张纯信

学历信息:加州大学伯克利分校金融学博士

研究方向:投资学、公司金融等

电子邮件:chang@fudan.edu.cn

简介

论文

复旦大学泛海国际金融学院
教授,2017 - Present
学术副院长,2017 - Present

上海交通大学上海高级金融学院
教授,2014~2017
金融硕士项目教授主任,2011~2017
国际交流项目教授主任,2014~2016
实践体验学习中心教授主任,2014~2017
AACSB认证委员会(2016年获得首次认证)联合主席,2013~2017
中国金融市场发展中心,高级研究员,2012~2017
副教授,2011 - 2014
访问副教授,2010 - 2011

香港中文大学
金融学客座教授,2009 - Present

中央研究院
统计科学研究所,国家科学委员会学士,2009 - 2011
统计科学研究所,访问学者,2005 - 2009

国立台湾大学
全球MBA项目访问教授,2010

康奈尔大学酒店管理学院
金融学助理教授,金融/会计/地产领域2003 - 2009

  • “Trading Imbalances, Predictable Reversals, and Cross-stock Price Pressure” (with Sandro Andrade and Mark Seasholes): Journal of Financial Economics, Vol. 88/2 (2008), pp. 406-423.
  • “ESO Compensation: The Roles of Default Risk and Over-Confidence” (with Cheng-der Fuh and Ya-hui Hsu):  Journal of Corporate Finance, Vol. 14 (2008), pp. 630-641.
  • “Do Investors Learn about Analyst Accuracy? A Study of the Oil Market” (with Hazem Daouk and Albert Wang):  Journal of Futures Markets, Vol. 29/5 (2009), pp. 414-429.
  • “Put Your Money Where Your Mouth Is: Do Financial Firms Follow Their Own Recommendations?” (with Albert Wang and Kin Wai Chan):  Quarterly Review of Economics and Finance, Vol. 49/3 (2009), pp. 1095-1112.
  • “A Test of the Representativeness Bias Effect on Stock Prices: a Study of Super Bowl Commercial Likeability” (with Jing Jiang and Kenneth Kim): Economic Letters, Volume 103/1 (2009), pp. 49-51.
  • “Herding in an Emerging Equity Market and the Role of Foreign Institutions”: Pacific Basin Finance Journal, Vol. 18/2 (2010), pp. 175-185.
  • “Information Footholds: Expatriate Analysts in an Emerging Market”: Journal of International Money and Finance, Volume 29/6 (2010), pp. 1094-1107.
  • “A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Switch Jump Diffusion Model and Derivative Pricing Implications” (with Cheng-Der Fuh and Shih-Kuei Lin): Journal of Banking and Finance, Volume 37/8 (2013), pp. 3204–3217.
  • “The Pricing of Risk and Sentiment: a Study of Executive Stock Options” (with Cheng-der Fuh and Li-jiun Chen): Financial Management, Volume 42/ 1 (2013), pp. 79–99.
  • “On the Determinants of Basis Spread for Taiwan Index Futures and the Role of Speculators” (with Emily Lin): Review of Pacific Basin Financial Markets and Policies, Volume 17 (2014), pp. 1-30.
  • “Corporate Governance and Cross-border Acquiree Returns” (Paul Choi and Seth Huang): Financial Management, Volume 44/3 (2015), pp. 475-498 (Lead Article).
  • “Cash-futures basis and the impact of market maturity, informed trading, and expiration effects” (with Emily Lin): International Review of Economics and Finance, Volume 35 (2015), pp. 197–213.
  • "Reading between the Ratings: Modeling Residual Credit Risk and Yield Overlap" (with Cheng-der Fuh and Michael Kao): Journal of Banking and Finance, Volume 81 (2017), pp. 114-135.
  • “IPO Under-pricing in the Hospitality Industry: A Necessary Evil?” (with Linda Canina and Scott Gibson):  Journal of Hospitality Financial Management, Volume 16/2 (2008), pp. 2.
  • “To Hedge or Not to Hedge: Revenue Management and Exchange Rate Risk”: Cornell Hospitality Quarterly, Volume 50 (2009), pp. 301-313.
  • “Operational Hedging and Exchange Rate Risk: A Cross-sectional Examination of Canada's Hotel Industry” (with Liya Ma): Cornell Center for Hospitality Research Reports, Volume 9/15 (2009), pp. 1-18.
  • “Impact of Terrorism on Hospitality Stocks and the Role of Investor Sentiment” (with Ying Ying Zeng): Cornell Hospitality Quarterly, Volume 52/2 (2011), pp. 165-175.