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教授简介
黄春燕博士现为长江商学院访问副教授,德克萨斯大学奥斯汀分校金融学副教授。2003年获得麻省理工大学斯隆管理学院金融学博士学位。曾在麻省理工大学数学系、麻省理工大学斯隆管理学院以及德克萨斯大学奥斯汀分校讲授包括MBA及博士学位课程。她在资产流动性、均衡资产定价等多个金融课题领域具有丰富的学术研究经验。
主要研究领域
黄春燕教授的主要研究领域包括共同基金、资产流动性、赋税研究以及均衡资产定价。
学术成就
- 2010 Fayez Sarofim & Co. Centennial Fellowship #1 from the McCombs School of Business of the University of Texas at Austin.
- 2008 Q-group grant for "A comparison of Index Funds and ETFs," joint with Ilan Guedj.
- 2008 DeGroote/IIROC 3rd Annual Conference on Market Structure and Market Integrity best paper award for "Market Liquidity, Asset Prices, and Welfare," joint with Jiang Wang.
- 2008 Finalist for the 2008 TIAA-CREF Paul A. Samuelson Award, for "The Tradeoff between Mortgage Prepayments and Tax-Deferred Retirement Savings," joint with Gene Amromin and Clemens Sialm.
- 2007 Western Finance Association meeting best paper award for "Liquidity and Market Crashes," with Jiang Wang.
- 2007 Morgan Stanley Equity Market Microstructure Research Grant, for the project "Liquidity and Asset Prices," with Jiang Wang.
- 2007 McCombs Research Excellence Grant, for the project "A comparison of Index Funds and ETFs," with Ilan Guedj.
主要学术成果
- Risk Shifting and Mutual Fund Performance (with Clemens Sialm and Hanjiang Zhang, November 2010, forthcoming, Review of Financial Studies)
- Market Liquidity, Asset Prices, and Welfare (with Jiang Wang, Journal of Financial Economics, 95(1), 2010, 107-127, received the best paper award for DeGroote/IIROC 3rd Annual Conference on Market Structure and Market Integrity)
- Liquidity and Market Crashes (with Jiang Wang, Review of Financial Studies, 22(7), 2009, 2607-2643, received NYSE Award for the best paper on equity trading at 2007 WFA and 2007 Morgan Stanley Equity Market Microstructure Research Grant)
- Taxable and Tax-Deferred Investing: A Tax-Arbitrage Approach (Review of Financial Studies, 21(5), 2008, 2173-2207)
- Participation Costs and the Sensitivity of Fund Flows to Past Performance (with Kelsey D. Wei and Hong Yan, Journal of Finance, 62 (3), 2007, 1273-1311)
- The Tradeoff between Mortgage Prepayments and Tax-Deferred Retirement Savings (with Gene Amromin and Clemens Sialm, Journal of Public Economics, 91, 2007, 2014-2040)
- Are Stocks Desirable in Tax-Deferred Accounts? (with Lorenzo Garlappi, Journal of Public Economics, 90 (12), 2006, 2257-2283)
- Market Structure, Security Prices and Informational Efficiency (with Jiang Wang, Macroeconomic Dynamics, 1, 1997, 169-205 )
Working Papers
- Complex Mortgages (with Gene Amromin, Clemens Sialm, and Edward Zhong, November 2010)
- Optimal Liquidity Policy (with Jiang Wang, July 2010)
- Risk Shifting and Mutual Fund Performance (with Clemens Sialm and Hanjiang Zhang, May 2008)
- Are ETFs Replacing Index Mutual Funds? (with Ilan Guedj, July 2008, received 2007 McCombs Research Excellence Grant)
- Volatility of Performance and Mutual Fund Flows (with Kelsey D. Wei, Hong Yan and Hanjiang Zhang, July 2008)
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