张劲帆

副教授

 

深圳高等金融研究院宏观金融稳定与创新研究中心联席主任、副教授

个人简介

张劲帆教授曾获清华大学电子工程博士, 耶鲁大学金融学博士, 哈佛大学统计学硕士, 清华大学电子工程学士,北京大学经济学双学位; 曾担任国际货币基金组织经济学家, 长江商学院助理教授,中国人民银行研究局高级访问学者, 现任香港中文大学(深圳)经济管理学院副教授, 深圳高等金融研究院宏观金融稳定与创新研究中心联合主任。在国内外顶级金融学术期刊包括"Review of Financial Studies", "Journal of Comparative Economics" 和"金融研究", "经济学(季刊)"等杂志发表论文多篇。研究成果获得2011美国西部金融年会最佳资产定价论文奖; 2018,2019深圳特区金融学会优秀论文奖, 世界经济年鉴编辑部"世界经济统计学2018年最佳中文论文TOP10”。主要研究方向: 中国金融市场和金融机构, 金融科技, 中国经济,资产定价。

1. Are Pricier Houses Less Risky? Evidence from China: The Journal of Real Estate Finance and Economics, Forthcoming

2.《基于因子模型的商品房住宅价格机制研究》,刚 健 华 , 杜 涣 程 , 刘 鹏 程 , 张 劲 帆,  中国软科学 , Forthcoming

3. 上市公司与投资者的互联网沟通具有信息含量吗?-- 基于深交所“互动易”的研究》,孟庆斌,黄清华,张劲帆,王松,经济学季刊,Vol. 19(2), pp 245-269,2020年第2期

4. 《IPO限价发行与新股二级市场价格泡沫——论股票市场“弹簧效应》, 张劲帆,李丹丹,杜涣程,2019年第12期

5. 《中国利率市场的价格发现——对国债现货,期货,以及利率互换市场的研究》,张劲帆,汤莹玮,刚健华,樊林立,金融研究,2019年第1期

6. 《基于混频向量自回归模型的宏观经济预测》, 张劲帆, 刚健华, 钱宗鑫, 张龄琰, 金融研究,2018年第5期

7. 《企业上市与企业创新----基于中国企业专利申请的研究》, 张劲帆, 李汉涯, 何晖, 金融研究, 2017第五期

8. Political Connection, Corporate Philanthropy and Efficiency: Evidence from China's Anti-Corruption Campaign (With Yu Liu, Xiaoyan Zhao, Zhuoqun Hao, Journal of Comparative Economics, R&R, 2019

9. Trade Networks and Asset Prices (with Huancheng Du, Christopher Polk, and Dong Lou), American Finance Association Annual Conference, 2019

10. Global Perspective or Local Knowledge: The Macro-Information in the Sovereign CDS Market, American Finance Association Annual Conference, 2019

11. Share Pledging and Corporate Risk-Taking: Insights from the Chinese Stock Market, 2019 China Financial Research Conference (Tsinghua PBCSF)

12. “Anticipated and Repeated Shocks in Liquid Markets” (with Dong Lou and Hongjun Yan) Review of Financial Studies, 2014

(NASDAQ OMX Award for the Best Paper on Asset Pricing at Western Finance Association Annual Conference, 2011)

13. “Collateral-Motivated Financial Innovation” (with Ji Shen and Hongjun Yan), Review of Financial Studies, 2014

14. “Corporate Leverage in Emerging Markets – A Concern?” IMF Global Financial Stability Report 2015 Fall, Chapter 3

15. “IMF South Africa 2017 Article IV Staff Report”, with Paolo Mauro, Alejandro Sergio Simone

16. “Financial Landscape, Risks and Institutional Arrangements for Financial Stability in China”, with Tao Sun and Min Liu, IMF Policy Paper 2016

17. “Sovereign Rating System: What Lies Beneath?”, with Rodolfo Maino, Lisheng Wang, IMF Policy Paper 2017

18. 《金融诈骗案例研究》, 王松,张劲帆,2018.6,财新图书出版社

19. "Low Complexity Scheduling Algorithms for Downlink Multiuser MIMO Systems," IEICE Transactions on Communications, Feb. 2007 (with Shidong Zhou and Jing Wang)

20. "Joint Linear Transmitter and Receiver Design for the Downlink of Multiuser MIMO Systems," IEEE Communications Letters, Nov. 2005 (with Yongle Wu and Jing Wang)

21. “Linear transmitter precoding design for downlink of multiuser MIMO systems, ” IEE Electronics Letters, July. 2005 (with Yongle Wu, Mingguang Xu and Jing Wang)