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 (2021, Virtual)
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 (2020, Helsinki-Virtual), FMA Annual Meeting (2020, Virtual)
Government Debt, Dividend Growth, and Stock Returns
Presentations: EWMES (2018, Naples), CICF (2019, Guangzhou), AEA-Poster (2021, Virtual)