厦门大学王亚南经济研究院计量经济学、金融学导师介绍：陈海强

陈海强

教授
美国康奈尔大学经济学博士
电话：0592-2186795
电子邮件：hqchen2009@gmail.com
办公室：经济楼A204

工作经历
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2011-2013
Associate Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2013-

教育背景
Ph.D. in Economics, Cornell University, 2011;
M.Phil. in Economics, Chinese University of Hong Kong, Hong Kong, China, 2005;
B.A. in Economics & B.Sc. in Mathematics, Peking University, China, 2003

研究兴趣
Financial Econometrics, Time series Econometrics, Financial Economics

教学兴趣
Time series analysis, Econometrics, Financial Economics, Derivative Analysis

研究成果
期刊论文
1. Recent Macroeconomic Stability in China (with Q. He), China Economic Review, forthcoming, SSCI. (Corresponding Author)
2. Robust Estimation and Inference for Threshold Models with Integrated Regressors, Econometric Theory, forthcoming, SSCI.
3. Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines (with Ying Fang and Yingxing Li), Econometric Theory, forthcoming, SSCI.
4. Does the Introduction of Stock Index Futures Reduce Chinese Stock Market Volatility? A Panel Data Evaluation Approach (with Q. Han, Y.X. Li and K. Wu), Journal of Futures Markets (SSCI), forthcoming.
5. How Smooth is Price Discovery, Evidence from Cross-listed Stock Trading (with M.S. Choi and Y. Hong), 2013, Journal of International Money and Finance (32) 668-699.
6. 现金流波动、盈利稳定性与公司价值：基于沪深上市公司的实证研究，(with韩乾，吴锴)。《金融研究》，2012 第九期。
7. Does Information Vault Niagara Falls? Cross-listed Trading in New York and Toronto, (with M.S. Choi), 2012，Journal of Empirical Finance 19, 175-199.
8.  “The Theory and Applications of TAR Model with two Threshold Variables” (with J. Bai and T.L. Chong), 2012，Econometric Reviews, 31, 142–170.
9. “Are Chinese Stock Market Cycles Duration Independent?” (with Z. Li and T.L. Chong), Financial Review,46 (1) 2011, pp 151-164.
10. “An investigation of duration dependence in the American stock market cycle” (with Z. Li, T.L. Chong and M.J. Hinich), Journal of Applied Statistics 37 (8), 2010, pp 1407-1416.
11. “A Principal-Factor Approach to Measuring Investor Sentiment” (with T.L. Chong and X. Duan), Quantitative Finance 10(4), 2010, pp. 339-347.

研究项目
非线性协整模型的有效估计、检验及其应用,国家自然科学基金青年科学基金项目,2013.01-2015.12