師資步隊

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趙汝為

系別:金融系

職稱:副傳授

接洽體例:zrwjnu@jerseys-2013.com

迷信研討:迷信研討
[1] R. Zhao, X. Xiong, D. Shen, W. Zhang, Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective, International Journal of Information Technology & Decision Making, 18 (2018) 695-715. (SCI&SSCI,JCR二區)
[2] R. Zhao, X. Xiong, D. Shen, Investor attention and performance of IPO firms: Evidence from online searches, Physica A: Statistical Mechanics and its Applications, 508 (2018) 342-348. (SCI&SSCI,JCR二區)
[3] 趙汝為, 熊熊, 沈德華, 投資者情感與股價崩盤危險:來自中國市場的經歷證據, 辦理批評, 31 (2019) 50-60. (國基委辦理學部A類,CSSCI焦點)
[4] R. Zhao, Inferring private information from online news and searches: Correlation and prediction in Chinese stock market, Physica A: Statistical Mechanics and its Applications, 528 (2019) 121450. (SCI&SSCI,JCR二區)
[5] R. Zhao, Quantifying the correlation and prediction of daily happiness sentiment and stock return: The Case of Singapore, Physica A: Statistical Mechanics and Its Applications, 533 (2019) 122020. (SCI&SSCI,JCR二區)
[6] R. Zhao, Y. Cui, X. Liu, Tick Size and Market Quality Using an Agent-Based Multiple-Order-Book Model, Frontiers in Physics, 8 (2020). (SCI&SSCI,JCR二區)
[7] R. Zhao, Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US, Physica A: Statistical Mechanics and its Applications, 538 (2020) 122629. (SCI&SSCI,JCR二區)
[8] R. Zhao, Quantifying the correlation of media coverage and stock price crash risk: A panel study from China, Physica A: Statistical Mechanics and its Applications, 537 (2020) 122378. (SCI&SSCI,JCR二區)
[9] R. Zhao, P. Dai. A multifractal cross-correlation analysis of economic policy uncertainty: Evidence from China and the USA, Fluctuation and Noise Letters (2021) (SCI&SSCI,JCR三區),
[10] R. Zhao, Y. Cui. Dynamic Cross-Correlations Analysis on Economic Policy Uncertainty and US Dollar Exchange Rate: A MF-DCCA perspective, Discrete Dynamics in Nature and Society  6668912 (2021) (SCI&SSCI,JCR三區)
[11] R. Zhao, Quantifying the cross sectional correlation of daily happiness sentiment and return skewness: Evidence from US Industries, Journal of Behavioral and Experimental Finance, (2020) 100369 (ESI).
[12] 周方召,付輝,賀志芳,趙汝為.金融科技背景下金融學人材培育形式的挑釁與優化[J].金融實際與講授,2021(01):94-98.
掌管與到場課題
(1)大數據視角下內部信息情況身分對股價崩盤危險影響機理與感化機制研討(71901107),國度天然迷信基金委,19萬元,在研 ,2020.01-2022.12, 掌管
(2)互聯網背景下金融市場到場者行動紀律及其危險效應研討,國度天然迷信基金嚴重名目(71790594), 455萬元,在研,2018.01-2022.12,到場
(3)基于大數據的金融立異及其危險闡發實際,國度天然迷信基金重點名目(71532009), 292萬元,實現,2016.01-2020.12,到場

主講課程:本科生課程:金融市場與機構、學術英語

  • 教員簡介
  • 迷信研討
  • 主講課程
  • 趙汝為,男,辦理學博士,副傳授。20186月畢業于天津大學辦文迷信與工程專業,2016-2017美國奧本大學赫伯特商學院結合培育,2020年任江南大學商學院金融系副傳授,2020-2021年度江南大學至善青年學者。首要研討范疇為實證資產訂價、金融危險辦理和計較嘗試金融。以第一作者身份在International Journal of Information Technology & Decision MakingPhysica A: Statistical Mechanics and its ApplicationsFrontiers in PhysicsJournal of Behavioral and Experimental FinanceFluctuation and Noise LettersDiscrete Dynamics in Nature and Society、《辦理批評》等國際外著名刊物頒發十余篇學術論文,掌管國度天然迷信基金青年名目一項,到場國度天然迷信基金多項。取得2020年度無錫市第十一屆天然迷信優異論文二等獎,無錫市第十五屆社會迷信功效獎二等獎。擔負多個國際期刊匿名審稿人。

     

  • 迷信研討
    [1] R. Zhao, X. Xiong, D. Shen, W. Zhang, Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective, International Journal of Information Technology & Decision Making, 18 (2018) 695-715. (SCI&SSCI,JCR二區)
    [2] R. Zhao, X. Xiong, D. Shen, Investor attention and performance of IPO firms: Evidence from online searches, Physica A: Statistical Mechanics and its Applications, 508 (2018) 342-348. (SCI&SSCI,JCR二區)
    [3] 趙汝為, 熊熊, 沈德華, 投資者情感與股價崩盤危險:來自中國市場的經歷證據, 辦理批評, 31 (2019) 50-60. (國基委辦理學部A類,CSSCI焦點)
    [4] R. Zhao, Inferring private information from online news and searches: Correlation and prediction in Chinese stock market, Physica A: Statistical Mechanics and its Applications, 528 (2019) 121450. (SCI&SSCI,JCR二區)
    [5] R. Zhao, Quantifying the correlation and prediction of daily happiness sentiment and stock return: The Case of Singapore, Physica A: Statistical Mechanics and Its Applications, 533 (2019) 122020. (SCI&SSCI,JCR二區)
    [6] R. Zhao, Y. Cui, X. Liu, Tick Size and Market Quality Using an Agent-Based Multiple-Order-Book Model, Frontiers in Physics, 8 (2020). (SCI&SSCI,JCR二區)
    [7] R. Zhao, Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US, Physica A: Statistical Mechanics and its Applications, 538 (2020) 122629. (SCI&SSCI,JCR二區)
    [8] R. Zhao, Quantifying the correlation of media coverage and stock price crash risk: A panel study from China, Physica A: Statistical Mechanics and its Applications, 537 (2020) 122378. (SCI&SSCI,JCR二區)
    [9] R. Zhao, P. Dai. A multifractal cross-correlation analysis of economic policy uncertainty: Evidence from China and the USA, Fluctuation and Noise Letters (2021) (SCI&SSCI,JCR三區),
    [10] R. Zhao, Y. Cui. Dynamic Cross-Correlations Analysis on Economic Policy Uncertainty and US Dollar Exchange Rate: A MF-DCCA perspective, Discrete Dynamics in Nature and Society  6668912 (2021) (SCI&SSCI,JCR三區)
    [11] R. Zhao, Quantifying the cross sectional correlation of daily happiness sentiment and return skewness: Evidence from US Industries, Journal of Behavioral and Experimental Finance, (2020) 100369 (ESI).
    [12] 周方召,付輝,賀志芳,趙汝為.金融科技背景下金融學人材培育形式的挑釁與優化[J].金融實際與講授,2021(01):94-98.
    掌管與到場課題
    (1)大數據視角下內部信息情況身分對股價崩盤危險影響機理與感化機制研討(71901107),國度天然迷信基金委,19萬元,在研 ,2020.01-2022.12, 掌管
    (2)互聯網背景下金融市場到場者行動紀律及其危險效應研討,國度天然迷信基金嚴重名目(71790594), 455萬元,在研,2018.01-2022.12,到場
    (3)基于大數據的金融立異及其危險闡發實際,國度天然迷信基金重點名目(71532009), 292萬元,實現,2016.01-2020.12,到場
  • 本科生課程:金融市場與機構、學術英語