史奇，男，博士，浙江財經大學講師。
基本介紹
- 中文名：史奇
- 國籍：中國
- 民族：漢
- 學位/學歷：博士
- 職業：教師
- 專業方向：資產定價，金融計量方法
- 任職院校：浙江財經大學金融學院
研究方向,個人經歷,學術成果,
研究方向
資產定價，金融計量方法。
個人經歷
學習經歷
碩士(金融學)澳洲墨爾本RMIT大學
博士(金融學)澳洲Griffith大學
學術成果
Shi,Q., Li, B., Cheung, A., & Chung, R. (2017). Augmenting the intertemporalCAPM with inflation: Further evidence from alternative models. Australian Journal of Management,42(4), 653-672. (SSCI)
Shi, Q.(2020). A much robust and updated evidences of the alternative real-estatebased asset pricing. The North American Journal of Economics and Finance,51, 100865. (SSCI)
Shi, Q., & Li, B. (2021). Forecastingthe future state of the economy in the United States: The role of tradable“new” risk factors. International Review of Finance, 21,1039-1046. (SSCI)
Shi, Q.,& Li, B. (2019). Evaluating alternative methods of asset pricing based onthe overall magnitude of pricing errors. Finance Research Letters, 29,125-128. (SSCI)
Shi, Q., Cheung, A., & Li, B.(2020). Investigating linear multi-factor models in asset pricing: considerablesupplemental evidence. Asia-Pacific Journal of Accounting & Economics,27, 242-260. (SSCI)
Shi, Q., & Li, B. (2022). Further evidence on financial information and economic activity forecasts in the United States. The North American Journal of Economics and Finance, 60, 101647.(SSCI)
Shi, Q. (2022). How does (C) CAPM digest anomalies? Investment Analysts Journal, 51(1), 1-13. (SSCI)
Shi, Q. (2023). The RP-PCA factors and stock return predictability: An aligned approach. The North American Journal of Economics and Finance, 64, 101862. (SSCI)
Shi, Q., & Li, B. (2023). The evaluation and comparison of three benchmark asset pricing models with daily data: supplementary evidence. Asia-Pacific Journal of Accounting &Economics, 30(2), 514-530. (SSCI)
