廈門大學(xué)王亞南經(jīng)濟(jì)研究院金融學(xué)老師：任宇 正文

副教授
加拿大女皇大學(xué)經(jīng)濟(jì)學(xué)博士
電話：0592-2186025
電子郵件：reny@xmu.edu.cn
辦公室：經(jīng)濟(jì)樓A302
個(gè)人主頁(yè)：http://econren.weebly.com/

?個(gè)人簡(jiǎn)介
Research interests
Asset Pricing, Financial Econometrics,   Financial Economics,  Applied Econometrics
Education
Ph.D. in Economics, Queen's University, Canada 2008;
M.A. in Economics, University of Guelph, Canada 2003;
B.A. in Economics & B.Sc. in Mathematics, Wuhan University, P.R.China, 2001
Employment
2011-            Associate Professor, WISE, Xiamen University
2008-2011   Assistant Professor, WISE, Xiamen University

?研究成果
Publications
1. Pricing Kernel Estimation: A Local Estimating Equation Approach (with Z. Cai and L. Sun) Econometric Theory  (forthcoming)
2. Human Capital, Durable Goods and Asset Returns (with Y. Yuan and Y. Zhang) Journal of Banking and Finance (forthcoming)
3. Specification Tests of Habit Formation (with P. Liu)  Applied Economics Letters 2013, 20.
4. Why the Housing Sector Leads the Whole Economy: the Importance of Collateral Constraints and News Shocks (with Y. Yuan)  Journal of Real Estate Finance and Economics   (forthcoming)
5. House Price Bubbles in China (with C. Xiong and Y. Yuan)  China Economic Review  2012, 23,  786-800.
6. Improvement in Finite-Sample Properties of GMM-Based Wald Tests  (with Q. Chen) Computational Statistics 2013, 28, 735-749.
7. Nonparametric Estimation and Testing of Stochastic Discount Factor (with  Y.  Fang and Y. Yuan).  Finance Research  Letters 2011, 8, 196-205.
8. Exploring the relationship between vehicle safety and fuel efficiency in automotive design (with C.  Chen). Transportation Research Part D, 2010, 15, 112-116.
9. Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test (with  K.  Shimotsu). Journal of Empirical Finance, 2009, 16, 483-506.
10. Predictive methods for using capacity data to estimate market shares and the extent of risk pooling by airline alliance partners under parallel codesharing (with C. Chen). Transportation Journal, 2007, 46, 21-36.

?研究項(xiàng)目
Working Papers
1. A Direct Bootstrap Test on the Conditional CAPM (with Z. Cai and X. Li)  in submission
2. Nonparametric Estimation of State-Price Densities in Interest Rate Options   in submission
3. A New Estimation on Time-varying Betas in Conditional CAPM (with Z. Cai)  in submission
4. What Determines the House Supply in China (wtih R. Wu and Y. Yuan) in submission
5. Cointegration of Durable Consumption in Asset Returns (with G. Chen and Z. Hong)  in submission
6. The Welfare Effects of Social Insurance in a Production Economy with Limited Enforcement (with Y. Yuan) (2007)
7. Time-Varying Betas in CAPM (with Y. Fang and Z. He) (2010)
8. Consumption-Based CAPM with Expense Shocks (wtih Q. Wang and Y. Yuan) (2013)
Does Cointegration Really Account for Variation in Mean Returns? (with G. Chen and Z. Hong) (2013)

添加廈門大學(xué)學(xué)姐微信，或微信搜索公眾號(hào)“考研派小站”，關(guān)注[考研派小站]微信公眾號(hào)，在考研派小站微信號(hào)輸入[廈門大學(xué)考研分?jǐn)?shù)線、廈門大學(xué)報(bào)錄比、廈門大學(xué)考研群、廈門大學(xué)學(xué)姐微信、廈門大學(xué)考研真題、廈門大學(xué)專業(yè)目錄、廈門大學(xué)排名、廈門大學(xué)保研、廈門大學(xué)公眾號(hào)、廈門大學(xué)研究生招生）]即可在手機(jī)上查看相對(duì)應(yīng)廈門大學(xué)考研信息或資源。

廈門大學(xué)