个人简介

许奇，浙江大学百人计划研究员，浙江大学经济学院金融学系助理教授，浙江大学金融研究院研究员。于2016年获得英国华威大学金融学博士学位，同年入职浙江大学。研究发表在Journal of Empirical Finance,Journal of Futures Markets上，并在American Economic Association,European Finance Assocation,Society of Financial Econometrics,Financial Management Assocation,Econometric Society等国际会议上宣讲过论文(或论文被接收)。作为主要参与者参与两项国家自然科学基金面上项目。目前教授固定收益证券分析与模型（本科），金融计量模型（本科），资产定价理论与实证（博士）课程。 目前教授以下课程： 固定收益证券分析与模型（本科生，秋冬） 金融计量模型（本科生，夏） 资产定价理论与实证（博士生，夏） 项目： 国家自然科学基金面上项目“波动率衍生品市场的理论与实证研究”:主要参与者 国家自然科学基金面上项目“我国机构投资者是噪声交易者吗？事实证据和微观机制”：主要参与者 在以下国际会议/研讨会上宣讲论文(或被接收宣讲) 2020:Financial Management Association(FMA)International Annual Conference,China International Risk Forum(CIRF),American Economic Association(AEA)Annual Meeting 2019:International Conference of Futures and Other Derivatives(ICFOD),Society of Financial Econometrics(SoFiE)Summer School-NYU Shanghai,Society of Financial Econometrics(SoFiE)Summer School-North Western Kellogg,Asian Meeting of Econometric Society(AMES),Financial Econometrics and New Finance Conference(FENF) 2018:Financial Management Association(FMA)International Annual Conference,Nankai University,China Meeting of Econometric Society(CMES),Financial Econometrics and New Finance Conference(FENF) 2017:Chinese Finance Annual Meeting(CFAM),European Finance Association Annual Meeting(EFA),AFR Summer Institute of Economics and Finance,China Meeting of Econometric Society(CMES),Asian Meeting of Econometric Society(AMES) 2016:Southern University of Science and Technology,Financial Management Association International(FMA)Annual Conferene,European Economic Association(EEA)Annual Meeting,Pre-Conference for Junior Researchers of Society of Financial Econometrics(SoFiE)Annual Meeting,University of Exeter,Bank of England. 2015:University of Glasgow,University of Liverpool,Bangor University,Money,Macro,and Finance(MMF)Conference,WBS Finance Workshop,University of Bristol. 2014:Financial Management Association International(FMA)Annual Conference,National University of Singapore-Risk Management Institute(NUS-RMI)Annual Risk Management Conference,International Association for Applied Econometrics(IAAE)Annual Conference,Konstanz-Lancaster(KoLa)Workshop on Finance and Econometrics,Soceity of Financial Econometrics and Cambridge-INET Conference(SoFiE-INET)on'Skewness,Heavy Tails,Market Crashes,and Dynamics'. 2013:Econometric Society European Meeting(ESEM),International Finance and Banking Society(IFABS)Annual Conference,WBS Finance Workshop.

研究领域

实证资产定价 实证公司金融 国际金融 金融计量

包括实证资产定价，实证公司金融，国际金融，和金融计量。

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）

The Economic Value of Volatility Timing with Realized Jumps', Journal of Empirical Finance, (2015), 34, 45-59 (with Ingmar Nolte). 'Option Trading and the Cross-Listed Stock Returns: Evidence from Chinese A-H Shares', Journal of Futures Markets, (2020), 40 (11), 1665-1690 (with Xingguo Luo, Xiaoli Yu, and Shihua Qin) 工作论文： 'A Least Squares Regression Realized Covariation Estimation' (with Ingmar Nolte, Michalis Vasios, and Valeri Voev). 'Prospect Theory and Currency Returns: Empirical Evidence', CEPR discussion paper, (with Mark P. Taylor and Roman Kozhan). 'Currency Ambiguity Premium' (with Roman Kozhan). 'Unexpected Currency Volatility and Global Technological Innovation' (with Zigan Wang, Po-Hsuan Hsu, Mark P. Taylor). 'The Real Effect of Exchange Rate Risk on Corporate Investments: International Evidence', CEPR discussion paper (with Zigan Wang and Mark P. Taylor). 'Global Leverage Dynamics under Currency Risk' (with Zigan Wang, Qie Yin, Luping Yu).

学术兼职

为Journal of Banking and Finance, Journal of Money, Credit and Banking, North American Journal of Economics and Finance, International Journal of Finance and Economics等期刊担任匿名审稿人。