金融市场、资产定价与公司金融

黄霖

教授

黄霖，教授。研究方向包括资产定价、资本市场和公司金融。

资产定价资本市场公司金融

教育背景

上海财经大学，本科
2007年，英国埃塞克斯大学，金融学博士

论文发表

Yang, Huan, Jun Cai, Lin Huang and Alan J. Marcus, 2024, Credit market conditions, expected return proxies, and bank stock returns, Global Finance Journal 62, 101021.
Yang, Huan, Jun Cai and Lin Huang, 2024, Bank tail risk in China, International Studies of Economics 19(2), 186-222.
Guo, Mengmeng, Mengxin Wei, Lin Huang, 2022, Does air pollution influence investor trading behavior? Evidence from China, Emerging Markets Review 50, 100822.
Webb, Bob, Huan Yang, Jun Cai and Lin Huang, 2021, Cost of equity capital and understated pension liabilities, Applied Finance Letters 10, 160-180.
Yang, Huan, Jun Cai, Lin Huang and Alan J. Marcus, 2021, Bank Stocks, risk factors, and tail behavior, Journal of Empirical Finance 63, 203-229.
Huang, Lin, Chenghu Ma and Hiroyuki Nakata, 2017, w-MPS risk aversion and the shadow CAPM: theory and empirical evidence, The European Journal of Finance 23(11), 947-973.
Shang, Hua, Ping Yuan, Lin Huang, 2016, Macroeconomic factors and the cross-section of commodity returns, International Review of Economics and Finance 45, 316-332.
Huang, Lin, Dayong Zhang, 2015, Hedging or speculation: What can we learn from the volume-return relationship, Emerging Markets Finance & Trade 51(6), 1117-1128.
Huang, Lin, Jia Wu and Rui Zhang, 2014, Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model, Emerging Markets Review 21, 96-116.
Huang, Lin, Zijun Wang, 2014, Is the investment factor a proxy for time-varying investment opportunities? The U.S. and international evidence, Journal of Banking & Finance 44, 219-232.
Huang, Lin, Yan Shu, 2014, Accounting accruals, future operating performance and public listing age, Emerging Markets Finance & Trade 50(1), 164-182.
黄宇虹、黄霖《金融知识与小微企业创新意识、创新活力——基于中国小微企业调查（CMES）的实证研究》，《金融研究》，2019年第4期，149-167。
吴贾、黄霖、张睿《汇率波动是否增加了投资者的风险：理论与实证》，《金融研究》，2014年第8期，64-79页。
黄霖、黄宇虹《有形信息、无形信息与分析师行为》，《中国会计评论》，2013年9月，第11卷第3期，301-316页。

专业方向

资产定价
资本市场
公司金融

研究专长

资产定价实证
公司金融研究
资本市场分析