唐 涯 (Ya Tang)


麦吉尔大学(加拿大)金融学博士学位,英属哥伦比亚大学(加拿大)经济学硕士。2010年9月回国任教,曾任北京大学光华管理学院金融系副教授、博士生导师,现任香帅数字金融工作室创始人,与国内多家企业开展合作,进行数据科学领域的一系列研究。


香帅的金融江湖”公众号 创始人

得到《香帅的北大金融学课》主理人

曾多次担任第一财经、凤凰卫视节目嘉宾


Ya Tang, the founder of Xiangshuai Research Lab of Digital Economy, the instructor of the largest online finance course “Xiangshuai's Peking University Finance Course” (in Chinese) at Dedao APP, and an active finance/economic columnist in China.

 

Ya Tang was formerly an Associate Professor (2016-2018) and Assistant Professor (2010-2016) of Finance at Guanghua School of Management, Peking University. Her research interests are in financial markets, asset pricing, fintech and digital economy. She received her PhD degree in Finance at McGill University in 2010. Her research has appeared in Journal of Economic Theory, Journal of Finance, Review of Finance, and Journal of Financial Markets, ect.


国家课题研究

Research funded by National Natural Science Foundation of China 


多次以第一名成绩中标国家和省部级重点项目,主持了:

  • 国家自然科学基金青年项目“投资者羊群行为:市场微观结构与宏观信息环境视角的研究

  • 国家自然科学基金面上项目“流动性螺旋与投资者情绪:银行间市场与资本市场流动性冲击传导研究

  • 国家自然科学基金面上项目“中国资产证券化研究:基于微观信用风险定价和宏观金融结构调整的视角

  • 上海金融期货交易所与北京大学的联合课题 “股指期货定价影响因素比较研究 ”


发表论文

Publications


  • The Rise of China's Securitization Market (with Jianguo Xu, Daixi Chen, and Jing Chen), Financial Markets, Institutions & Instruments, 2017, Vol. 26. 279-294. 

  • China’s Investment and Rate of Return on Capital Revisited (with Jianguo Xu and Xun Zhang), Journal of Asian Economics, 2017, Vol. 49, 12-25. 
  • Strategic Distortion during IPO Waves (with Yan Yu, Jing Chen , et al.), International Review of Finance, 2017 .
  • Speculative Trading and Stock Returns (with Jianguo Xu and Li Pan), Review of Finance, 2016, 20(5), 1835-1865.
  • Liquidity and Efficiency in Financial Markets with Discretionary Noise Trading (with Bing Han and Liyan Yang), Journal of Economic Theory, 2016, 163, 604-643. 
  • Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures (with Jing Chen and Yuzhen Liu),Journal of Future Market, 2016, 36(3), 240-266. 
  • Information Disclosure and Price Discovery, Journal of Financial Markets, 2014, 19, 39-61. 
  • Weekly Momentum by Return Interval Ranking (with Li Pan and Jianguo Xu), Pacific Basin Finance Journal, 2013, 21(1), 1191-1208. 


企业案例研究

Corporation Case Studies


  • 主持研究了“三一收购普茨迈斯特”的案例,其研究成果被收纳入哈佛商学院案例库,已经在哈佛,牛津,和北大等多所著名高校的商学院被使用。

  • 在研案例包括“国际化陷阱-三一与奥巴马官司始末”、“万达收购AMC”、“万达政商之路”、和“阵痛–日照钢铁和五矿发展的混合所有制改革”、“携程与去哪儿并购案”、“情怀向左,资本向右 – 万科宝能案例” “中概股回归中的陷阱-天人果汁”,“超越金融——蚂蚁金服与DT时代”等


出版书籍与课程

Books & Lectures

2020年1月

《钱从哪里来-中国家庭的财富方案》


2017年12月

得到APP《香帅的北大金融学课》


2017年3月

《金钱永不眠:资本世界的暗流涌动和金融逻辑》


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