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...

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...

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 ...

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...

主讲人Speaker: 李嘉   教授    新加坡管理大学时间Date & Time: 2025年6月5日（周四），下午15:00--16:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: Building on time-honored ideas from technical analysis, we propose a simple new test, termed theMarubozu test, for detecting abrupt asset price changes over short time intervals based on the information embedded in readily available high-frequen...

主讲人Speaker: 胡桑   助理教授       香港中文大学（深圳）  时间Date & Time: 2025年5月28日（周三），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 propose a family of incentive contracts that can attract some fund managers who are favored by all investors and deter any manager who is unfavored by any investor. This contracting problem has hidden types, hidden actions, hi...

主讲人Speaker: 宋扬    副教授    香港浸会大学时间Date & Time: 2025年5月30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: Credit information sharing among lenders disciplines borrower behaviors and enables lenders to better screen and monitor borrowers. Using staggered reforms to European countries’ public credit registries as a shock to credit information shari...

Abstract:  This study provides the first in-depth analysis of concentrated liquidity provision (CLP) strategies in decentralized finance (DeFi). We compile a comprehensive dataset of all CLP positions and trades on the Ethereum blockchain, ...

Abstract：This paper aims to detect structural break points in latent networks in a panel data setting. We consider panel models where the outcome of a unit depends on the outcomes and characteristics of other units. The latent network structure induces high-dimensional parameters and interactive outcomes generate endogeneity. Our goal is to detect breaks in high-dimensional network parameters associated with endogenous variables. We propose a two-step penalized nonlinear least squares approach to estimate the break points based on reduced forms, and show that the resulting estimator achieves superconsistency. This property allows us to estimate, and make inferences on, network and slope parameters as if the true break points were known

主讲人Speaker:赵山 副教授 香港城市大学时间Date & Time:2025年3月25日（周二），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 examine the impact of investment banking business ties on mutual fund proxy voting decisions in shareholder meetings. Controlling for a comprehensive set of saturated fixed effects, we find robust evidence that fund families are more likely to vote ...