任宇
日期:2016-10-03             信息来源:文澜学院

任宇

教授

个人主页:econren.weebly.com

  

教育背景

1997-2001 武汉大学经济学学士 & 数学学士

2002-2003 加拿大圭尔夫大学(University of Guelph) 经济学硕士

2003-2008 加拿大女王大学(Queen’s University) 经济学博士

  

研究领域

房地产,固定收益,资产定价,证券组合

  

发表论文

1. A Semiparametric Conditional Capital Asset Pricing Model (通讯作者, with Z. Cai and B. Yang), Journal of Banking and Finance (SSCI) 2015.

2. Human Capital, Durable Goods and Asset Returns (通讯作者 and 第一作者, with Y. Yuan and Y. Zhang), Journal of Banking and Finance (SSCI) 2014.

3. Why the Housing Sector Leads the Whole Economy: the Importance of Collateral Constraints and News Shocks (第一作者, with Y. Yuan), Journal of Real Estate Finance and Economics (SSCI) 2014.

4. Uninsured Expense Shocks and Equity Premia (通讯作者, with Q. Wang and Y. Zou ), Economic Modelling (SSCI) 2016

5. Durable Consumption and Asset Returns: Cointegration Analysis (通讯作者, with G. Chen and Z. Hong), Economic Modelling (SSCI) 2016.

6. The Spirit of Capitalism and the Equity Premium (第一作者, with Q. Wang, Y. Zou, and Z.Huang) , Annals of Economics and Finance (SSCI) 2015.

7. A new test on the conditional capital asset pricing model (通讯作者,with Z. Cai and X. Li), Appl. Math. J. Chinese Univ. (SCI) 2015.

8. Pricing Kernel Estimation: A Local Estimating Equation Approach (with Z. Cai and L. Sun), Econometric Theory (SSCI) 2015.

9. Specification Tests of Habit Formation (通讯作者,with P. Liu), Applied Economics Letters (SSCI) 2013.

10. Improvement in Small-Sample Properties of GMM-Based Wald Tests (通讯作者, with Q. Chen), Computational Statistics (SSCI&SCI) 2013.

11. House Price Bubbles in China (第一作者, with C. Xiong and Y. Yuan), China Economic Review (SSCI) 2012.

12. Nonparametric Estimation and Testing of Stochastic Discount Factor (通讯作者, with Y. Fang and Y. Yuan) Finance Research Letters (SSCI) 2011.

13. Exploring the relationship between vehicle safety and fuel efficiency in automotive design with C. Chen, Transportation Research Part D (SSCI) 2010.

14. Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test (第一作者, with K. Shimotsu ), Journal of Empirical Finance (SSCI) 2009.

15. Predictive methods for using capacity data to estimate market shares and the extent of risk pooling by airline alliance partners under parallel codesharing (with C. Chen), Transportation Journal (SSCI) 2008.

  

科研项目

1.  2014-2016 国家自然科学基金青年项目, 19 万,项目主持人,已结题

2.  2011-2014 福建省自然科学基金面上项目,3 万,项目主持人,已结题