安礫，女，博士，現任清華大學五道口金融學院副教授、博士生導師。
基本介紹
- 中文名：安礫
- 學位/學歷：博士
- 職業：教師
- 專業方向：實證資產定價和行為金融學
- 任職院校：清華大學
個人經歷,研究方向,學術成果,期刊發表,工作論文,講座及會議宣講,榮譽獎項,
個人經歷
工作經歷
2020至今 清華大學五道口金融學院，副教授
2014-2020 清華大學五道口金融學院，助理教授
2016夏 香港科技大學商學院，訪問助理教授
教育背景
2008-2014 哥倫比亞大學，經濟學，博士學位
Committee members: Kent Daniel, Paul Tetlock, Patrick Bolton, Joseph Stiglitz, and Jushan Bai.
2004-2008 北京大學，經濟學數學，雙學士學位 (校級優秀畢業生)
專業服務
期刊評審人：Review of Financial Studies, Management Science, Journal of Banking and Finance, Journal of Financial Markets, Journal of Empirical Finance, Southern Economic Journal.
項目委員會：FMA Asia Pacific Conference, China Financial Research Conference, China Fintech Research Conference
其他專業經驗
Research Assistant, Columbia University
· Joseph Stiglitz, 2010-2013.
· Patrick Bolton, for Sovereign Wealth Fund Research Initiative, 2010-2011.
Summer Intern, Asian Century Quest Capital, 2010.
研究方向
實證資產定價行為金融學
她一部分研究致力於探討投資者行為如何影響資產均衡價格。其他研究涉及回報異常，機構投資者，和長期投資等領域
學術成果
期刊發表
[7]“The Portfolio Driven Disposition Effect”(with Joseph Engelberg, Matthew Henriksson, Baolian Wang, and Jared Williams), Journal of Finance, forthcoming.
[6]“Attention Spillover in Asset Pricing” (with Xin Chen, Jianfeng Yu, and Zhengwei Wang), Journal of Finance, 2023, Vol. 78(6), 3515-3559.
[5]“Wealth Redistribution in Bubbles and Crashes” (with Dong Lou and Donghui Shi), Journal of Monetary Economics, 2022, Vol 126,134-153.
Award: China Financial Research Conference Best Paper Award, 2019
Media Coverage: VoxChina
On the program of 2019 NBER
[4]“Lottery-Related Anomalies: The Role of Reference-Dependent Preferences” (with Huijun Wang, Jian Wang, and Jianfeng Yu), Management Science, 2020,Vol.66 (1), 473-501
Award: Chicago Quantitative Alliance Asia Academic Competition, First Prize, 2016
[3]“Asset Pricing When Traders Sell Extreme Winners and Losers”(previously distributed under the name“The V-shaped Disposition Effect”), Review of Financial Studies, 2016, Vol. 29 (3), 823-861
Award: Chicago Quantitative Alliance (CQA) Academic Competition, First Prize, 2014
Crowell Memorial Prize, PanAgora Asset Management, Third Prize, 2014
Outstanding Scientific Research Award (by the Ministry of Education of the PRC), 2020
Media Coverage: CFA Digest
[2]“Overselling Winners and Losers: Mutual Fund Trading Behavior and Price Effects”(with Bronson Argyle), Journal of Financial Markets, 2021, Vol.55, 100580.
[1]“Barriers to Long-Term Cross-Border Investing: A Survey of Institutional Investor Perceptions”, (with Rachel Harvey, Patrick Bolton, Laurence Wilse-Sampson, and Frederic Samama), Rotman International Journal of Pension Management, 2014, Vol. 7 (2)
工作論文
[1] “An Anatomy of Long-Short Equity Fund” (with Shiyang Huang, Dong Lou, and Jiahong Shi), Management Science, Reject & Resubmit
[2] “Extrapolative Beliefs and Financial Decisions: Causal Evidence from Renewable Energy Financing” (with Yinghao Pan and Yu Qin)
[3] “ESG Window Dressing” (with Shiyang Huang, Dong Lou, Xudong Wen)
[4] “Trading Restrictions and Mutual Fund Liquidity Transformation” (with Dong Lou, Kaiwen Tian, and George Wang)
講座及會議宣講
2023: Imperial College Business School, Peking University GSM, Xiamen University, Renmin University, CCER Summer Institute, China Financial Research Conference
2022: CICF†, SIF (discussion), Five Star Conference, SFS Calvacade Asia (discussion).
2022 CICF†, SIF (discussion), Five Star Conference, SFS Calvacade Asia (discussion).
2021 ABFER Annual Conference†, CICF†.
2020 European Winter Finance Conference, Five Star Finance Workshop, Fudan Fanhai International School of Finance.
2019 AFA†, Nanyang Technological University, Singapore Management University, ABFER-CEPR-CUHK First Annual Symposium in Financial Economics, CEPR European Workshop on Household Finance, Annual Conference in Financial Economic Research By Eagle Labs, NBER Summer Institute, China Financial Research Conference, CICF.
2018 ABFER (discussion), LSE Paul Wooley Center conference (discussion).
2017 University of Mannheim, SFS Calvacade Asia (discussion).
2016 FIRS, CICF, EFA, FMA†, Chicago Quantitative Alliance Asia, Hong Kong University, Chinese University of Hong Kong, Peking University.
2015 Hong Kong University of Science and Technology, Cheung Kong Graduate School of Business, Peking University GSM, Red Rock Finance Conference†, Northern Finance Association, European Financial Management Association, Wuhan University.
2014 Columbia Business School, PBC School of Finance at Tsinghua University, PanAgora Asset Management, Research Affiliates, Moody’s Analytics, Cornerstone Reserch, The Brattle Group, Analysis Group, Chicago Quantitative Alliance.
†: presented by coauthor
榮譽獎項
1. 國家自然科學基金優秀青年科學基金獲得者，2024-2026
2. 第四屆青木昌彥經濟學論文獎提名獎, 2023
3. 第八屆高等學校科學研究優秀成果獎(人文社會科學), 青年成果獎
4. China Financial Research Conference Best Paper Award, 2019.
5. Chicago Quantitative Alliance Asia Academic Competition, First Prize, 2016.
6. Chicago Quantitative Alliance Academic Competition, First Prize, 2014.
7. Crowell Memorial Prize by PanAgora Asset Management, Third Prize, 2014.
8. Faculty Fellowship, Columbia University, 2008-2014.
9. 北京大學，校級優秀畢業生，2008.
