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)