Shu, Jinghong

Email: shujinghong@uibe.edu.cn

Position:

Associate Professor, School of International Trade and Economics, UIBE

Research Interests:

      Stock Market Asset Pricing Theory

      Capital Structure and Corporate Governance of Listed Companies

Courses Taught:

      Securities Investment Analysis

      Advanced Corporate Finance

      Empirical Finance Topics

      Derivative Financial Market

      Corporate Finance

Education:

      Doctorate of Philosophy, Economics and Finance, City University of Hong Kong

Publications:

Academic Book and Textbook

1.      Securities Investment Analysis, UIBE Press, Jan.2008

Academic Papers

1.      The relationship between implied and realized volatility of S&P500 index,  with Jin Zhang, Wilmott Magazine, 2003, Vol.1 83-92

2.      Pricing S&P500 index options under stochastic volatility with the indirect inference method, with Jin Zhang, Journal of Derivatives Accounting, 2004, Vol.2

3.      Testing range estimator of historical volatility, with Jin Zhang, Journal of Futures Market, April, 2006

4.      Empirical Analysis of the Effectiveness of Predicting the Short-term Exchange Rate Movements of Foreign Currency Options, with Guijun Lin, The World Economy, No.9 2004

5.      Empirical Analysis of the Phenomenon of Open-end Fund Redemption, The Journal of Quantitative & Technical Economics, No.4 2005