姓 名:吴仰儒
所在单位:Rutgers University, USA
毕业院校:Ohio State University
职 称:教授,博士生导师
研究方向:金融经济学与公司治理
现任职务:
1.南开大学亚太公司治理研究中心副主任
2.新泽西金融服务研究中心学术顾问。
3.2002年-现在,Annals of Economics and Finance编委会成员。
4.2000--2001,国际金融管理学会年会委员。
5.2002,上海证券交易所,高级金融专家。
6.2001,2003,香港金融管理局,访问研究员。
7.2001-现在,香港中文大学,学位论文审稿人
8.2003,香港研究基金拨款委员会(Research Grants Council of Hong Kong) 审稿人
学习及工作简历:
2002年6月--现在,美国罗格斯-新泽西州州立大学,Whitcomb金融学教授
1997年9月--现在,美国罗格斯-新泽西州州立大学商学院,副教授,2000年起为终身教授
1995年8月--1997年5月, 美国西佛吉尼亚大学商学院,助理教授
1993年8月--1995年8月, 香港中文大学, 助理教授
1988年9月--1993年8月, 美国俄亥俄州立大学,研究生兼职助教
1988.9-1993.5,美国俄亥俄州州立大学学习,取得博士学位
1986.9-1987.12,美国特拉华大学学习,取得硕士学位.
1978.3-1982.1,中国湛江水产学院学习,取得学士学位
主讲课程
| 课 程 名 称 |
授课对象 |
课时数 |
| 国际金融, 金融原理,计量经济学;国际金融,投资学,公司财务管理;公司财务管理,投资学,金融原理,国际金融,金融机构与市场,货币与银行,商业与经济统计 |
博士课程;工商管理硕士课程;本科生课程 |
每门课约40小时,5年共计3000小时 |
主要科研成果:
主要论文:
1. "Random Walk versus Breaking Trend in Stock Prices:
Evidence from Emerging Markets" (with Kausik Chaudhuri),
Journal of Banking and Finance, 27, 2003, 575-592.
2. "Mean Reversion in Stock Prices: Evidence from Emerging
Market" (with Kausik Chaudhuri), Managerial Finance,
forthcoming.
3. "Nonlinear Prediction of Exchange Rates with Monetary
Fundamentals" (with Min Qi), Journal of Empirical Finance,
forthcoming.
4. "Explaining Exchange Rate Risk in World Stock Markets:
A Panel Approach" (with Dilip Patro and John Wald), Journal
of Banking and Finance, 26, October 2002, 1951-1972.
5. "The Impact of Macroeconomic and Financial Variables
on Market Risk: Evidence from International Equity Returns"
(with Dilip Patro and John Wald), European Financial Management,
8(4), December 2002, 421-448.
6. "The Effects of Inflation on the Number of Firms and
Firm Size" (with Junxi Zhang), Journal of Money, Credit
and Banking, 33(2), May 2001, 251-271.
7. "Mean Reversion across National Stock Markets and
Parametric Contrarian Investment Strategies" (with Ronald
Balvers and Erik Gilliland), Journal of Finance, 55(2), April
2000, 745-772. Summarized (by Roger Ignatius) in The CFA Digest,
34(4), 2000.
8. "Monopolistic Competition, Increasing Returns to Scale
and the Welfare Costs of Inflation" (with Junxi Zhang),
Journal of Monetary Economics, 46(2), 417-440, October 2000.
9. "Endogenous Markups and the Effects of Income Taxation:
Theory and Evidence from OECD Countries" (with Junxi
Zhang), Journal of Public Economics, September 2000, 77, 383-406.
10. "Rethinking Deviations from Uncovered Interest Parity:
the Role of Covariance Risk and Noise" (with Nelson Mark),
The Economic Journal, November 1998, 108, 1686-1706.
11. "Identifying Trends and Breaks in Primary Commodity
Prices" (with Badillo and Labys), European Journal of
Finance, December 1999, 5(4), 315-330.
12. "Endogenous Growth and the Welfare Costs of Inflation"
(with Junxi Zhang), Journal of Economic Dynamics and Control,
February 1998, 22(3), 465-482.
13. "Fixed Investment and Economic Growth in China"
(with Andy Kwan and Junxi Zhang), Economics of Planning, June
1999, 32(1), 67-79.
14. "Hysteresis in Unemployment: Evidence from OECD Countries"
(with Frank Song), Quarterly Review of Economics and Finance,
summer 1998, 38(2), 181-192.
15. "An Exogeneity Analysis of Financial Deepening and
Economic Growth: Evidence from Hong Kong, South Korea and
Taiwan" (with Andy Kwan and Junxi Zhang), Journal of
International Trade and Economic Development, September 1998,
7(3), 339-354.
获奖情况:
"Mean Reversion across National Stock Markets and Parametric
Contrarian Investment Strategies" (with Ronald Balvers
and Erik Gilliland), Journal of Finance, 55(2), April 2000,
745-772.
该项目获得1999,金融管理国际学会的全会最佳论文奖和金融投资最佳论文奖。两项均为国际学术大奖。
根据Tom's ranking,在全球前1000名经济学家里排名第548位(在中国大陆学者中排名第11位) (见Tom's
ranking,
http://student.ulb.ac.be/~tcoupe/rank1000.html)
1996-97,美国西佛吉尼亚大学商学院,杰出研究奖
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