題目：Market reactions to private equity announcements and intra-industry information spillover to rivals
報(bào)告人：Yan (Heidi) Zhao, Ph.D., CFA
時(shí)間：2015年6月9日下午13：00
地點(diǎn)：博萃樓陽(yáng)光房
論文：學(xué)院內(nèi)網(wǎng)
趙妍簡(jiǎn)介：
Education
Brandeis University, Waltham, MA, U.S
Ph.D. International Economics and Finance, 2009
The University of Nottingham, Nottingham, U.K.
M.S., with honours, Economics and Financial Economics, 2002
Peking University, Beijing, China.
B.A., Economics and International Relations, 2001
Research Fields
Asset Pricing and Allocation, Market Microstructure, Risk Management, Behavioral Finance
Employment
Assistant Professor of Finance, 2009-present
Department of Economics and Business, City College – City University of New York
Courses offered:
????? Investments (Graduate and Undergraduate level)
????? Corporate Finance (Undergraduate level)
????? Financial Management (Graduate and Undergraduate level)
????? International Finance (Graduate and Undergraduate level)
Quantitative Research Analyst, 2007
Advanced Research Center, State Street Global Advisors, Boston, MA
China Analyst, 2005
Country Intelligence Analysis Group, Global Insight, Inc. Lexington, MA
Auditor, 2003-2004
Deloitte Touche Tohmatsu CPA Ltd, Beijing, China
Published Referred Journal Papers
Cheng, L., Yan, Z., Zhao, Y., and Gao, L. 2015, Investor Inattention and Under-reaction to Repurchase Announcements, Journal of Behavioral Finance, Accepted.
Zhao, Y., Cheng, L., Chang, C., and Ni, C. 2013, Short Sales, Margin Trades and Bid-Ask Spreads, Pacific-Basin Finance Journal, Vol 24, 199-220.
Yan, Z., Zhao, Y. 2013, International Diversification: Simple or Optimization Strategies? International Journal of Finance, Vol 25, 1, 7542-7579.
Cheng, L., Yan, Z., Zhao, Y., and Chang W. 2012, Short Selling Activity, Price Efficiency and Fundamental Value of IPO Stocks, Pacific-Basin Finance Journal, Vol 20, 5, 809-824.
Yan, Z., Zhao, Y., Xu, W., Cheng, L. 2012, Earnings Response Elasticity and Post-Earnings-Announcement Drift, Journal of Asset Management, Vol 13, 4, 287 – 305.
Yan, Z.,Zhao, Y., Sun, L. 2012, Industry Herding and Momentum, Journal of Investing, Vol. 21, 89-96.
Yan, Z., Zhao, Y. 2011, When Two Anomalies meet: Post Earnings Announcement Drift and the Value-Glamour Anomaly, Financial Analysts Journal, Vol. 67, 6, 46-60.
Yan, Z., Zhao, Y. 2010, New Evidence on Value Investing in Emerging Equity Markets, Applied Financial Economics, Vol 20, 24, 1839 – 49.?
Yan, Z., Zhao, Y. 2010, A New Methodology of Measuring Firm Life-cycle Stages, International Journal of Economic Perspective, Vol 4, 4, 579-87.
Published Books
Yan, Z., Zhao, Y., and Zhu, S. “Swindlers, Fools and Maniacs《瘋子、騙子與傻子》”, The Commercial Press (商務(wù)印書館), China, 2015 (expected).
Publications in Leading Financial Newspapers
Yan, Z., Zhao, Y., and Du, K. “Singapore DBS Bank Suspected of Selling Fraud a Financial Product Whose Expected Return Is Negative”, Shanghai Securities News, China, Aug 22, 2013.
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