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  • 孙钰龙
  • 特任副教授
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  • yulongsun@ustc.edu.cn
  • 统计与金融系
  • 金融
English

孙钰龙,管理学院统计与金融系特任副教授,特许金融分析师(CFA)持证人。研究领域为实证和理论资产定价、宏观金融、金融危机防范管理等。

 

教育背景

博士学位:博科尼大学金融学,2020

硕士学位:伦敦政经金融统计,2015

学士学位:山东大学金融工程,2014

 

期刊论文

- "Fear Propagation and Return Dynamics", with Kai Wang and Zhiping Zhou, Journal of Banking and Finance, forthcoming. 

- "Prices and Returns: Role of Inflation", Sole Author, Journal of International Money and Finance, Vol 147, September 2024, 103149. 


工作论文

- "Idiosyncratic Cash Flow Volatility and Expected Stock Returns"

Presentations: Frontiers of Factor Investing (2021, Lancaster)IAAE (2024, Xiamen), AsianFA (2024, Macau), FMA (2024, Grapevine) 

- "Government Debt, Dividend Growth, and Stock Returns" 

Presentations: EWMES (2018, Naples), CICF (2019, Guangzhou), AEA-Poster (2021, Virtual)

- "How Federal Reserve Shapes International Stock Markets: Insights from China" (with Xiaoyu Cheng)

- "How Common are Return Factors in Cryptocurrencies and Equities?" (with Guo Feng and Hao Ma) 

Presentations: Cryptocurrency Research Conference (2021, Virtual)UWA Blockchain and Cryptocurrency Conference (2021, Virtual)

- "Revisiting the Leading Country Hypothesis in International Stock Return Predictability

     Presentations: USTC-UW Workshop (2020, Virtual), AMES (2021, Virtual)

- "Risk-neutral Cumulants, Expected Excess Return, and Future Stock Returns" (with Kai Wang

Presentations: EFA (2020, Helsinki-Virtual), FMA Annual Meeting (2020, Virtual) 



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