任宇

教授

加拿大女皇大学经济学博士


电话:0592-2186025

电子邮件:reny@xmu.edu.cn

办公室:经济楼A302

个人主页:http://econren.weebly.com/

个人简介 研究成果 研究项目

科研方向  

资产定价,金融计量,金融经济学 

教育背景

博士:2003.09-2008.08   加拿大女王大学(Queen’s University)           经济学博士

硕士:2002.09-2003.08   加拿大圭尔夫大学(University of Guelph)       经济学硕士

本科:1997.09-2001.06   武汉大学                       经济学学士 & 数学学士

工作经历                                                                   

2016.08-         厦门大学王亚南经济研究院&经济学院金融系     教授&博士生导师

2011.08-2016.07   厦门大学王亚南经济研究院                    副教授&博士生导师

 






 

Publications

1. A Semiparametric Conditional Capital Asset Pricing Model (with Z. Cai and B. Yang)  Journal of Banking and Finance  (forthcoming).
2. The Spirit of Capitalism and the Equity Premium (with Q. Wang, Y. Zou, and Z. Huang) Annals of Economics and Finance (forthcoming).
3. A New Test on the Conditional Capital Asset Pricing Model (with Z. Cai and X. Li )   Appl. Math. J. Chinese Univ 2015, 30(2): 163-186.
4. Pricing Kernel Estimation: A Local Estimating Equation Approach (with Z. Cai and L. Sun) Econometric Theory, volume 31 , Issue 03, June 2015, pp 560-580.
5. Human capital, household capital and asset returns (with Y. Yuan and Y. Zhang) Journal of Banking and Finance 2014, 42, 11-22.
6. Specification Tests of Habit Formation (with P. Liu)  Applied Economics Letters 2013, 20.
7. 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 2014, Volume 48, Issue 2, pp 323-341.
8. House Price Bubbles in China (with C. Xiong and Y. Yuan)  China Economic Review  2012, 23,  786-800.
9. Improvement in Finite-Sample Properties of GMM-Based Wald Tests  (with Q. Chen) Computational Statistics 2013, 28, 735-749.
10. Nonparametric Estimation and Testing of Stochastic Discount Factor (with  Y.  Fang and Y. Yuan).  Finance Research  Letters 2011, 8, 196-205.
11. Exploring the relationship between vehicle safety and fuel efficiency in automotive design (with C.  Chen). Transportation Research Part D, 2010, 15, 112-116.
12. Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test (with  K.  Shimotsu). Journal of Empirical Finance, 2009, 16, 483-506.
13. 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.




















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Research Grants
     

1.  Natural Science Foundation of Fujian Province (2011-2013)  ¥30000
2.  The Fundamental Research Funds for the Central Universities (2013-2015)  ¥ 200000
3.   Natural Science Foundation of China (2014-2016)   ¥ 190000