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賀志芳

系別:金融系

職稱:副傳授

接洽體例:hezfang@126.com

迷信研討:研討標的目的:
行動金融、金融計量、金融危險辦理

期刊論文(按頒發時候擺列):
[17] He Z, Chen J, Zhou F, Zhang G, Wen F. Oil price uncertainty and the risk-return relation in stock markets: Evidence from oil-importing and oil-exporting countries. International Journal of Finance & Economics, 2020, 1-19. http://doi.org/10.1002/ijfe.2206. (SSCI, ABS三星)
[16] He Z. Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. International Review of Economics & Finance, 2020, 66, 131-153. (SSCI, ABS二星)
[15] He Z, He L, Wen F. Risk compensation and market returns: The role of investor sentiment in the stock market. Emerging Markets Finance and Trade, 2019, 55(3): 704-718. (SSCI, ESI高被引, ABS二星)
[14] He Z., Zhou F, Xia X, Wen F, Huang. Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time-Varying Influence, and Asymmetric Effect. Emerging Markets Finance and Trade, 2019,55(12), 2756-2773. (SSCI, ABS二星)
[13] 王宗潤, 謝楠, 賀志芳. 基于GARCH-V模子的措置效應研討.節制與決議計劃, 2019, 34(09): 1955-1963. (CSCD)
[12] He Z, Zhou F. Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. PloS one, 2018,13(8), e0200734. (SSCI/SCI)
[11] 賀志芳, 周方召. 投資者危險偏好的靜態特點——來自國際股票市場的實證證據.體系迷信與數學, 2018, 38(03):348-363.(CSCD)
[10] He Z, Huang C, Gong X, Yang X, Wen F. Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? EURASIA Journal of Mathematics, Science and Technology Education, 2017, 13 (12):8367-8382. (SSCI)
[9] 賀志芳, 文鳳華, 黃創霞, 楊曉光, 鄭石明. 投資者情感與時變危險彌補系數, 辦文迷信學報, 2017, 20 (12): 29-38. (CSSCI,國自科基金委辦理學A刊)
[8] 賀志芳, 楊鑫, 龔旭, 文鳳華. 股指期貨市場動搖率的展望研討. 體系迷信與數學, 2016, 36(8):1160-1174. (CSCD)
[7] Gong X, Wen F, He Z, Yang J, Yang X, Pan B. Study on Investor Sentiment Affected by Extreme Income and Extreme Volatility. Filomat, 2016, 30(15): 3949-3961. (SCI)
[6] Wen F, He Z, Dai Z, Yang X. Characteristics of Investors’ Risk Preference for Stock Markets. Economic Computation and Economic Cybernetics Studies and Research, 2014, 3(48):235-254. (SSCI)
[5] Wen F, He Z, Gong X, Liu A. Investors’ Risk Preference Characteristics Based on different Reference Point. Discrete Dynamics in Nature and Society, 2014, 2014:1-9. (SCI )
[4] Gong X, He Z, Li P, Zhu N. Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps. Discrete Dynamics in Nature and Society, 2014, 2014:1-10. (SCI)
[3] Wen F, Xiao J, He Z. Stock Price Prediction Based on SSA and SVM, Procedia Computer Science, 2014, 31:625-631.
[2] Wen F, Tao M, He Z, Chen X. The Impact of Investors’ Risk Attitudes on Skewness of Return Distribution. Procedia Computer Science , 2013: 664-670.
[1] Wen F, He Z, Dai Z, Gong X. The Effect of Disposition Effect on Stock Price Volatility. International Conference on Business Intelligence and Financial Engineering, 2012, 8: 390-393. (EI)

掌管或到場的科研名目(按時候擺列):
[6]國度天然迷信青年基金名目(71701081):投資者危險偏好的特點及感化機制研討,  2018.1-2020.12,19萬元,在研,掌管
[5] 江蘇省教導廳高校哲學社會迷信基金名目(2017SJB0816):金融市場中投資者危險偏好的特點研討,1萬元,2018.1-2018.12,實現,掌管
[4]教導部人文社科青年基金名目(18YJC790029):加入不肯定對危險投資影響的機制研討,2018.07-2021.06,8萬元,到場,在研
[3]教導部人文社科青年基金名目(17YJC790008):活動性視角下股價慣性研討——基于國度辦理才能的古代化推動,2018.01-2020.12,8萬元,到場,在研
[2]國度天然迷信基金面上名目(71371195):投資者情感天生、沾染機制及其對資產訂價的影響研討,2014.01-2017.12,實現,到場
[1]湖南省哲學社會迷信基金重點名目(11ZDB11):房地產泡沫對我國金融懦弱性的影響研討,2011.01-2012.12,實現,到場

主講課程:本科生課程:《危險辦理》
研討生課程:《金融危險學》

  • 教員簡介
  • 迷信研討
  • 主講課程
  •  

    賀志芳,博士,副傳授。2016年11月畢業于中南大學商學院,獲辦理學博士學位(導師:文鳳華)。 2015年8至2016年8月,加拿大溫莎大學結合培育博士生(導師:Guoqing Zhang)。2017年2月入職江南大學商學院金融系,副傳授。首要研討標的目的包含行動金融、金融計量、金融危險辦理等。在《辦文迷信學報》、《International Review of Economics and Finance》、《Emerging Markets Finance and Trade》、《International Journal of Finance & Economics》等國際外學術期刊上頒發論文17篇,此中SSCI和SCI收錄10篇,1篇論文被美國 ISI Web of Science 的根基迷信目標ESI列為學科前百分之一的高被引論文。今朝掌管國度天然迷信青年基金和江蘇省高校哲學社會迷信基金各1項,到場國度天然迷信基金、教導部人文社科基金多項。榮獲江南大學2020-2021年度“至善青年學者”,2018年無錫市第十屆天然迷信優異論文三等獎,2016年湖南省天然迷信獎二等獎等嘉獎。

     

  • 研討標的目的:
    行動金融、金融計量、金融危險辦理

    期刊論文(按頒發時候擺列):
    [17] He Z, Chen J, Zhou F, Zhang G, Wen F. Oil price uncertainty and the risk-return relation in stock markets: Evidence from oil-importing and oil-exporting countries. International Journal of Finance & Economics, 2020, 1-19. http://doi.org/10.1002/ijfe.2206. (SSCI, ABS三星)
    [16] He Z. Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. International Review of Economics & Finance, 2020, 66, 131-153. (SSCI, ABS二星)
    [15] He Z, He L, Wen F. Risk compensation and market returns: The role of investor sentiment in the stock market. Emerging Markets Finance and Trade, 2019, 55(3): 704-718. (SSCI, ESI高被引, ABS二星)
    [14] He Z., Zhou F, Xia X, Wen F, Huang. Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time-Varying Influence, and Asymmetric Effect. Emerging Markets Finance and Trade, 2019,55(12), 2756-2773. (SSCI, ABS二星)
    [13] 王宗潤, 謝楠, 賀志芳. 基于GARCH-V模子的措置效應研討.節制與決議計劃, 2019, 34(09): 1955-1963. (CSCD)
    [12] He Z, Zhou F. Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. PloS one, 2018,13(8), e0200734. (SSCI/SCI)
    [11] 賀志芳, 周方召. 投資者危險偏好的靜態特點——來自國際股票市場的實證證據.體系迷信與數學, 2018, 38(03):348-363.(CSCD)
    [10] He Z, Huang C, Gong X, Yang X, Wen F. Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? EURASIA Journal of Mathematics, Science and Technology Education, 2017, 13 (12):8367-8382. (SSCI)
    [9] 賀志芳, 文鳳華, 黃創霞, 楊曉光, 鄭石明. 投資者情感與時變危險彌補系數, 辦文迷信學報, 2017, 20 (12): 29-38. (CSSCI,國自科基金委辦理學A刊)
    [8] 賀志芳, 楊鑫, 龔旭, 文鳳華. 股指期貨市場動搖率的展望研討. 體系迷信與數學, 2016, 36(8):1160-1174. (CSCD)
    [7] Gong X, Wen F, He Z, Yang J, Yang X, Pan B. Study on Investor Sentiment Affected by Extreme Income and Extreme Volatility. Filomat, 2016, 30(15): 3949-3961. (SCI)
    [6] Wen F, He Z, Dai Z, Yang X. Characteristics of Investors’ Risk Preference for Stock Markets. Economic Computation and Economic Cybernetics Studies and Research, 2014, 3(48):235-254. (SSCI)
    [5] Wen F, He Z, Gong X, Liu A. Investors’ Risk Preference Characteristics Based on different Reference Point. Discrete Dynamics in Nature and Society, 2014, 2014:1-9. (SCI )
    [4] Gong X, He Z, Li P, Zhu N. Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps. Discrete Dynamics in Nature and Society, 2014, 2014:1-10. (SCI)
    [3] Wen F, Xiao J, He Z. Stock Price Prediction Based on SSA and SVM, Procedia Computer Science, 2014, 31:625-631.
    [2] Wen F, Tao M, He Z, Chen X. The Impact of Investors’ Risk Attitudes on Skewness of Return Distribution. Procedia Computer Science , 2013: 664-670.
    [1] Wen F, He Z, Dai Z, Gong X. The Effect of Disposition Effect on Stock Price Volatility. International Conference on Business Intelligence and Financial Engineering, 2012, 8: 390-393. (EI)

    掌管或到場的科研名目(按時候擺列):
    [6]國度天然迷信青年基金名目(71701081):投資者危險偏好的特點及感化機制研討,  2018.1-2020.12,19萬元,在研,掌管
    [5] 江蘇省教導廳高校哲學社會迷信基金名目(2017SJB0816):金融市場中投資者危險偏好的特點研討,1萬元,2018.1-2018.12,實現,掌管
    [4]教導部人文社科青年基金名目(18YJC790029):加入不肯定對危險投資影響的機制研討,2018.07-2021.06,8萬元,到場,在研
    [3]教導部人文社科青年基金名目(17YJC790008):活動性視角下股價慣性研討——基于國度辦理才能的古代化推動,2018.01-2020.12,8萬元,到場,在研
    [2]國度天然迷信基金面上名目(71371195):投資者情感天生、沾染機制及其對資產訂價的影響研討,2014.01-2017.12,實現,到場
    [1]湖南省哲學社會迷信基金重點名目(11ZDB11):房地產泡沫對我國金融懦弱性的影響研討,2011.01-2012.12,實現,到場
  • 本科生課程:《危險辦理》
    研討生課程:《金融危險學》