基本介紹
- 中文名：鄭凌凌
- 畢業院校：帝國理工學院
- 學位/學歷：博士
- 職業：教師
- 專業方向：Asset Pricing、Stock Market Anomalies等
- 任職院校：中國人民大學商學院
人物經歷,研究方向,主講課程,學術成果,
人物經歷
EDUCATION
Oct.2009- May 2014 Ph.D. in Finance, Imperial College London
Oct.2008-Oct.2009 MSc in Finance (with Distinction), Imperial College London
Sept.2004-Sept.2008 BA in Economics, Renmin University of China
Academic Appointment
Oct.2014- present Assistant Professor of Finance, School of Business, Renmin University of China
研究方向
Asset Pricing、Stock Market Anomalies、Hedge Funds、Mutual Funds
主講課程
Financial Management、 Asset Pricing Theory
學術成果
Working Papers
1.“Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach”, with Sterling Yan, Forthcoming in Review of Financial Studies.
2.“Idiosyncratic Risk and Stock Return Anomalies: Cross-section and Time-series Effects”, with Biljana Nikolic, Feifei Wang, Xuemin (Sterling) Yan. Under review.
3.“Risk-taking Choice in Hedge Fund Tournaments”, with Lei Ding and Filippos Papakonstantinou.
4.“Do Financial Industry Affiliations Affect Hedge Fund Performance?”, with Sterling Yan
Work in Progress
1. Disintermediation, Loan Quality and Regulation, with Xuewen Liu and Tianxi Wang.
2. Auditing Firms and Misreporting in the Hedge Fund Industry, with Sterling Yan
3. Does Investor Composition Matter? Evidence from Hedge Funds, with Sterling Yan
