邱志刚
中国人民大学财政金融学院货币金融系教授,博士生导师,中国人民大学深圳金融高等研究院副院长
简介:中国人民大学财政金融学院货币金融系教授,博士生导师,中国人民大学深圳金融高等研究院副院长。曾任中国人民大学汉青研究院讲师,副教授,副院长。邱志刚在东北财经大学取得学士学位,在利兹大学取得硕士学位,在伦敦政治经济学院取得硕士和博士学位。从2011起至今,先后任教于中国人民大学汉青研究院,财政金融学院。为本科,硕士及博士讲授资产定价理论,金融风险分析,金融主文献,金融专题,投资学,区块链金融及金融科技概述等课程。研究兴趣包括代理投资组合管理,资产定价理论及数据经济。邱志刚在国内外顶尖学术期刊上发表多篇论文,包括Journal of Economic Theory, Journal of Financial and Quantitative Analysis(独立作者),Journal of Financial Market,Journal of Economic and Dynamic Control, Journal of Banking and Finance,Journal of Empirical Finance,Journal of Accounting and Public Policy,以及《中国工业经济》等学术期刊。
科研成果:
(1)专著
[1]《金融风险与金融科技:传统与发展》,中国金融出版社,2021。(独著)
[2]《互联网金融中的非法集资典型案例分析》,中国金融出版社,2019(与罗煜,宋科合作)
[3]《Fintech and Financial Risk in China》,Springer Nature,2022(与霍晓霖,代玥合作)
(2)论文
[1] Market Power, Ambiguity and Market Participation, (with Yanyi Wang and Shunming Zhang), 2022, forthcoming in Journal of Financial Markets.
[2] Sentiment Beta and Asset Prices: Evidence from China,(with Fengjiao Lin), 2022, forthcoming in Emerging Market Finance and Trade.
[3] The value of FinTech innovations for finance industry: Evidence from China,(with Jianqiu Wang, Ke Wu and Sijie Yang) 2022, forthcoming in Economic and Political Studies.
[4] Government Intervention through Informed Trading in Financial Markets, (with Shao'an Huang, Gaowang Wang and Xiaodan Wang), 2022, forthcoming in Journal of Economic and Dynamic Control.
[5] The 2018 New Asset Management Regulation and the Chinese LGFV Bonds (with Xi Sun, Lijun Wu, Dun Jia and Ziyue Wang), 2022, forthcoming in Economic and Political Studies.
[6] Financial Demands and Commodity Prices, (with Peng Liu and Xiaoyu Xu), 2021, International Review of Finance, 2021;1–25.
[7] A Model of Delegation with VaR Constraint, (with Rui Guo, Ying Jiang, Ao Li and Hefei Wang), Finance Research Letters, 42, 2021, 101895.
[8] How does China’s Stock Market React to the Announcement of the COVID-19 Pandemic Lockdown? (with Xiaolin Huo),Economic and Political Studies,June 2020, Pages: 436-461.
[9] Institutionalization, Delegation, and Asset Prices, (with Shiyang Huang and Liyan Yang), Journal of Economic Theory, Volume 186, March 2020, 104977.
[10] An Equilibrium Model for Risk Management Spillover, (with Shiyang Huang, Ying Jiang and Zhiqiang Ye), Journal of Banking and Finance, Volume 107, October 2019, 105604.
[11] Equilibrium Informed Trading with Relative Performance Measurement, Journal of Financial and Quantitative Analysis. Vol. 52, No. 5, Oct. 2017, pp. 2083-2118. (独立作者)
[12] Asset Pricing with Relative Performance and Heterogeneous Beliefs, (with Shiyang Huang, Qi Shang and Ke Tang), Journal of Banking and Finance, Volume 37, Issue 11, November 2013, Pages 4107–4119.
[13] VaR Constrained Asset Pricing with Relative Performance, (with Xiangbo Liu and Yan Xiong), Economic Letters, Volume 121, Issue 2, November 2013, Pages 174–178.
[14] Stock Market Manipulation in the Presence of Fund flows, (with Zijun Liu and Xiangbo Liu), Annals of Economics and Finance, 2013, 14-2, 481-489.
[15] Investor Cash Flow and Mutual Fund Behavior, (with Zijun Liu and Xiangbo Liu), Manchester School, Volume 83, Issue 1, pages 56–71, January 2015.
[16] Asset Pricing with Heterogeneous Agents and Relative Performance, (with Zijun Liu, Xiangbo Liu and Ting Levy), Theoretical Economic Letters, 2012, 2, 520-523.
[17] FDI and Development: Evidence from China's Regional Growth, (with Xiangbo Liu, Yu Luo and Ru Zhang), 2014, forthcoming in Emerging Market Finance and Trade, 2014, Vol. 50, Supplement 6, pp. 87--106.
[18] 地方政府债务置换与新增隐性债务——基于城投债发行规模与定价的分析与王子悦,王卓合作,中国工业经济,2022年第四期。
[19] 企业养老保险缴费率, 缴费基数与就业效应,与苗萌,王子悦,杨真合作,经济理论与经济管理,2022年第5期。3. 金融科技会颠覆传统金融吗?——大数据信贷的经济解释,与罗煜,江颖,伍聪合作,国际金融研究, 2020。《国际金融研究》2020年度优秀论文三等奖。
[20] 中国A股壳资源与小市值效应——基于资产重组视角,与陈浩,王鹤菲合作,财经科学,2019年第11期。
[21] 宏观经济状态对资产定价因子的影响,与徐越,王鹤菲合作,经济理论与经济管理,2019年第9期。
[22] 保险资金投资收益目标对资产价格影响研究,与孙伟,刘相波合作,保险研究,2013年第1期。
(3)项目
[1] 中国城市金融创新力指数课题,负责人
[2] 集装箱运力市场研究课题(大连商品期货交易所),负责人,已结题。
[3] 广西壮族自治区“十四五”经济社会发展重大课题之“十四五”广西高水平建设国家金融开放门户研究 (2019),负责人,已结题。
[4] 防城港市跨境金融合作和金融对外开放研究(2019),负责人,已结题。
[5] 中国工程机械行业融资租赁分析(2019),负责人
[6] 国家自然科学基金面上项目(71773127),关于基金行业组织结构的理论与实证研究,主持,已结题。
[7] 北京市金融局项目,首都金融风险防范机制研究,项目副组长,已结题。
[8] 中国人民大学社科重大项目( 15XNL015),金融创新的理论与应用研究--以资产证券化和互联网金融为例,主持,已结题。
[9] 年度项目新教师启动金项目(2013030166),关于机构投资者的相对业绩影响的理论研究、2013-01-01---2014/7、已结题、主持。
(4)获奖
[1] 第九届“中国投资学年会”优秀论文一等奖
[2] 《国际金融研究》期刊2020年度优秀论文三等奖
[3] 中国人民大学2020年优秀科学成果奖
[4] 中国人民大学2018年先进工作者
[5] 中国人民大学2017年“双一流”建设工作先进个人
[6] 中国人民大学2017年“杰出学者”
[7] 明星教师,2013年,中国人民大学汉青研究院
[8] The Paul Woolley Centre Scholarship, 2010-2011,伦敦政治经济学院
[9] LSE Research Studentship Scheme, 2009-2010,伦敦政治经济学院
[10] Vincent Cheng Scholarship, LSE, 2006-2009,伦敦政治经济学院
(5)其他
担任下列期刊的匿名审稿人:Management Science,International Economic Revie担任下列期刊的匿名审稿人:Management Science,International Economic Review,Journal of Banking and Finance,Emerging Market Finance and Trade, Journal of Economic Policy Reform, International Review of Finance,Economic and Political Studies,Economic Letters,金融研究。