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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


发表论文

Sun, Y. (2024). Prices and Returns: Role of Inflation. Journal of International Money and Finance, forthcoming. 


工作论文

How Federal Reserve Shapes International Stock Markets: Insights from China (with Xiaoyu Cheng) [NEW]

Idiosyncratic Cash Flow Volatility and Expected Stock Returns 

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

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 (2021Virtual)

Fear Propagation and Return Dynamics (with Kai Wang and Zhiping Zhou

     Presentations: AFFI (2021, Paris-Virtual), AMES (2021, Virtual)

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

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

Government Debt, Dividend Growth, and Stock Returns 

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






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