| |
Name
|
Paper
|
Discussant
|
| 1 |
Money and Banking（货币和银行）主持人： |
| |
李杨 |
The theory and practice of China's money
market |
|
| |
QI Jianping |
Integration of Lending and Underwriting:
Implications of Scope Economies |
徐信忠（北京大学） |
| |
沈大白 杨佳宁 |
台湾地区银行市场风险 |
俞樵（复旦）/陆军（岭南） |
| |
|
|
|
| 2 |
Global Capital Market（全球资本市场）主持人： |
| |
曹凤岐 |
入世将加速证券市场国际化进程 |
|
| |
LI Kai |
The Growth of Global Equity Markets: A
Closer Look |
王爱俭（天津财经学院） |
| |
MEI Jianping |
Measuring Private Information Trading
In Emerging Markets |
陈伟忠（同济大学） |
| |
|
|
|
| 3 |
Fixed Income Market（固定收益市场）主持人： |
| |
DAI Qiang |
Term Structure Dynamics in Theory and
Reality |
方兆本（中国科技大学） |
| |
YANG Baochen, Joseph KANG |
Convexity-Based Hedging with Treasury
Futures: A Model and Numerical Analysis |
PENG Lin |
| |
HUANG Jingzhi |
Structure Model of Corporate Bond Pricing:
An Empirical Analysis |
周春生（北京大学） |
| |
|
|
|
| 4 |
Law, Regulation and
Financial Institution（法律、监管和金融体制）主持人： |
| |
吴晓求 |
|
|
| |
Katharina Pistor, Chenggang Xu |
Enforcement under Incomplete Law:
Theory and Evidence from Financial Market Regulation |
江曙霞（厦门大学） |
| |
吴 华 |
股市的内在脆弱性和政府的作用－－理论和近期国有股减持的案例 |
QIAN Jun |
| |
|
|
|
| 5 |
Market Liquidity（市场流动性）主持人： |
| |
CHEN Zhiwu |
Discounts on Illiquid Stocks: Evidence
from China |
郭建伟（西安交大、人行） |
| |
Yang Zhishu, Li Zinai, Liu Feng |
Ownership Structure, Bid-Ask Spreads,
and Market Liquidity |
LI Wei |
| |
雷鸣 缪柏其 宁静 |
运用生存模型与极值理论对上证指数与成交量的研究 |
SU Tie |
| 6 |
Empirical Finance（实证金融）主持人： |
| |
宋逢明 田 萌 |
简单技术分析投资策略与中国股票市场的可预测性 |
YAO Tong |
| |
XU Yexiao |
A First Look at Closed-end Funds in China |
郭菊娥（西安交大） |
| |
谢朝斌 |
重塑市场投资价值基础：上市公司股利分配行为实证研究 |
CAO Quanwei（曹泉伟） |
| |
|
|
|
| 7 |
Development of Financial
Market and Institutions（金融市场与金融机构的发展）主持人： |
| |
陈雨露 |
|
|
| |
HUANG Haizhou |
Financial Institutions, Financial Contagion, and Financial Crises |
沈坤荣（南京大学） |
| |
何佳 曾勇 |
The Impact of the Speed of Innovation
Arrival on the Innovation Adoption Timing: The Case
of Two Generations of Future Innovations |
姜彦福（清华大学） |
| |
|
|
|
| 8 |
Credit Market（信贷市场）主持人： |
| |
Dantao ZHU |
Inequality, Credit Market Imperfections,
Segmentation, and Economic Growth |
赵昌文（四川大学） |
| |
戴立洪 |
抵押担保债券品种设计及经济效益分析 |
YU Fan |
| |
|
|
|
| 9 |
Corporate Finance（公司财务）主持人： |
| |
王震 刘力 |
经营困境公司价值相关性研究 |
LIU Qiao |
| |
房四海 姜彦福 周克 |
债务、投资与产品市场行为 |
万迪昉（西安交通大学） |
| |
YU Xiaoyun |
Liquidity Premium and Informational E?ciency
as the Determinants of Capital Structure |
吕长江（吉林大学） |
| |
BAI Chong-en， LIU Qiao,Frank SONG |
Value of Corporate Control: Evidence from
China's Distressed Firms |
王克敏/陈井勇（吉大） |
| |
|
|
|
| 10 |
Financial Econometrics
& Statistics（金融计量和统计）主持人： |
| |
张尧庭 |
对金融风险度量的一些看法 |
DUAN Jinchuan |
| |
HONG Yongmiao, LI Haitao |
Nonparametric Specification Testing for
Continuous-Time Models with Application to Spot Interest
Rates |
王庆石（东北财大） |
| |
ZHOU Guofu |
The HJ-distance: Geometry and Exact Distribution |
ZHANG Chu（香港科技大学） |
| |
聂祖荣 李波 |
股票投资价值灰色系统模型及应用 |
董太亨(浙江财院) |
| |
|
|
|
| 11 |
Equilibrium Asset
Pricing（资产均衡定价）主持人： |
| |
史树中 |
What is CAPM without Shortselling? |
CAO Henry |
| |
OUYANG Hui |
An Equilibirum Model of Asset Pricing
and Moral Hazard |
陈忠阳（中国人民大学 |
| |
XIONG Wei |
Overconfidence and Speculative Bubbles |
韩立岩（首都经贸大学） |
| |
WU Guojun |
The Behavior of Uninformed Investors and
Time-Varying Informed Trading Activities |
郭多祚（东北财经大学） |
| |
|
|
|
| 12 |
Portfolio Choice（组合选择）主持人： |
| |
陈灯塔 |
Portfolio Selection in Bilateral Partial
Moment Framework |
MA Tongsu |
| |
LIU Jun |
Endogenous Retirement, Endogenous Labor
Supply, an Wealth Shocks |
雍炯民（复旦大学） |
| |
ZHANG Huibin |
Optimal Consumption and Portfolio Choices
with Risky Housing and Stochastic Labor Income |
吴荣（南开大学） |
| |
LIU Hong |
Optimal Consumption and Investment with
Transaction Costs and Multiple Stocks |
李仲飞（岭南学院） |