基本信息

---

诚明楼406, 首都经济贸易大学

weinan.zheng@cueb.edu.cn

教育背景

---

金融学博士, 香港大学 2021

环境管理硕士, 杜克大学 2015

管理学学士, 中国人民大学 2013

研究方向

---

资产定价、金融机构、金融市场

工作经历

---

助理教授, 国际经济管理学院, 首都经济贸易大学 2021年9月至今

【教授课程】

固定收益证券

金融工程

国际经济学

科研成果

---

【发表论文】

Cranes among chickens: The general-attention-grabbing effect of daily price limits in China's stock market. Journal of Banking and Finance (2023)

Coreversal: The booms and busts of arbitrage activities in China. Journal of Empirical Finance (2023).

The Term Structure of Mutual Fund Herding. European Financial Management, (2023).

The invisible burden. Journal of Financial Markets, (2021).

【工作论文】

Less is More: How Corporate Bond Mutual Funds Signal Their Abilities

Information Asymmetry, Price Informativeness and Cost of Capital (with Zhigang Qiu)

Substitution between Short Selling and Options Trading in Predicting Aggregate Stock Returns (with Shiyang Huang and Tse-Chun Lin)

(4)Aggregate Opportunistic Insider Trading and Market Return Predictability (with Shiyang Huang and Tse-Chun Lin)