2025/09/19
【深大微众冠名讲座】杰出学者 第10期 :The Factor Tree: A Data-Driven Approach to Regime Switching in High-Dimensions
主讲人Speaker: 涂云东 教授 北京大学时间Date & Time: 2025年9月23日(周二),14:30--16:00地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: Threshold factor models are pivotal for capturing rapid regime-switching dynamics in high-dimensional time series, yet existing frameworks relying on a single pre-specified threshold variable often suffer from model misspecification and unreliable inferences....
2025/09/19
【金科学术讲座】 金融监管对冲:两项实证研究
主讲人Speaker: 宗计川 教授 东北财经大学时间Date & Time: 2025年9月22日(周一),20:00--21:30地点Venue:线上会议内容简介/ Abstract: 监管对冲指的是被监管者在应对监管政策带来的冲击时,为了应对监管的政策影响(冲击)而采取成本转嫁或风险转嫁的策略性行为,结果是部分抵消或削弱了监管政策意图达到的效果,这个问题具有现实普遍性。基于此,我们开展了两项研究,分别是:1.监管对冲:企业跨主体风险转移;2.监管对冲:银企跨期风险转移。...
2025/09/10
【深大微众冠名讲座】青年学者 第2期 :Does Mandated Non-diversification Increase Firm Value?
主讲人Speaker: 廖冠民 教授 中国人民大学时间Date & Time: 2025年9月11日(周四),10:00--11:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: Whether and how diversification shapes firm value is a fundamental issue in corporate governance, yet remaining on debate. We address this research question by exploiting the staggering mandates in China which force local state-owned enterprises (SOEs) ...
2025/09/10
【深大微众冠名讲座】杰出学者 第9期 :Heterogeneous Panel Data Models with Regime Switching
主讲人Speaker: 苏良军 教授 清华大学时间Date & Time: 2025年9月12日(周五),10:00--11:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: This paper considers a linear panel model with latent regime-switching behavior and cross-sectional heterogeneity, where slope coefficients vary across individuals and unobserved economic states. A common latent regime indicator governs the switching dynamics,...
2025/08/26
【深大微众冠名讲座】杰出学者 第8期 :Deep Conditional Distribution Learning via Conditional F\"ollmer Flow
主讲人Speaker: 常晋源 教授 西南财经大学时间Date & Time: 2025年9月5日(周五),14:30--16:00地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: We introduce an ordinary differential equation (ODE) based deep generative method for learning conditional distributions, named Conditional F\"ollmer Flow. Starting from a standard Gaussian distribution, the proposed flow could approximate the tar...
2025/08/21
【深大微众冠名讲座】杰出学者 第7期 :Leverage dynamics and green bonds premium
主讲人Speaker: 杨金强 教授 上海财经大学时间Date & Time: 2025年8月30日(周六),早上9:00--10:30地点Venue:粤海校区汇星楼565会议室内容简介/ Abstract: While a substantial body of empirical research has focused on the pricing of green debt, there is no consensus on the existence of a green bond yield’ debt funding costs, this paper develops a dynamic capital structure model that incorporates...
2025/07/18
关于院训征集评选结果的公示
尊敬的师生、校友及关心学院发展的各界人士:为彰显学院办学特色,凝聚文化共识,学院于2025年4月1日至5月31日面向全体师生开展了院训征集活动。经初筛、线上投票及党政联席会终审,现将评选结果公示如下:一、评选概况本次活动共征集作品75份,涵盖师生、校友及合作方智慧。经两轮评审,因作品尚未完全契合学院教育精神,一等奖暂予空缺;二等奖、三等奖按投票排名及终审意见产生。二、获奖名单一等奖(1名):空缺二等奖(1名...
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...