姚祥坤

最高学历:博士

职称:助理教授

E-mail: xiangkun.yao@nankai.edu.cn

个人履历
工作经历:
2019—至今, 南开大学金融学院助理教授

教育背景:
2005-2009 中南大学  管理学学士
2009-2011 Ohio State University  Master of Science in Logistics Engineering
2011-2013 Fordham University  Master of Science in Quantitative Finance
2013-2019 University of Connecticut  PhD in Finance

研究成果

1. Yuewu Xu and Xiangkun Yao (2019). Extending the Hansen-Jagannathan Distance Measure of Model Misspecification. Finance Research Letters, 29: 384—392.

2. Joseph Golec, Yuewu Xu, and Xiangkun Yao (2022). Empirical Ross Recovery without Discretization. The Financial Review, 57(2): 345—367.

3. “What Does Quality Mean to Value Investing in the Chinese Stock Market”, with Zhutin Lin and Yuewu Xu.

4. “Bond Investments under Low Interest Rates: Evidence from Corporate Bond Mutual Fund Flows”, with Jingzhi Huang, Peipei Li, Yuan Wang, and Licheng Zhang.

5. “Shared Analyst Coverage and Price Efficiency”, with Yu Wang.

6. “What Information Can Ross’ Recovery Theory Recover? – Evidence from S&P 500 Index Option Prices”.

7. “How Investor Protection Affects Managerial Risk-Taking? Private Benefits or Private Risks”, with Chinmoy Ghosh.