張群姿，女，博士，現為山東大學經濟學院教授、博士生導師。
基本介紹
- 中文名：張群姿
- 畢業院校：洛桑大學
- 學位/學歷：博士
- 專業方向：金融學
- 職務：山東大學經濟學院博士生導師
人物經歷,研究方向,科研項目,發表論文,講授課程,獲獎記錄,教學獎勵,科研獎勵,學術兼職,
人物經歷
2014–探笑府瑞士金融學院和瑞士洛桑大學金融學博士(Ph.D. in Finance, Swiss Finance Institute and University of Lausanne, Switzerland)
2008–德國弗萊堡大學金融學碩士她櫻請(M.A. in Finance, University of Freiburg, Germany)
2006–山東財經大學金融學學士(B.A. in Finance, Shandong University of Finance and Economics, China)
研究方向
金融市場 Financial Markets 資產定價理論和實證研究Theoretical and Empirical Asset Pricing 高階矩 Higher Moments 行為金融學Behavioral Finance 金融風險 Financial Risk
科研項目
主持教育部人文社科一般項目（青年基金）、教付朵堡育部科研基金（2015311）、中國博士後臘故歡凶基金面上項目（2018M632647）、山東省重大財經套用課題（CJ201713）、山東大學自主創新基金（2015HW006）、中泰證券合作課題項目；參與國家自然科學基金項目、山東省自然科學基金項目、中科院金融科技風險分析與監管對策建議A類項目探櫃擔、中國證券業協會樂漏榆煮2018年重點課題研究項目
發表論文
Trading Against the Grain: When Insiders Buy High and Sell Low(with Li, Wang, and Yan), Journal of Portfolio Management, Forthcoming
Average Skewness Matters(with E. Jondeau and X. Zhu), Journal of Financial Economics, 2019. (Online Technical Appendix,Data,Codes)
Investor attention and stock market under‐reaction to earnings announcements: Evidence from the options market(withX. Wang,Z. Yan, andX. Gao), Journal of Futures Markets. 2018;38:478–492.
應充分發揮股指期貨穩定現貨市場的作用，張群姿，趙志樺，中國證券報，2016年9月19日
When Are Stocks Less Volatile in the Long Run?（with E. Jondeau and X. Zhu，2018，R&R in Journal of Financial and Quantitative Analysis)
Oil Strikes Back: Trend Factors and Exchange Rates(2018，with Han, Xu and Zhu, Under Review)
Gamble, Fear, and Asset Prices(AEA 2015)
Asymmetric Beta Comovement and Systematic Downside Risk（with E. Jondeau，SFI Ph.D. Workshop 2012; CICF 2013; IRMC 2014)
The World Price of Rare Disaster（with J. Chen, J. Yao and X. Zhu，2018）
講授課程
本科：Corporate Finance、商業銀行經營管理、國際套多金融學;碩士：微觀金融理論；博士：金融投資理論與政策研究；
IMBA: Managerial Finance, Financial Market and Investment
獲獎記錄
教學獎勵
2018 山東大學第十一屆“青年教學能手”
2018 山東大學青年教師講課比賽一等獎
2018 經濟學院講課比賽一等獎
2016 山東大學青年教師講課比賽三等獎
2015 經濟學院講課比賽一等獎
科研獎勵
2018 山東省統計科學技術優秀成果二等獎（Excellent Achievements of Statistical Science and Technology in Shandong Province）
2016 中國金融學年會優秀論文二等獎 （Chinese Finance Annual Meeting Best Paper Award, Second Prize）
2014 Prix Doctorat de la Banque Cantonale Vaudoise 2014 (best Ph.D. thesis HEC Lausanne)
2013 Best GFEJ Paper at Paris Business and Social Science Research Conference
2013 HEC-Lausanne Research Funding Award
2013 Zurich-Chicago Computational Financial Economics Workshop Attendance Grant
2012 Australasian Finance Banking Conference Ph.D. Forum Attendance Grant
2012 Best JFS Paper Nomination in AsianFA Annual Meeting
2008 Swiss Finance Institute Scholarship
學術兼職
匿名期刊審稿人: Emerging Markets Finance and Trade (SSCI); Statistics & Risk Modeling
Session Chair: 2013 Annual Paris Business and Social Science Research Conference (Banking, Finance, and Accounting)
Memberships: American Economic Association; American Finance Association; European Finance Association; Risk Banking and Finance Society
Gamble, Fear, and Asset Prices(AEA 2015)
Asymmetric Beta Comovement and Systematic Downside Risk（with E. Jondeau，SFI Ph.D. Workshop 2012; CICF 2013; IRMC 2014)
The World Price of Rare Disaster（with J. Chen, J. Yao and X. Zhu，2018）
講授課程
本科：Corporate Finance、商業銀行經營管理、國際金融學;碩士：微觀金融理論；博士：金融投資理論與政策研究；
IMBA: Managerial Finance, Financial Market and Investment
獲獎記錄
教學獎勵
2018 山東大學第十一屆“青年教學能手”
2018 山東大學青年教師講課比賽一等獎
2018 經濟學院講課比賽一等獎
2016 山東大學青年教師講課比賽三等獎
2015 經濟學院講課比賽一等獎
科研獎勵
2018 山東省統計科學技術優秀成果二等獎（Excellent Achievements of Statistical Science and Technology in Shandong Province）
2016 中國金融學年會優秀論文二等獎 （Chinese Finance Annual Meeting Best Paper Award, Second Prize）
2014 Prix Doctorat de la Banque Cantonale Vaudoise 2014 (best Ph.D. thesis HEC Lausanne)
2013 Best GFEJ Paper at Paris Business and Social Science Research Conference
2013 HEC-Lausanne Research Funding Award
2013 Zurich-Chicago Computational Financial Economics Workshop Attendance Grant
2012 Australasian Finance Banking Conference Ph.D. Forum Attendance Grant
2012 Best JFS Paper Nomination in AsianFA Annual Meeting
2008 Swiss Finance Institute Scholarship
學術兼職
匿名期刊審稿人: Emerging Markets Finance and Trade (SSCI); Statistics & Risk Modeling
Session Chair: 2013 Annual Paris Business and Social Science Research Conference (Banking, Finance, and Accounting)
Memberships: American Economic Association; American Finance Association; European Finance Association; Risk Banking and Finance Society
