquidity and arbitrage on the price efficiency of Chinese ETFs. The Journal of Financial Research 46(4).1103-1140. Lei Gao, Christine X. Jiang, and Mohamed Mekhaimer. 2023. Count on subordinate executives: Internal governance and innovation. Journal of Banking & Finance 154.1-21. Bill Hu, Joon Ho Hwang, Christine Jiang, Jim Washam, and Li Zeng. 2022. Down to the cents: The case of international drug prices. Finance Research Letters 46.1-8. Xiaohu Deng, Christine Jiang, and Danqing Young. 2021. Short selling constraints and politically motivated negative information suppression. Journal of Corporate Finance 68.1-19. Archana Jain, Chinmay Jain, and Christine X. Jiang. 2021. Active trading in ETFs: the role of high-frequency algorithmic trading. Financial Analysts Journal 77(2).66-82. Archana Jain, Chinmay Jain, and Christine X. Jiang. 2019. Early movers advantage? Evidence from short selling during after‐hours on earnings announcement days. The Financial Review 54(2).235–264. Bill Hu, Christine Jiang, Thomas McInish, and Yixi Ning. 2019. Price clustering of Chinese IPOs: the impact of regulation, cultural factors, and negotiation. Applied Economics 51(36).3995–4007. Chiraphol Chiyachantana, Pankaj K.Jain, Christine Jiang, and Vivek Sharma. 2017. Permanent price impact asymmetry of trades with institutional constraints. Journal of Financial Markets 36.1-16. Archana Jain, Chinmay Jain, and Christine X. Jiang. 2017. Algorithmic trading and fragmentation. The Journal of Trading 12(4).1-11. Bill Hu, Christine Jiang, Thomas Mclnish, and Haigang Zhou. 2017. Price clustering on the Shanghai Stock Exchange. Applied Economics 49(28).2766-2778. Pawan Jain, Christine Jiang, and Mohamed Mekhaimer. 2016. Executives' horizon, internal governance and stock market liquidity. Journal of Corporate Finance 40.1-23. Christine X. Jiang, Jang-Chul Kim, and Emre Kuvvet. 2014. Market liquidity and ambiguity: The certification role of corporate governance. The Financial Review 49(4).643-668. Pawan Jain and Christine Jiang. 2014. Predicting future price volatility: Empirical evidence from an emerging limit order market. Pacific-Basin Finance Journal 27.72–93. Bill Hu, Joon Ho Hwang, and Christine Jiang. 2014. The impact of earnings guidance cessation on information asymmetry. Journal of Business Finance & Accounting 41(1)&(2).73-99. Christine X. Jiang, Tanakorn Likitapiwat, and Thomas H. McInish. 2012. Information content of earnings announcements: evidence from after-hours trading. Journal of Financial and Quantitative Analysis 47(6).1303–1330. Fan, Longzhen, Bill Hu, and Christine Jiang. 2012. Pricing and information content of block trades on the Shanghai stock exchange. Pacific-Basin Finance Journal 20(3).378-397. Sugato Chakravarty, Chiraphol N. Chiyachantana, and Christine Jiang. 2011. The choice of trading venue and relative price impact of institutional trading: ADRs versus the underlying securities in their local markets. Journal of Financial Research 34(4).537–567. Christine Jiang, Thomas McInish, and James Upson. 2009. The information content of trading halts. Journal of Financial Markets 12(4).703-726. Christine X. Jiang, Jang-Chul Kim, and Robert A. Wood. 2009. Adverse selection costs for NASDAQ and NYSE after decimalization. International Review of Financial Analysis 18(4).205-211. Chiraphol N. Chiyachantana, Pankaj K. Jain, Christine Jiang, and Robert A. Wood. 2006. Volatility effects of institutional trading in foreign stocks. Journal of Banking and Finance 30(8).2199-2214. Christine X. Jiang and Jang-chul Kim. 2005. Trading costs of non-U.S. stocks on the New York stock exchange: the effect of institutional ownership, analyst following, and market regulation. Journal of Financial Research 28(3).439-459. Chiraphol N. Chiyachantana, Christine X. Jiang, Nareerat Taechapiroontong, and Robert A. Wood. 2004. The impact of regulation fair disclosure on information asymmetry and trading: an intraday analysis. Financial Review 39(4).549-577. Michael Y. Hu, Christine X. Jiang, and Christos Tsoukalas. 2004. The volatility impact of the European monetary system on member and non-member currencies. Applied Financial Economics 14.313-325. Chiraphol N. Chiyachantana, Pankaj K. Jain, Chiristine Jiang, and Robert A. Wood. 2004. International evidence on institutional trading behavior and price impact. Journal of Finance 59(2).869-898. Jeng-Hong Chen, Christine X. Jiang, Jang-Chul Kim, and Thomas H. McInish. 2003. Bid-ask spreads, information asymmetry, and abnormal investor sentiment: evidence from closed-end funds. Review of Quantitative Finance and Accounting 21(4).303-321. Wayne Y. Lee, Christine X. Jiang, and Daniel C. Indro. 2002. Stock market volatility, excess returns, and the role of investor sentiment. Journal of Banking and Finance 26(12).2277-2299. David Vanderlinden, Christine X. Jiang, and Michael Hu. 2002. Conditional hedging and portfolio performance. Financial Analysts Journal 58(4).72-82. Michael Y. Hu, Guoqiang Zhang, Christine X. Jiang, and B. Eddy Patuwo. 1999. A cross-validation analysis of neural network out-of-sample performance in exchange rate forecasting. Decision Sciences 30(1).197-216. D.C. Indro, C.X. Jiang, B.E. Patuwo, and G.P. Zhang. 1999. Predicting mutual fund performance using artificial neural networks. Omega-International Journal of Management Science 27(3).373-380. Daniel C. Indro, Christine X. Jiang, Michael Y. Hu, and Wayne Y. Lee. 1999. Mutual fund performance: does fund size matter?. Financial Analysts Journal 55(3).74-87. Daniel C. Indro, Christine X. Jiang, Michael Y. Hu, and Wayne Y. Lee. 1998. Mutual fund performance: a question of style. The Journal of Investing 7(2).46-53. Chrisine X. Jiang. 1998. Diversification with American depository receipts: the dynamics and the pricing factors. Journal of Business Finance & Accounting 25(5)&(6).683-699. Thomas C. Chiang and Christine X. Jiang. 1998. Empirical analysis of interdependency and volatility among Asian stock markets. Review of Pacific Basin Financial Markets and Policies 1(4).437-459.

推荐链接
down
wechat
bug