袁志超
上海交通大学上海高级金融学院访问教授、伦敦政治经济学院金融学教授
袁志超，上海交通大学上海高级金融学院访问教授。现任伦敦政治经济学院金融学教授。在麻省理工学院获得经济学博士学位之前，她曾就职于J.P.摩根公司新兴市场交易中心。袁教授的主要研究领域是在非一致性信息和市场摩擦条件下的新的资产定价理论的发展与经验启示。她的多篇论文已发表在Journal of Finance, Review of Financial Studies, and Review of Economic Studies等核心期刊。作为伦敦政治经济学院的Financial Markets Group（FMG）和经济政治研究中心（CEPR）的成员，她曾获得英格兰银行的霍布伦-诺曼研究基金（Houblon -Norman Fellowship）。
1. Yuan, Kathy. 2005. Asymmetric price movements and borrowing constraints: A rational expectations equilibrium model of crises, contagion, and confusion, Journal of Finance, 60(1), 379-411.
2. Yuan, Kathy. 2005. The liquidity service of benchmark securities, Journal of the European Economic Association, 3(5), 1156-1180.
3. Boyer, Brian H., Tomomi Kumagai, and Kathy Yuan. 2006. How do crises spread? Evidence from accessible and inaccessible stock indices, Journal of Finance, 61(2), 957-1003.
4. Yuan, Kathy, Lu Zheng, and Qiaoqiao Zhu. 2006. Are investors moonstruck? Lunar phases and stock returns, Journal of Empirical Finance, 13(1), 1-23.
5. Dittmar, Robert F., and Kathy Yuan. 2008. Do sovereign bonds benefit corporate bonds in emerging markets?, Review of Financial Studies, 21(5), 1983-2014.
6. Ozdenoren, Emre, and Kathy Yuan. 2008. Feedback effects and asset prices, Journal of Finance, 63(4), 1939-1975.
7. Gupta, Nandini, and Kathy Yuan. 2009. On the growth effect of stock market liberalizations, Review of Financial Studies, 22(11), 4715-4752.
8. Goldstein, Itay, Emre Ozdenoren, and Kathy Yuan. 2011. Learning and complementarities in speculative attacks, Review of Economic Studies, 78(1), 263-292.
9. Goldstein, Itay, Emre Ozdenoren, and Kathy Yuan. 2013. Trading frenzies and their impact on real investment, Journal of Financial Economics, 109(2), 566-582.
10. Ozdenoren, Emre, and Kathy Yuan. 2017. Contractual externalities and systemic risk, Review of Economic Studies, 84(4), 1789-1817.
11. Cuñat, Vicente, Dragana Cvijanovic, and Kathy Yuan. 2018. Within-bank spillovers of real estate shocks, Review of Corporate Finance Studies, 7(2), 157-193.
12. Denbee, Edward, Christian Julliard, Ye Li, and Kathy Yuan. 2021. Network risk and key players: A structural analysis of interbank liquidity, Journal of Financial Economics, 141(3), 831-859.
13. Chabakauri, Georgy, Kathy Yuan, and Konstantinos E. Zachariadis. 2022. Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims, Review of Economic Studies, 89(5), 2445-2490.
14. Ozdenoren, Emre, Kathy Yuan, and Shengxing Zhang. 2023. Dynamic Asset-Backed Security Design, Review of Economic Studies, 90(6), 3282-3314.
15. Julliard, Christian, Ran Shi, and Kathy Yuan. 2023. The spread of COVID-19 in London: Network effects and optimal lockdowns, Journal of Econometrics, 235(2), 2125-2154.
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