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陈海强个人简介

被阅览数：次  发布时间:2011/12/05 16:54:54



陈海强
Haiqiang Chen

WISE, Xiamen University, Xiamen, Fujian, China

Email: hc335@cornell.edu

 
 
Research Interest
 
Primary Fields:        Econometrics, Time Series Econometrics, Financial Economics
Secondary Fields:   Empirical Macroeconomics, Applied Econometrics
 
Education
 
1. Ph. D. Economics, Cornell University, 2011

2. M. A. Economics, Cornell University, June 2009

3. M. A. Economics, The Chinese University of Hong Kong, June 2005.

4. B. A. Statistics and B.A. Economics, Peking University, June 2003.

PUBLICATIONS:
 
1. “The Theory and Applications of TAR Model with two Threshold Variables” (with J. Bai and T.L. Chong), Econometric Reviews, forthcoming.
 
2. “Are Chinese Stock Market Cycles Duration Independent?” (with Z. Li and T.L. Chong), Financial Review, forthcoming.
 
3. “An investigation of duration dependence in the American stock market cycle” (with Z. Li and T.L. Chong), Journal of Applied Statistics 37 (8), 2010, pp 1407-1416.
 
4. “A Principal-Factor Approach to Measuring Investor Sentiment” (with T.L. Chong and X. Duan), Quantitative Finance 10(4), 2010, pp. 339-347
 
5. “Generic Consistency of the Break-Point Estimator under Specification Errors in a Multiple-Break Model” (with J. Bai, T.L. Chong and X. Wang), Econometrics Journal 11, 2008, pp. 287-307.
 
6. “American Depositary Receipts: Asia-Pacific Evidence on Convergence and Dynamics” (with M.S. Choi and H. Kim), Journal of Multinational Financial Management 18(4), 2008, pp. 346-368.

WORKING PAPERS:
 
1. “Price Discovery and Threshold Cointegration: Theory and Empirics on Cross-Border Stock Trading”   (with M.S. Choi), working paper, Cornell University, 2010, submitted.
 
2. “Does Information Vault Niagara Falls? Cross-listed Trading in New York and Toronto” (with M.S.  Choi), working paper, Cornell University, 2010, submitted.
 
3. “A Hausman-Type Test for Measurement Errors in Threshold Variables” (with T.L. Chong, T.N. Wong and K.M. Yan), working paper, 2010.
 
4. “Detecting and Testing Change Points in Nonparametric Models based on Series Estimation Methods”, work in progress, Cornell University, 2010.
 
5. “Synchronous Price Discovery of Cross-listings” (with M.S.  Choi), working paper, Cornell University, 2011, submitted.
 
6. “Robust Estimation and Inference for Cointegrating Regressions with Regime Shifts under Potential Weak Identification” working paper, Cornell University, 2011.

CONFERENCES:

1. Econometrics workshop, Cornell University, 10/2010.

2. Joint Statistical Meetings, Washington DC, 08/2009.

3. Asian Finance Association, Hong Kong, 07/2007.

4.  Far East Asia Meeting of the Econometric Society, Beijing, China, 08/2005.

WORK & ACADEMIC EXPERIENCE:

1. Teaching Assistant, Introductory Macroeconomics, Prof. Jennifer Wissink, Cornell University, Fall 2010.

2. Teaching Assistant, Introductory Econometrics, Prof. Nigar Hashimzad, Cornell University, Spring 2009.

3. Teaching Assistant, Introductory Microeconomics, Prof. John Abowd, Cornell University, Fall 2008.

4. Teaching Assistant, Introductory Macroeconomics, Prof. Steve Kyle, Cornell University, Spring 2008.

5. Teaching Assistant, Econometrics, Prof. Yongmiao Hong, Cornell University, Fall 2007.

6. Research Assistant, Prof. David Ng, Cornell University, May-Sep. 2010.

7. Research Assistant, Prof. Terrence Tai-leung Chong, The Chinese University of Hong Kong, Aug. 2006.

AWARDS AND HONORS:

1. Chinese Government Award for Outstanding Students Abroad, 2010.
 
2. Sage Research Fellowship, Department of Economics, Cornell University, 2005, 2009.
 
3. Travel Grant, Cornell University, 2007, 2008.
 
4. Lee Hysan Foundation Postgraduate Scholarships, The Chinese University of Hong Kong, 2004.
 
5. Postgraduate Studentship (PGS) for Highest GPA Student, The Chinese University of Hong Kong, 2003.
 
6. “Xiyue” Scholarship, School of Mathematical Sciences, Peking University, 2002.
  
SERVICE
 
Referee for Asia Pacific Management Review, Emerging Markets Finance and Trade

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