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劉民
（香港中文大學金融學教授）
鎖定
- 中文名
- 劉民
- 畢業院校
- 杜克大學
- 職 業
- 教師
劉民人物經歷
劉民科研成就
劉民主要教授投資和實證金融課程，他在投資、銀行及金融機構等方面有眾多著述，並由《銀行與金融學報》（Journal of Banking and Finance）、《金融計量經濟學期刊》（Journal of Financial Econometrics）、《貨幣經濟學期刊》（Journal of Monetary Economics）、《金融研究期刊》（Journal of Financial Research）、《固定收益期刊》（Journal of Fixed Income）、《亞太金融》（Pacific Basin Finance Journal）、《房地產財經期刊》（Journal of Real Estate Finance and Economics ）、《金融和數量分析期刊》（Journal of Financial and Quantitative Analysis） 、《計量經濟學理論》（Econometric Theory） 、《貨幣經濟期刊》（Journal of Monetary Economics）、《經濟與統計評論》（Review of Economics and Statistics）以及《計量經濟學期刊》（Journal of Econometrics）等國際著名金融與經濟雜誌出版。
他發表在《銀行與金融學報》（Journal of Banking and Finance）上的一篇文章《潤滑銀行放貸的車輪：來自中國私營企業的證據》（Greasing the wheels of bank lending: evidence from private companies in China） 探討了貪污腐敗作為一種替代機制對銀行向中國民營企業貸款的促進作用。
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- 學術著作
1.Chow, Ying Foon, Liu, Ming, Fan, X.T., 2008, Broad-Market Return Persistence and Momentum Profitsh . Mathematics and Computers in Simulation 78, 181–188
2.Liu, Ming, Fan, Xinting, 2008, Sorting, Firm Characteristics, and Time-Varying Risk: An Econometric Analysis . Journal of Financial Econometrics, 6, 49-86
3.Liu, Ming, 2003, The Value of Mortgage Tenor Feature in Hong Kong . Pacific Basin Finance Journal, 11:1
4.Chow, Ying Foon, Liu, Ming, 2003, The Value of Variable-Tenor Mortgage Feature in Hong Kong . Pacific Basin Finance Journal, Vol. 11
5.Liu, Ming, Chiang, R., Chow, Y., 2002, How Do Mortgage Spreads Vary with Individual Characteristics . Journal of Real Estate Finance and Economics
6.Chow, Ying Foon, Chiang, R., Liu, Ming, 2002, Residential Mortgage Lending and Borrower Risk: The Relationship Between Mortgage Spreads and Invididual Characteristics . Journal of Real Estate Finance and Economics, Vol. 25
7.Liu, Ming, 2000, Modeling Stock Market Volatility . Journal of Econometrics, 99, 139-171
8.Liu, Ming, An, M., 2000, Solving Initial Conditions Problem with Indirect Inference . Review of Economics and Statistics, 82, 656-667
9.Chow, Ying Foon, Huang, C., Liu, Ming, 2000, Valuation of Adjustable Rate Mortgages with Automatic Maturity Stretching . Journal of Banking and Finance 24, 1809–1829
10.Liu, Ming, Chow, Ying Foon, Huang, C., 2000, Valuation of the Variable Tenor Mortgage Loans .Journal of Banking and Finance, 24, 1809-1829
11.Huang, Charles, Wong, Sharon, Tang, Don, Liu, Ming, 1999, Hong Kong Residential Mortgage Prepayment Analysis and Modeling. . The Journal of Fixed Income, pp.55-65
12.Liu, Ming, Chow, Ying Foon, 1999, Long Swing with Memory and Stock Market Fluctuation .Journal of Financial and Quantitative Analysis, 34, 341-367
13.He, Jia, Liu, Ming, 1998, Mortgage Prepayment Behavior in a Market with ARMs only . Journal of the Asian Real Estate Society, 1, 64-80
- 參考資料
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- 1. 劉民教授 – EMBA 中文班 ．香港中文大學商學院[引用日期2021-08-22]
