师资资源

杨彪

  • 系 别:金融系
  • 办公电话:+86 (0)21 52301573
  • 职 称:助理教授
  • 电子邮箱:biao.yang@sjtu.edu.cn
教师简介
  • 教育背景:

    博士,意大利博科尼大学,金融与经济学,2022

    硕士,北京大学汇丰商学院,数量金融学,2017

    学士,南京大学匡亚明学院,物理学,2013


    主要研究领域:

    金融经济学,宏观资产定价,环境金融


    个人网站(英文)

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科学研究
  • 工作论文:

    1. The Spillover of Corporate ES on Bank Loan Cost (with Danmo Lin and Siti Farida)

      R&R at Management Science

    2. International Climate News Shock (with Max Croce, Riccardo Colacito, and Maria Arteaga)

      R&R at Review of Financial Studies

    3. Information Choice and Price Efficiency: A Tale of Two Uncertainties (with Harrison Ham, Zhongjin Lu, Renxuan Wang, and Katherine Wood) 

    4. Generalized Black-Scholes Option Pricing and Investor Sentiment (with Kwangwon Ahn and Mminhyuk Jeong)

    5. Explaining Green Returns in a Production Economy

    6. Green Investing, Information Asymmetry, and Capital Structure (with Shasha Li)


    发表论文:

    1. A Quantum Model for the Overpriced Put Puzzle (with K. Ahn, M. Jeong, X. Zhang,  T. Park), Financial Innovation, 2025, Accepted.

    2. Market Efficiency of Cryptocurrency: Evidence from the Bitcoin Market (with K. Ahn, M. Jeong, S. Sohn,  E. Yi), Scientific Reports, 2023

    3. Stock Market Uncertainty and Economic Fundamentals: an Entropy-Based Approach (with K. Ahn, D. Lee, S. Sohn), Quantitative Finance, 2019


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主讲课程
  • 本科课程:

    《研究选题与论文写作》

    硕博课程:

    《学术写作、规范与伦理》

    博士课程:

    《实证资产定价》


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