澳门8867??>??教授与研究??>??金融及财务??>??宋忠智??

宋忠智

SONG Zhongzhi

加拿大英属哥伦比亚大学博士
澳门8867金融学助理教授

Email:
zzsong@ckgsb.edu.cn

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教授概况:

宋忠智 教授现为澳门8867金融学助理教授, 2011年毕业于加拿大英属哥伦比亚大学并获得金融学博士学位。其研究成果发表在金融评论(Review of Finance),管理科学(Management Science), 金融经济学(Journal of Financial Economics)等国际学术期刊上。现主讲金融MBA课程: 《实物期权》和 《私募股权投资》。?

主要研究领域

资产定价,不确定性下的投资决策,宏观金融,银行及金融危机,企业政策与收益

学术成就

  • Northern Finance Association(2010)评选的博士生最佳论文奖。
  • 获英属哥伦比亚大学研究生奖学金 (UGF),2006-2009

 

Publications

  • “Asset Growth and Idiosyncratic Return Volatility,” 2016, Review of Finance, 20(3), 1235--1258
  • “Can Investment Shocks Explain the Cross-Section of Equity Returns?” 2016, with Lorenzo Garlappi, Management Science, forthcoming
  • “Capital Utilization, Market Power, and the Pricing of Investment Shocks,” 2016, with Lorenzo Garlappi, Journal of Financial Economics, forthcoming

 

Working Papers

  • “Investment Shocks and Cross-sectional Returns: An Investment-based Approach,” 2015, with Lorenzo Garlappi
  • “Endogenous Asset Fire Sales and Bank Lending Incentives,” 2013
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