朱小能，上海財經大學金融學院副院長、博士生導師。上海國際金融與經濟研究院研究員、副院長。
基本介紹
- 中文名：朱小能
- 國籍：中國
- 民族：漢
- 職業：教師
- 性別：男
人物簡介,科研成果,工作論文,發表論文,研究領域,教育背景,
人物簡介
朱小能，上海財經大學金融學院副院長、博士生導師；上海國際金融與經濟研究院研究員、副院長。主要研究方向為資產定價、巨觀經濟與金融市場、貨幣銀行學。擔任SSCI期刊《Economic Modelling》副主編、客座主編，《金融科學》編委。近年來，在國際頂級期刊《Journal of Financial Economics》《Review of Finance》等發表論文數篇，在國際國內期刊《Journal of Banking and Finance》、《Journal of Financial Econometrics》、《Journal of Empirical Finance》、《Journal of International Money and Finance》、《經濟研究》、《金融研究》、《經濟學季刊》、《管理科學學報》等發文數十篇。研究成果被CFA digest、人大複印資料、國研網等全文轉載。其研究受到國家自然科學基金、上海浦江人才計畫、以及教育部人文社科項目等資助。研究成果多次獲得國內外各種獎項，並長期擔任國內外各種期刊、國家自然科學基金以及香港科學基金評審人。
科研成果
工作論文
1.Bond Return Predictability and Macroeconomy: The International Link (with Guofu Zhou)
2.Information Quality and Asset Pricing: The Implications of Heterogeneous Learning. (with Zhenjiang Qin and Jie Zhu)
3.Model Uncertainty and Term Structure Anomalies. (with Ting Wu)
4.Investing for the Long Run under Economic Constraints (with Yong Li, Narayan Paresh, and Lijie Zhang)
5.Currency and Bond Risk Premia (with Rui Chen and Ke Du)
發表論文
19. Multi-Factor Volatility and Stock Returns. Journal of Banking and Finance, 61, December, 2015, S132-149 (with Zhongzhi Lawrance He, Jie Zhu).
18. Dynamic Factors and Asset Pricing: International and Further U.S. Evidence. Pacific-Basin Finance Journal, April 2015, 32, 21-39. (with Zhongzhi Lawrance He, Jie Zhu).
17. A Regime-Switching Nelson-Siegel Term Structure Model of the Macroeconomy. Journal of Macroeconomics, June 2015, 44, 1-17. (with Shahidur Rahman)
16. Tug-of-War: Time-Varying Predictability of Stock Returns and Dividend Growth. Review of Finance, October 2015, 19(6), 2359-2399.
15. Out-of-sample Bond Risk Premium Predictions: A Global Common Factor. Journal of International Money and Finance, March 2015, 51, 155-173.
14. European Business Cycles and Stock Return Predictability. Finance Research Letters, December 2014, 11, 446-453. (with Yanjian Zhu).
13. Capital Gains and Trading. Journal of International Financial Markets, Institutions & Money, September 2014, 32, 167-183. (with Xiaoyan Lei, Yuegang Zhou).
12. Intraday Asymmetric Liquidity and Asymmetric Volatility in FTSE-100 Futures Market. Journal of Empirical Finance January 2014, 25, 134-148. (with Ju Xiang)
11. Yield Factors, the Expectations Hypothesis and Regime Shifts. Annals of Economics and Finance, November 2014, 15-2, 415-434. (with Rui Cao, and Shahidur Rahman)
10. Peso Problems and Term Structure Anomalies of Repo Rates. Review of Finance, July 2014, 18, 1183-1215.
9. Predicting Stock Returns: A Regime-Switching Combination Approach and Economic Links. Journal of Banking and Finance, November 2013, 37, 4120-4133. (with Jie Zhu)
8. Perpetual Learning and Stock Return Predictability. Economics Letters, October 2013, 121, 19-22.
7. Capital gains, Illiquidity, and Stock Returns. Pacific-Basin Finance Journal, November 2013, 25, 273-293. (With Xiaoyan Lei, and Yuegang Zhou)
6. The Reaction of International Stock Markets to Federal Reserve Policy. Financial Markets and Portfolio Management, March 2013, 27, 1-27. (With Jing Wang)
5. A Regime-Switching Nelson-Siegel Term Structure Model and Interest Rate Forecasts. Journal of Financial Econometrics, July 2013, 11(3), 522-555. (with Ju Xiang)
4. Credit Spread Changes and Monetary Policy Surprises: The Evidence from the Fed Funds Futures Market. Journal of Futures Markets, February 2013, 33, 103-128.
3. Impact of the Share Structure Reform on the Role of Operating Related Party Transactions in China. Emerging Markets Finance and Trade November 2012, 48, 73-94. (with Yanjian Zhu)
2. A Note on the Predictability of Excess Bond Returns and Regime Shifts. Finance Research Letters June 2011, 8, 101-109.
1. Revisiting the Expectations Hypothesis: Regime Shifts and the Japanese Term Structure. Journal of Economics and Business May 2011, 63, 237-249.
研究領域
證券投資、固定收益證券、貨幣政策
獎勵、榮譽稱號
Economic Modelling副主編、客座主編
主要研究項目
1. 國家自然科學基金面上項目(項目號71473281) “基於多重預期與不確定性的貨幣政策和金融市場非線性關係研究” (2015年1月—2018年12月)
2.教育部人文社會科學研究青年項目(項目號10YJCZH251) “利率期限結構與巨觀經濟變數的動態相依性——機制轉換模型及實證”（2011年1月—2013年12月）
3.上海市浦江人才計畫（社會科學類）課題(項目號11PJC040) “基於利率期限結構的通脹風險及風險溢價研究”（2012年1月—2013年12月）
教育背景
奧胡斯大學碩士、南洋理工大學博士
