韩冰
上海交通大学上海高级金融学院金融学特聘教授、多伦多大学罗特曼管理学院金融学教授
韩冰教授现任上海高级金融学院金融学特聘教授、多伦多大学罗特曼管理学院金融学教授、TMX 资本市场讲座教授 。
韩冰教授的主要研究领域是投资和行为金融学。他的论文发表在顶级金融学,经济学和管理学杂志上,包括Journal of Finance, Journal of Financial Economics,Review of Financial Studies, Review of Economic Studies,Journal of Economic Theory,Journal of Financial and Quantitative Analysis,Management Science,Review of Finance和以实践为导向的期刊,如Journal of Investment Management和Journal of Portfolio Management等。他的研究成果已发表在许多国际、全国性会议,受到《纽约时报》、《华尔街日报》等媒体的专访。
由于其杰出贡献,韩冰教授获得了众多国际知名奖项和学术奖金。现任Financial Management,Journal of Economic Dynamics and Control,Journal of Empirical Finance,International Review of Finance和Pacific-Basin Finance Journal主编和副主编。
韩冰教授为加利福尼亚大学洛杉矶分校金融学博士(2002)和芝加哥大学数学博士(1997)。
1. Han, Bing, David Hirshleifer, and Johan Walden. 2022. Social Transmission Bias and Investor Behavior, Journal of Financial and Quantitative Analysis.
2. Zhan, Xintong (Eunice), Bing Han, Jie Cao, and Qing Tong. 2021. Option Return Predictability, Review of Financial Studies.
3. Chen, Yong, Bing Han, and Jing Pan. 2021. Sentiment Trading and Hedge Fund Returns , Journal of Finance.
4. Han, Bing, and Gang Li. 2021. Information Content of Aggregate Implied Volatility Spread, Management Science.
5. Han, Bing, Lei Lu, and Yi Zhou. 2019. Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement, Journal of Financial and Quantitative Analysis.
6. Han, Bing, Lu Han, and Guozhong Zhu. 2018. Housing Price and Fundamentals in a Transition Economy: The Case of the Beijing Market, International Economic Review.
7. Han, Bing, Dongmin Kong, and Shasha Liu. 2018. Do Analysts Gain an Informational Advantage by Visiting Listed Companies?, Contemporary Accounting Research.
8. Cao, Jie, Bing Han, and Qinghai Wang. 2017. Institutional Investment Constraints and Stock Prices, Journal of Financial and Quantitative Analysis.
9. Han, Bing, Avanidhar Subrahmanyam, and Yi Zhou. 2017. The term structure of credit spreads, firm fundamentals, and expected stock returns, Journal of Financial Economics.
10. Han, Bing, and Yi Zhou. 2015. Understanding the term structure of credit default swap spreads, Journal of Empirical Finance.
11. Han, Bing, and Alok Kumar . 2013. Speculative Retail Trading and Asset Prices, Journal of Financial and Quantitative Analysis.
12. Cao, Jie, and Bing Han. 2013. Cross section of option returns and idiosyncratic stock volatility, Journal of Financial Economics.
13. Han, Bing, and Liyan Yang. 2013. Social Networks, Information Acquisition, and Asset Prices, Management Science.
14. Fuller, Russell J., Bing Han, and Yining Tung. 2012. Estimating the Negative Impact of 'Noise' on the Returns of Cap-Weighted Portfolios in Various Segments of the Equity Markets, Journal of Investment Management.
15. Burnside, Craig, Bing Han, David Hirshleifer, and Tracy Wang. 2011. Investor Overconfidence and the Forward Discount Puzzle, The Review of Economic Studies.
16. Cao, Henry H., Bing Han, and David Hirshleifer. 2011. Taking the road less traveled by: Does conversation eradicate pernicious cascades?, Journal of Economic Theory.
17. Cao, Henry H., Bing Han, David Hirshleifer, and Harold Zhang. 2011. Fear of the Unknown: Familiarity and Economic Decisions, Review of Finance.
18. Fuller, Russell J., Bing Han, and Yining Tung. 2010. Thinking about Indexes, and “Passive” versus Active Management, The Journal of Portfolio Management.
19. Han, Bing, David Hirshleifer, and John C. Persons. 2009. Promotion Tournaments and Capital Rationing, Review of Financial Studies.
20. Han, Bing, Dong Hong, and Mitch Warachka. 2009. Forecast Accuracy Uncertainty and Momentum, Management Science.
21. Han, Bing. 2008. Investor Sentiment and Option Prices, Review of Financial Studies.
22. Han, Bing. 2007. Stochastic Volatilities and Correlations of Bond Yields, Journal of Finance.
23. Han, Bing, Craig Merrill, and Francis Longstaff. 2007. The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds, Journal of Finance.
24. Grinblatt, Mark, and Bing Han. 2005. Prospect theory, mental accounting, and momentum, Journal of Financial Economics.