师资资源

张麒

  • 系 别:金融系
  • 办公电话:+86 (0)21 52301280
  • 职 称:副教授
  • 电子邮箱:zhang.qi@sjtu.edu.cn
教师简介
  • 张麒,金融学长聘副教授,博士生导师,安泰经济管理学院副院长,金融系党支部副书记,金融硕士项目学术主任。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 AnalysisJournal of Banking and Finance等国际一流期刊。

    主持和参与多项国家自然科学基金面上项目。分别获得2017,2019,2022中国金融研究年会最佳论文奖。入选上海市海外高层次人才引进计划(创新人才)。荣获2024年度欧宝app官方网站下载“十佳班主任”荣誉称号。兼任上海国际金融与经济研究院第二届学术委员会委,China Finance Review International期刊副编辑。




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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. 1.87

    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.




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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。


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