财务金融系系列讲座之177期

时间：2015年11月10日（周二）13:30　　　　　　　　　

地点：史带楼503室

主持人：Dr. Qi ZHU　 Department of Finance, School of Management, Fudan University　

主题：Option Return Predictability

演讲者：Dr. Jie CAO  Assistant Professor, The Chinese University of Hong Kong　

简介: Jie Cao is an assistant professor in the Department of Finance, Chinese University of Hong Kong. He received his Ph.D. in finance from University of Texas at Austin in 2009 and B.A. in economics from Peking University in 2002. His research areas are empirical asset pricing, behavioral finance, derivatives and corporate governance. His research specifically focuses on the return predictability and quantitative trading strategies using stocks and stock options. His papers are published or forthcoming in Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and Journal of Risk. His works has been presented in major finance conferences such as American Finance Association annual conference and The Financial Intermediation Research Society Conference, and conferences held by institutions such as Federal Deposit Insurance Corporation (FDIC), Deutsche Bank, and Option Metrics. His works have also been invited by industry professionals for presentation such as Morgan Stanley, Yinhua Fund Management, Two Sigma, and Cubist Systematic Strategies, and covered by CXO Advisory Group Investing Notes, MSN Money, and Harvard Law School Forum of Corporate Governance and Financial Regulation. His papers also received several awards such as the Chicago Quantitative Alliance Asian Academic Competition Research Paper Award and the Best Paper Awards at the 17th Conference on the Theories and Practices of Securities and Financial Markets. He is the Principal Investigator of several Hong Kong competitive RGC grants and many other research grants from both academic and industry sponsors. He teaches undergraduate Investments and Ph.D. Empirical Asset Pricing, and has received Teaching Award every year including a Faculty Outstanding Teaching Award.

财务金融系

2015-11-5