张麒-安泰师资-欧宝app官方网站下载中银科技金融学院

张麒，欧宝app官方网站下载安泰经济管理学院金融学副教授，博士生导师。曾任教于英国利兹大学和杜伦大学。于2003年和2006年在清华大学经济管理学院获得经济学学士和硕士学位，并于2011年在利兹大学获得金融学博士学位。

主要研究领域为金融市场，资产定价，行为金融，和银行学。学术研究发表于Review of Financial Studies, Journal of Accounting and Economics, Journal of Financial and Quantitative Analysis 等期刊。分别获得2017，2019，2022中国金融研究年会最佳论文奖。2022年入选上海市领军人才。

科学研究：

19. Cai, C. X., Li P., Keasey K. &Zhang, Q.(2021) Market Development, Information Diffusion and the Global Anomaly Puzzle.Journal of Financial and Quantitative Analysis, forthcoming.

18. Pearson, N., Yang Z. &Zhang, Q.(2021) The Chinese Warrants Bubble: Evidence from Brokerage Account Records.The Review of Financial Studies34(1), 264-312.

17. Clacher, I., Shields, K. &Zhang,Q.(2019). Negative tone in lobbying the international accounting standards board.The International Journal of Accounting54(3),1950011.

16. Cai, C. X., Kim, M., Shin, Y. &Zhang, Q.(2019). FARVaR: Functional Autoregressive Value-at-Risk.Journal of Financial Econometrics17(2): 284-337.

15. Koutmos, D, Wu, B &Zhang, Q.(2019). In Search of Winning Mutual Funds in the Chinese Stock Market.Review of Quantitative Finance and Accounting54, 589–616.

14. Cai, C. X., McGuinness, P.B. &Zhang, Q.(2018). Credit scores and the performance of newly-listed stocks: An exploration of the Chinese A-share market.Review of Quantitative Finance and Accounting51(1): 79-111.

13. Cai, C.X., Li, P. &Zhang, Q.(2018). Overreaction to growth opportunities: an explanation of the asset growth anomaly.European Financial Management25(4), 747-776.

12. Cai, C.X., Mobarek, A. &Zhang, Q.(2017). International Stock Market Leadership and its Determinants.Journal of Financial Stability33: 150-162.

11. Cai, C. X., McGuinness, P. B. &Zhang, Q.(2017). Capital account reform and short- and long-run stock price leadership.European Journal of Finance23(10): 916-945.

10. Abouraschi, N., Clacher, I., Freeman, M., Hillier, D., Kemp, M. &Zhang, Q.(2016). Pension plan solvency and extreme market movements: A regime switching approach.European Journal of Finance22(13): 1292-1319.

9. Toms, S. &Zhang, Q.(2016). Marks & Spencer and the Decline of the British Textile Industry, 1950-2000.Business History Review90(01): 3-30.

8. Cai, C. X. &Zhang, Q.(2016). High-Frequency Exchange Rate Forecasting.European Financial Management22(1): 120-141. 1.8， 7

7.Zhang, Q., Vallascas, F., Keasey, K. & Cai, C. X. (2015). Are Market-Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors?Journal of Money, Credit and Banking47(7): 1403-1442.

6.Zhang, Q., Cai, C.X. & Keasey, K. (2014). The profitability, costs and systematic risk of the post-earnings announcement drift trading strategy.Review of Quantitative Finance & Accounting43(3): 605-625.

5. Jiang, P., Cai, C. X., Keasey, K., Wright, M. &Zhang, Q.(2014). The role of venture capitalists in small and medium-sized enterprise initial public offerings: Evidence from China.International Small Business Journal32(6): 619-643.

4.Zhang, Q., Cai, C.X. & Keasey, K. (2013). Market reaction to earnings news: A unified test of information risk and transaction costs.Journal of Accounting and Economics56(2-3): 251-266.

3. Cai, C.X., Kyaw, K. &Zhang, Q.(2012). Stock index return forecast: The information of the constituents.Economics Letters116(1): 72-74.

2. Cai, C.X., McGuinness, P.B. &Zhang, Q.(2011). The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares.Journal of Banking and Finance35(8): 2123-2136.

1.Zhang, Q., Cai, C.X. & Keasey, K. (2009). Forecasting using high-frequency data: A comparison of asymmetric financial duration models.Journal of Forecasting28(5): 371-386.

主讲课程：

主要讲授课程包括公司金融，公司治理，金融数据分析方法等课程。