宋忠智 教授现为长江商学院金融学助理教授, 2011年毕业于加拿大英属哥伦比亚大学并获得金融学博士学位。其研究成果发表在金融评论(Review of Finance),管理科学(Management Science), 金融经济学(Journal of Financial Economics), 金融和数量分析(Journal of Financial and Quantitative Analysis)等国际学术期刊上。现为MBA,金融MBA,和EMBA讲授金融类课程。
资产定价,技术与宏观金融,中国资本市场
Publications
“Asset Growth and Idiosyncratic Return Volatility,” Review of Finance (2016), 20(3), 1235--1258
“Can Investment Shocks Explain the Cross-Section of Equity Returns?” with Lorenzo Garlappi, Management Science (2017), 63(11), 3829--3848
“Capital Utilization, Market Power, and the Pricing of Investment Shocks,” with Lorenzo Garlappi, Journal of Financial Economics (2017), 126(3), 447--470
“Investment Shocks and Asset Prices: An Investment-based Approach,” with Lorenzo Garlappi, accepted by Journal of Financial and Quantitative Analysis, July 2019
Working Paper
“Discretionary Stock Trading Suspension”, with Jennifer Huang, Donghui Shi, and Bin Zhao, June 2019
“Endogenous Asset Fire Sales and Bank Lending Incentives,” April 2013