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, 173(2025), 107410. 第一作者.

- "Prices and Returns: Role of Inflation", Sole Author, Journal of International Money and Finance, 147(2024), 103149. 独立作者.

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), Dishui Lake (2025, Shanghai) 

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

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

- "Predictable Currency Crashes" (with Jian Wang and Xiao Wang)

Presentations: PHBS-CUHKSZ Workshop (2025, Shenzhen)

- "Market Crash Predictability and Its Implications for Return Forecasting"

- "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, Hao Ma, and Wentao Zhou) 

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) 

课程教学

固定收益证券，金融专硕MF，2025春/2026春

证券投资学，MBA，2025春

固定收益证券，学术硕士，2023秋/2024秋/2025秋

现代金融前沿讲座，学术硕博，2022秋/2023秋/2024秋