2025/06/24
【金科学术讲座】Market-Level Tug of War and Asset Pricing
主讲人Speaker: 陶然 助理教授 英国布里斯托大学时间Date & Time: 2025年7月4日（周五），下午14:00--15:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: We propose a simple indicator function based on the aggregate tug-of-war between overnight and intraday traders, and use it to identify two types of trading days: quiet and noisy days. We analyze these days and document that the security m...
2025/06/24
【深大微众冠名讲座】杰出学者 第6期 ：How does E-wallet affect monetary policy transmission: A mental accounting interpretation
主讲人Speaker: 钱文澜 教授 新加坡国立大学时间Date & Time: 2025年7月3日（周四），上午10:00--11:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: With fintech growth and smartphone adoption, e-wallets, which enable instant transactions while offering cash management products with financial returns, have become increasingly prevalent. Using a unique dataset from Alipay, the world’s la...
2025/06/24
【金科学术讲座】Accountable Developers, Accessible Homes: Regulatory Pathways to Expanding Homeownership
主讲人Speaker: 张笑语 助理教授 中央财经大学时间Date & Time: 2025年7月2日（周三），下午14:00--15:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: Homeownership builds wealth yet remains inaccessible for many. Developers constitute critical but understudied intermediaries controlling housing supply and affordability. Using India as our setting, we examine how regulatory intervention ma...
2025/06/24
【深大微众冠名讲座】杰出学者 第5期 ：Dynamic Portfolio for Big Data
主讲人Speaker: 蔡宗武 教授 美国堪萨斯大学时间Date & Time: 2025年6月30日（周一），下午14:00--15:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: First, we study the investor sentiment based on online information and propose constructing two investor sentiment indices based on Internet Search Queries, using linear model approaches such as partial least squares (PLS) and LASSO methods, r...
2025/06/24
【金科学术讲座】Eliciting Risk Aversion with Inverse Reinforcement Learning via Interative Questioning
主讲人Speaker: 成子腾 助理教授 香港科技大学（广州）时间Date & Time: 2025年6月27日（周五），下午14:30--16:00地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: We investigate a framework for identifying an agent's risk aversion through interactive questioning. First, we study a one-period setting where the agent's risk aversion is characterized by a state-dependent cost function and a dist...
2025/06/24
【深大微众冠名讲座】杰出学者 第4期 ：A Deep Neural Network Approach to Analysing US Monetary Policy
主讲人Speaker: 高集体 教授 澳大利亚莫纳什大学时间Date & Time: 2025年6月18日（周三），下午14:00--15:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: This presentation revisits the impacts of tightening monetary policy actions on a variety ofeconomic variables by discussing：(i) the role of momentary policy in the macroeconomic stability;(ii) how stock index responding to the unanticipat...
2025/06/10
【深大微众冠名讲座】杰出学者 第3期 ：AI与资本市场信息传播
主讲人Speaker: 魏明海 教授 时间Date & Time: 2025年6月20日（周五），上午10:00--11:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: 生成式人工智能的升级迭代和赋能应用，对资本市场信息传播模式的变革产生了重大影响。在比较“算法主导+AI赋能应用”与“规则基础+人类专业判断”两种类型资本市场信息传播模式主要特征的基础上，借助案例实践、现实验证和实验模拟最新研究文献讨论AI介入审计师识别财务错报和...
2025/06/10
【深大微众冠名讲座】杰出学者 第2期 ：Unintended Consequences of Mandatory Employee Heat Protection: Evidence from Chinese Firms
主讲人Speaker: 许年行 教授 中国人民大学时间Date & Time: 2025年6月19日（周四），上午10:00--11:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: Leveraging exogenous upgrades of outdoor workers’ heat protection policy in 2010 in a large Chinese city, our research explores how employers respond to increasing human capital cost and, thus, harm the wage of employees. Using a micro-level empl...
2025/06/05
【金科学术讲座】Jump risk premia in the currency market: evidence from quanto forwards
主讲人Speaker: 方翔 助理教授 香港大学经济管理学院时间Date & Time: 2025年6月13日（周五），上午10:00--11:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: We develop a novel approach to quantify the risk premia compensation for exposure to cojumps in foreign exchange rates and stock market indices. Utilizing currency quanto contract, we construct a self-financing portfolio that is only ...
2025/06/05
【金科学术讲座】The Value of Payment Convenience: Evidence from Households’ Investment in Money Market Funds
主讲人Speaker: 张亚佩 助理教授 上海科技大学时间Date & Time: 2025年6月12日（周四），下午14:30--16:00地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: This paper quantifies the value that households place on payment convenience embedded in financial products. Leveraging a unique administrative dataset from Alipay that tracks individual fund holdings and consumption transactions, we estima...