作者：江西财经大学金融管理研究院 时间： 浏览：
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姓名：石劲 职称：教授 电话: 0791-82302306 E-mail: jshi666@gmail.com 办公地址：江西财经大学蛟桥北校区财税大楼412 |
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简介：
现任江西财经大学国际事务特别助理、金融管理国际研究院院长、金融学海外学科带头人、博士生导师、校学术委员会委员，江西省“赣皤英才555工程”高端人才特聘计划首批入选者。湖北省“楚天学者”讲座教授。澳洲皇家墨尔本理工大学金融学教授、博士生导师，澳大利亚国家科研委员会科研评估专家委员（商学及经济学科），亚洲金融协会理事会理事、执行委员会委员，SSCI来源期刊 Accounting and Finance主编和Economic Systems编委。
教育背景：
澳大利亚国立大学金融学博士，2001
新西兰奥它戈大学一级荣誉商学学士，1996
职业经历：
皇家墨尔本理工大学金融学教授, 2014年3月至今
澳大利亚国立大学金融、精算及应用统计研究院金融学副教授，2009年-2014年3月
澳大利亚国立大学金融、精算及应用统计研究院金融学高级讲师，2002年-2008年
澳大利亚国立大学金融及应用统计学院金融学讲师，2000年-2001年
澳大利亚国立大学商务系金融学助教，1997年-1999年
研究领域：
公司金融；公司治理；政治经济学；企业社会责任；新兴资本市场；企业经营策略
主要科研成果（英文）：
“Social Ties and Favoritism in Chinese Science”, Journal of Political Economy, conditionally accepted. (Top Tier and SSCI)
“The Dynamics of Political Embeddedness in China”, Administrative Science Quarterly, forthcoming. (Top Tier and SSCI)
“External Finance and Dividend Policy: A Twist by Financial Constraints”, Accounting and Finance, forthcoming. (SSCI)
“Which matters: "paying to play" or stable business relationship? Evidence on analyst recommendation and mutual fund commission fee payment”, Pacific Basin Finance Journal, forthcoming. (SSCI)
“Dividend persistence and dividend behaviour”, Accounting and Finance, forthcoming. (SSCI)
“Why do firms pay stock dividends: is it just a stock split?”, Australian Journal of Management, 2016, Vol. 41(3), pp. 508-537.(SSCI)
“Investor heterogeneity and commonality in stock return and liquidity”, Economic Systems, 2015, Vol. 39 (3), pp. 458-473. (SSCI)
“Should stock market return forecasts be conditioned on politics?”, Australian Journal of Management, 2015, Vol. 40(4), pp. 672-700.(SSCI)
“Investor Clientele Effect, Market Condition, and Mutual Fund Flow-Performance”, Pacific Basin Finance Journal，2014， Vol 29， pp. 310-334(SSCI)
“The Differential Impact of the Bank-firm Relationship on IPO Underpricing: Evidence from China”, Pacific Basin Finance Journal, 2014，Vol 30, pp. 207-232. (SSCI)
“Coinsurance within Business Groups: Evidence from Related Party Transactions in an Emerging Market”,Management Science, 2013, Vol. 59, No. 10, pp. 2295-2313. (Top Tier and SSCI)
“Price and volatility dynamic between securitized real estate spots and futures markets”, Economic Modelling，2013, Vol. 35, pp. 582-592. (SSCI)
“Do Heterogeneous Background Risks Matter to Households' Asset Allocation?”, Asia-Pacific Journal of Financial Studies，2013, Vol. 42, pp. 563-589.(SSCI)
“The impact of terrorism on global equity market integration”, Australian Journal of Management，2012， Vol. 37， pp. 47-60. (SSCI)
“IPO Trading without Market Makers or Underwriter Price Support”, Financial Review, 2011，Vol. 46, pp. 459-488.(SSCI)
“Heterogeneous Investor’s Reaction to Exchange Rate Movement”, Emerging Markets Finance and Trade, 2011, Vol. 47, pp. 7-22. (SSCI)
“Foreign Direct Investment and International Stock Market Integration”, Australian Journal of Management, Dec 2010, Vol. 35, pp. 265-290. (SSCI)
“Political regimes, business cycles, seasonalities, and returns”, Journal of Banking and Finance, 2009, Vol. 33, Issue 6, pp. 1112-1128. (SSCI)
“Common divisor, dividend yield and return predictability”, International Review of Finance, 2009，Vol. 9, Issue 4, pp. 335-357. (Lead Article)
“Does the Law of One Price Hold Better under Flexible Exchange Systems?”, Journal of Multinational Financial Management, 2009, vol. 19, pp. 306-322.
“Valuation Uncertainty Risk Compensation and IPO Prospectus Earnings Forecasts”, Applied Economics Letters, 2008, Vol. 15, No. 4-6, pp.331-335。 (SSCI)
“Do secondary shares in the IPO process have a negative effect on aftermarket performance?” Journal of Bankingand Finance, 2007, Vol. 31, No. 9, pp. 2612-2631。(SSCI)
“Chinese Stock Market Cyclical Regimes: 1991-2006”, Economics Letters, 2007, Vol. 97, No. 3, pp. 235-239。 (SSCI)
“The Persistent Presidential Dummy”, Journal of Portfolio Management, 2007, Vol. 33, No. 2, pp. 133-143。 (SSCI)
“A test for long term cyclical clustering of stock market regimes", Australian Journal of Management, 2007, Vol. 32, No. 2, pp. 205-221. (SSCI)
“The decision to voluntarily disclose an IPO prospectus earnings forecast”, Applied Financial Economics Letters, 2007, Vol. 3, No. 1-3, pp. 99-102.
“Defining and Dating Bull and Bear Markets: Two Centuries of Evidence”, Multinational Finance Journal,2006，Vol. 10, No. 1-2 pp 81-116.
“Two Centuries of Bull and Bear Market Cycles”, International Review of Economics and Finance, 2005, Vol. 14, pp. 469-486. (SSCI)
“Modelling the Behaviour of the New Issue Market”, International Review of Financial Analysis, 2004, Vol. 13, No. 2, pp.119-132. (SSCI)
“The Interrelationship between the US and Australian IPO Markets”, Accounting Research Journal, 2003, Vol. 16, No.2, pp.134-144.
“Detection of Financial Time Series Turning Points: A New CUSUM Approach Applied to IPO Cycles”, Review of Quantitative Finance and Accounting, May 2002, Vol. 18, pp. 293-315.
“Financing Issues: SME IPOs in China and Australia”,in Globalisation and SMEs in East Asia. C. Harvie and B.C. Lee, ed. New York, Edward Elgar, 2002, pp. 95-115.
“The Cyclical Behaviour of the IPO Market in Australia”, Accounting Research Journal, June 2001, Vol. 14, pp. 17-34.
“Hot and Cold IPO Markets: Identification Using a Regime Switching Model”, Multinational Finance Journal,March/June 2000, Vol. 4, pp. 35-68.
“Endowment Warrant Valuation”, Journal of Derivatives, Fall 1999, pp. 91-103. (SSCI)
“Share Return Seasonalities and Price Linkages of Chinese A and B shares”, Review of Pacific Basin Financial Markets and Policies, September 1999, Vol. 2, Issue 2, pp. 205-229.
“Measuring the Relative Efficiency of Fund Management Strategies in New Zealand Using a Spreadsheet Based Stochastic Data Envelopment Analysis Model”, Omega: The International Journal of Management Science, May 1998, Vol. 26, pp. 319-331。(世界著名学术期刊）(SSCI)
主要科研成果（中文):
“契约中承诺的价值：来自中国股改的证据”, 《经济研究》，2011年第11期。
“基金业绩与资金流量：我国基金市场存在“赎回异象”吗？”，《经济研究》，2011年第1期
“中国上市公司股利公告效应实证研究：1993-2006”，《当代财经》，2009年第9期 。
“IPO的抑价现象：理论假说与证据综述”，《当代财经》，2009年第5期。
“人民币升值对中国股市影响的实证分析”, 《金融研究》, 2007年第6期.
“股票市场季节性波动分析：新西兰市场研究”, 《当代财经》, 1998，二期, 总第159期, 35-40页.
在研主持课题：
资本市场及行为公司金融理论，中央财政支持地方高校发展专项资金创新团队建设项目， 200万元，2014.
Do firms strategically build their political connections, 澳大利亚金融研究中心 （Australian Centre for Financial Studies）, AUD 9300, 2014
The importance of being politically connected, 澳大利亚国家科研委员会探索项目（Australian Research Council Discovery Project）, AUD 210，000, 2015-2017
主要荣誉：
江西省“赣皤英才555工程”高端人才特聘计划首批入选者，2010年
湖北省“楚天学者”讲座教授，2013年
亚洲金融协会理事会理事、执行委员会委员，2014至今
澳大利亚国家科研委员会科研评估专家委员（商科及经济学科），2015
SSCI来源期刊 Accounting and Finance 主编，2016至今
SSCI来源期刊 Economic Systems编委，2015至今
科研成果奖励：
2015年亚洲金融学年会最佳论文奖， 2015年
澳大利亚墨尔本皇家理工大学商学院2014年度最高科研大奖，2014
2013年亚洲金融学年会PBFJ最佳论文奖， 2013年
第六届新西兰金融研讨会最佳论文奖第三名，2002年
会计研究杂志(Accounting Research Journal)年度最佳论文奖，2001年
美国国际金融杂志(Multinational Finance Journal)年度最佳论文奖第二名，2000年
新西兰投资分析家杂志(New Zealand Investment Analyst)年度最佳论文奖，1997年
