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。
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