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汪昌云,男,安徽太湖人。1986年和1989年分別獲中國人民大學經(jīng)濟學學士學位和碩士學位;1999年獲倫敦大學金融經(jīng)濟學博士學位。曾任職新加坡國立大學商學院金融系,現(xiàn)任中國人民大學財政金融學院教授,中國財政金融政策研究中心主任。主要學術(shù)兼職有:中國金融學年會常務(wù)理事,中國金融學會理事,中國投資學會理事,《金融學季刊》副主編,《中國金融評論》副主編。2004年入選教育部“新世紀人才支持計劃”,2007年獲國家杰出青年科學基金資助。在國內(nèi)外著名學術(shù)期刊如Journal of Banking and Finance, Journal of Futures Markets等發(fā)表論文30余篇,其中SSCI收錄論文15篇。曾獲芝加哥商品交易所(CBOT)研究論文獎,以及國家級高等教育教學成果獎、高等學?茖W研究優(yōu)秀成果等多項國家級、省部級獎項。
近期論文:
1.Return Predictability in Agricultural Futures Markets, Journal of Futures Markets 21 (2001), 925-952 (USA). SSCI
2.Net Position by Type of Trader and Volatility in Foreign Currency Futures Markets, Journal of Futures Markets 22 (2002), 427-450 (USA). SSCI
3.The Behavior and Performance of Major Types of Futures Traders, Journal of Futures Markets 23 (2003), 1-23 (USA) – leading article. SSCI
4.Futures Trading Activity and Predictable Foreign Exchange Market Movements. Journal of Banking and Finance, 28 (2004), 1023-1041 (USA). SSCI
5.Trading Activity and Futures Price Reversals (with M. Yu). Journal of Banking and Finance, 28 (2004), 1337-1361 (USA). SSCI
6.Ownership and Operating Performance of Chinese IPOs. Journal of Banking and Finance, 29 (2005), 1857-1885. SSCI
7.Relative Strength Strategies in China’s Stock Market. Pacific-Basin Finance Journal 12 (2004), 159-177 (USA). SSCI
8.Profitability of Return and Volume-based Investment Strategies in China’s Stock Market (with S.T. Chin). Pacific-Basin Finance Journal, 12, 541-564, 2004.SSCI
9.Extreme Volumes and Expected Stock Returns: Evidence from the China’s Stock Market (with N. S. Cheng). Pacific Basin Finance Journal, 12, 577-597, 2004. SSCI
10.Arbitrage Profitability of American Index Futures Options: Evidence from the Nikkei 225 Index Futures Options Market. Quantitative Finance 8 (2008), 313-320. SSCI
11.Information Diffusion and Overreaction: Evidence from Chinese Stock Markets. Emerging Markets Finance and Trade, 46 (2010), 83-103.SSCI
12.Understanding SEO Behavior in China. Journal of Banking and Finance 35 (2011), 1143-1157.SSCI
13.Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market. Emerging Markets Finance and Trade, 47 (2011), 47-60. SSCI
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