师资资源

王松涛

  • 系 别:金融系
  • 办公电话: 52307652
  • 职 称:副教授
  • 电子邮箱:wangsongtao@sjtu.edu.cn
教师简介
  • 教育背景:

    苏黎世大学&瑞士金融学院,金融学博士

    苏黎世联邦理工学院,定量金融硕士

    图卢兹经济学院, 经济学硕士

    同济大学,文学学士


    研究兴趣:

    实证资产定价,行为金融学,另类投资

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科学研究
  • 发表论文

    “Liquidity Risk, Return Predictability and Hedge Funds' Performance: An Empirical Study” (with Rajna Gibson Brandon),Journal of Financial and Quantitative Analysis 2013, volume 48, issue 01, pp. 219-244.

    "Earnings Belief Risk and the Cross-Section of Stock Returns" (with Rajna Gibson Brandon), Review of Finance, Volume 24, Issue 5,  pp. 1107-1158.


    工作论文

    "The Eurozone Membership Impact on Sovereign Creditworthiness" (with Rangarajan K. Sundaram), under review

    "Economic Policy Uncertainty and Hedge Fund Returns" (with Bing Liang and Chunyang Zhou), under review

    "Macro Factors in Corporate Bond Credit and Liquidity Spreads" (with Biao Guo), 2018

    "Market Belief, Trading Volume, Price Volatility and Liquidity", 2010


    正在进行的论文

    “Corporate Bond Liquidity and Capital Structure” (with Jesse Zexi Wang)



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主讲课程
  • 金融学, 金融工程学


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