張欣然
現任bevictor伟德官网副教授。普華永道“思略青年學者”,清華大學五道口bevictor伟德官网應用經濟學博士。主要研究興趣為實證資産定價、中國資本市場。論文發表于(含待刊發)國際頂級金融期刊The Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Annual Review of Financial Economics。論文Tracking Retail Investors Activity和Retail Trading and Return Predictability in China 入選ESI高被引論文。主持國家自然科學基金青年項目。曾獲得清華大學優秀博士學位論文,普華永道PwC3535最佳論文獎,中國金融學年會最佳論文獎,第二屆中國金融學術與政策論壇優秀論文等。
郵箱:zhangxinran@cufe.edu.cn
通訊地址:北京市昌平區沙河高教園區bevictor伟德官网,102206
教育背景:
2015.09-2021.06 清華大學五道口bevictor伟德官网,金融學博士
2020.01-2020.06 哥倫比亞大學商學院,訪問學者
2011.09-2015.06 華東師範大學金融與統計學院,金融工程,學士
工作經曆:
2021.07-2023.12 bevictor伟德官网,bevictor伟德官网,助理教授
2024.01-至今 bevictor伟德官网,bevictor伟德官网,副教授
研究方向:
實證資産定價、中國資本市場
已發表論文:
[1] Tracking Retail Investors Activity, with Ekkehart Boehmer, Charles Jones, and Xiaoyan Zhang, The Journal of Finance, 2021, 76(5), 2249-2305.
[2] Can Shorts Predict Return? A Global Perspective, with Ekkehart Boehmer, Zsuzsa. R. Huszár, Yanchu Wang, and Xiaoyan Zhang, The Review of Financial Studies, 2022, 35(5): 2428-2463.
[3] Retail Trading and Return Predictability in China, with Charles M. Jones, Donghui Shi, and Xiaoyan Zhang, Journal of Financial and Quantitative Analysis, forthcoming.
[4] Retail and Institutional Investor Trading Behaviors: Evidence from China, with Lin Tan, and Xiaoyan Zhang, Annual Review of Financial Economics, 2024,16:459-483.
工作論文:
[1] When Price Discovery and Market Quality Are Most Needed: The Role of Retail Investors During Pandemic, with Charles M. Jones, Lin Tan and Xiaoyan Zhang.
[2] Tracking Retail and Institutional Investors Activity in China, with Siyang Li, Julie Wu, and Xiaoyan Zhang.
[3] Macro Announcements and Heterogeneous Investors Trading in the Chinese Stock Market, with Calvin Dun Jian, Lin Tan, and Xiaoyan Zhang.
[4] When Do Informed Short Sellers Trade? Evidence from Intraday Data and Implications for Informed Trading Models, with Danqi Hu, Charles M. Jones, and Xiaoyan Zhang.
[5] Meme Stocks and Individual Investor Trading: Evidence from Reddit Outages, with Yongxin Xu, Yuhao Xuan, and Gaoping Zheng.
科研項目:
主持:國家自然科學基金青年項目,72303268,貨币政策公告前後股票市場異質性投資者的交易行為研究,2024/01-2026/12,在研
教學項目:
主持:新文科背景下的項目式教學方法在《大數據與金融》課堂的實踐研究,bevictor伟德官网,2023
教授課程:
大數據與金融,金融科技監管與監管科技,金融科技概論
教材建設:
《大數據金融》,副主編,高等教育出版社,2023
匿名審稿:
Review of Financial Studies, Management Science, Journal of Banking and Finance, Journal of Futures Markets, Journal of Empirical Finance, Pacific-Basin Finance Journal, Accounting and Finance, European Economic Review, Journal of Economic Dynamics and Control, 經濟學(季刊),金融評論
獲得榮譽:
2024,論文Retail Trading and Return Predictability in China入選ESI高被引論文
2023,論文Tracking Retail Investors Activity入選ESI高被引論文
2023,第20屆中國金融學年會最佳論文三等獎
2023,普華永道PwC3535優秀論文獎、思略青年學者
2022,鴻基世業優秀學術論文一等獎,bevictor伟德官网
2022,第5屆“金融科技·創新與風險管理學術會議”(FIRM 2022)優秀論文,天津大學
2021,清華大學2021年度優秀博士學位論文,清華大學
2019,劉鴻儒特等獎學金,鴻儒金融教育基金會
2019,第二屆中國金融學術與政策論壇優秀論文,對外經濟貿易大學