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张然

  • 系 别:金融系
  • 办公电话: 62933671
  • 职 称:助理教授
  • 电子邮箱:r.zhang@sjtu.edu.cn
教师简介
  • 张然是上海交通大学安泰经济与管理学院金融系助理教授,上海市浦江人才,硕士生导师。在2019年秋季加入安泰前,他获得了英国爱丁堡大学商学院金融学与会计学博士学位和英国爱丁堡大学数学学院金融建模与优化卓越硕士学位。他曾在穆迪公司(英国)从事量化研究。


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    招聘研究助理

    主要职责

    1. 金融数据收集和分析

    2. 金融文献阅读和讨论

    任职条件

    1. 金融,经济,数学,统计,计算机等相关专业的高年级本科生,硕士生,博士生。

    2. 聪明勤奋,强烈求知欲和自我学习能力。

    3. 有量化分析研究经验优先,熟悉人工智能、机器学习算法优先。

    有意者请发送个人简历到我的工作邮箱:r.zhang@sjtu.edu.cn


    金融与科技国际会议

    安泰金融暑期讲座和论文工作坊

    上海金融前沿国际研讨会

    上海交通大学金融创新社

    上海绿色低碳金融论坛

    上海投资先锋系列会议 - 包括私募基金、公募基金、券商资管、银保资管、VC/PE等研讨会 


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科学研究
  • 研究兴趣

    金融与科技,资产定价,公司金融,可持续与绿色金融等。


    部分工作论文

    1. Blockchain without Crypto? Linking On-Chain Data Growth on Firm Fundamentals and Stock Returns (co-authored with Lin William Cong).

    - presented at: 2022 ABFER, 2022 IWH, BlackRock, HKUST Guangzhou, National University of Singapore, SJTU, Zhejiang University, 2022 CFTRC, 2022 AMES, 4th SFFS, 4th GCFC, 2022 CIRF (scheduled).

    2. Nowcasting Firms' Fundamentals: Evidence from the Cloud (co-authored with Zhi Da).

    - presented at: 2022 NBER Summer Institute (scheduled), 2022 CICF (scheduled), 2022 CFRC (scheduled), SJTU, 3rd SFFS, 2022 CFTRC, 2022 AsianFA (scheduled), 2022 FMA Europe (scheduled), 2022 CFSF (scheduled), 4th GCFC, 2022 CIRF (scheduled).

    3. Video Sentiment and Stock Returns Around the World (co-authored with Lin Peng).

    - presented at: 4th SFFS, SJTU.

    4. Do Retail Investors Trade on ESG? (co-authored with Julie Wu, Xiaoyan Zhang, and Xinran Zhang).

    - presented at: 2022 CICF (scheduled), 2022 AsianFA (scheduled), 2022 CIRF (scheduled), 2022 CFTRC, SJTU.

    5. ESG and the Market Return (co-authored with Liya Chu, Jun Tu, Bohui Zhang, and Guofu Zhou).

    - New Zealand Finance Meeting 2021 Runner-up Award; presented at: 2022 CFTRC, 2022 AsianFA (scheduled), 4th GCFC, 2nd SFFS, 2021 SIPC, 2021 SGLC, 2021 NZFM, 34th AFBC, 29th PBFEAM, 2nd FAIF, University of Rochester, Louisiana State University, Renmin University of China, University of Bath, University of Manitoba, CKGSB.

    6. Private Subsidiaries' Information Disclosure and the Cross-Sectional Equity Returns of Public Parent Firms (co-authored with Turan G. Bali, Zilin Chen, and Jun Tu).

    - Semifinalist, Best Paper Award, 2021 FMA Annual Meeting; presented at: 2021 CICF; 2021 FMA; 2020 AFBC; 1st SFFS; 2020 CFSF; SMU; Tsinghua; SJTU; Fudan.

    7. Return Cross-Predictability in Firms with Similar Employee Satisfaction (co-authored with Xueying Bian, Sergei Sarkissian, and Jun Tu). R&R

    - presented at: 2020 FMA; 2020 CFAM; Peking University HSBC; National University of Singapore; Fudan University; Jinan University; Shenzhen Audencia; ECUST; ZUEL.


    部分进行中的研究

    1. E-commerce and Expected Returns (co-authored with Lin William Cong) 

    - presented at: 2022 CIRF (scheduled), 2021 CFAM.

    2. Digital Economy (co-authored with Murillo Campello and Lin William Cong)


    部分期刊发表

    Internal Capital Markets and Predictability in Complex Ownership Firms (co-authored with Angelica Gonzalez, Sergei Sarkissian, and Jun Tu). Journal of Corporate Finance, Volume 74, June 2022, 102219.


    匿名审稿

    Journal of Empirical Finance, Emerging Markets Finance and Trade, Review of Quantitative Finance and Accounting


    科研基金

    上海市浦江人才计划,2020PJC077,资产定价和投资研究 - 公司间链接视角,2020年11月 - 2022年10月,在研,主持


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主讲课程
  • 固定收益证券分析(2020,2021,2022,本科)

    学术写作、规范与伦理 (2022,硕士)

    资产定价实证(2020,2021,2022,博士)

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