Professors Wang Xinjie and Zhou Ti
Recently, papers from two SUSTech professors from the Finance Department were published respectively entitled “Funding Liquidity Shocks in a Natural Experiment: Evidence from the CDS Big Bang” and “Term Structure of Recession Probabilities and the Cross Section of Asset Return”. It was recently announced that the two papers were to be selected by the American Finance Association Annual Meeting in 2018.
The American Finance Association Annual Meeting, organized by the American Finance Association (AFA), is held annually in major cities in the US in early January, and has been organized since 1940. The AFA is also the publisher of the Journal of Finance, the leading academic magazine in the field. The conference receives about 1,700 articles from around the world each year, with a 10% acceptance rate. Selected papers are mainly from famous universities, regulatory and research institutions, such as China’s Tsinghua University and Peking University. For a university that is only 6 years old, having 2 papers selected for SUSTech is a significant success and testimony to its top tier faculty.
The 78th Annual Meeting will be held in Philadelphia, USA, from the 5th to the 7th of January 2018. The annual meeting will include discussions on cutting-edge research in various fields of finance, such as asset pricing, financial regulation, financial intermediation, corporate investment, financing governance and management incentives, mergers and acquisitions, derivatives markets, and market microstructure.
At present, Wang Xinjie mainly engaged in asset pricing, liquidity, credit risk and regulatory research. Zhou Ti mainly engaged in stock cross-sectional yield, financial derivatives, and risk management research.
