周闻宇博士现任浙江大学国际联合商学院助理教授,浙江大学金融研究院研究员,浙江省海宁市政协委员。他于2020年毕业于美国加州大学洛杉矶分校,获得经济学博士、统计学硕士和经济学硕士学位。他本科就读于北京大学,获得金融学学士和应用数学双学士学位。他的研究兴趣主要包括理论计量经济学、数字经济和中国经济相关问题。他的研究成果曾发表于Journal of Financial Economics、Journal of Financial Markets、Economics Letters、The Stata Journal等学术期刊,并有多篇工作论文正在审稿过程中。主持国家自然科学基金青年项目、浙江省软科学一般项目、浙江省教育厅一般科研项目、浙江大学交叉预研专项项目、阿里巴巴集团-浙江大学联合研究项目等。他还担任Journal of Econometrics, Management Science, Journal of Business & Economic Statistics, Journal of Empirical Finance, Pacific-Basin Finance Journal, Economics Letters, Economic Modelling, China Finance Review International等学术期刊的匿名审稿人。
教育背景
2020.12,加州大学洛杉矶分校,经济学博士
2019.03,加州大学洛杉矶分校,统计学硕士
2017.03,加州大学洛杉矶分校,经济学硕士
2015.07,北京大学,金融学学士
2015.07,北京大学,应用数学学士
工作经历
2022.01-至今,浙江大学国际联合商学院,助理教授
2022.05-至今,浙江大学金融研究院,研究员
论文发表
学术期刊
[1] Machine Learning in the Chinese Stock Market, (with M. Leippold and Q. Wang), Journal of Financial Economics, August 2022, Volume 145, Page 64-82.
[2] Macroeconomics Matter: Leading Economic Indicators and the Cross-Section of Global Stock Returns, (with H. Long, A. Zaremba and E. Bouri), Journal of Financial Markets, November 2022, Volume 61.
[3] Real Estate Climate Index and Aggregate Stock Returns: Evidence from China, (with Y. Jiang, T. Fu, H. Long, A. Zaramba), Pacific-Basin Finance Journal, October 2022, Volume 75, 101841.
[4] A Network Social Interaction Model with Heterogenous Links, Economics Letters, July 2019, Volume 180, Page 50-53.
[5] Is Tail Risk Priced in the Cross-Section of Chinese Mutual Fund Returns? (with L. Yang, Y. Long, H. Long, A. Zaramba), Finance Research Letters, December 2022, Volume 50, 103298.
[6] Uniform Nonparametric Inference with Spatially Dependent Panel Data: The xtsreg Command, (with J. Li and Z. Liao), forthcoming at The Stata Journal.
[7] Conditional Evaluation of Predictive Models: The cspa Command, (with J. Li, R. Quaedvlieg and Z. Liao), forthcoming at The Stata Journal.
[8] A Social Interaction Model with Both In-group and Out-group Effects, Applied Economics Letters, 2021.
[9] The Short-Term Impacts of the Registration-Based IPO Reform in China: Towards a More Sustainable Equity Market, (with C. Zhou and J. Lu), Sustainability, 13.20 (2021): 11365.
学术会议
2020年:South California Econometrics Meeting
2021年:中国青年经济学家联谊会(YES)浙江会议; 第四届中国金融学者论坛; China Meeting of Econometric Society
2022年:南京大学中国经济学前沿专题系列研讨会; 之江实验室; 2022 International Forum on East Asia Supply Chain & International Trade; 浙江大学数据科学中心; 宁波大学商学院
论文发表详细信息
学术期刊
[1] Machine Learning in the Chinese Stock Market, (with M. Leippold and Q. Wang), Journal of Financial Economics, August 2022, Volume 145, Page 64-82.
[2] Macroeconomics Matter: Leading Economic Indicators and the Cross-Section of Global Stock Returns, (with H. Long, A. Zaremba and E. Bouri), Journal of Financial Markets, November 2022, Volume 61.
[3] Real Estate Climate Index and Aggregate Stock Returns: Evidence from China, (with Y. Jiang, T. Fu, H. Long, A. Zaramba), Pacific-Basin Finance Journal, October 2022, Volume 75, 101841.
[4] A Network Social Interaction Model with Heterogenous Links, Economics Letters, July 2019, Volume 180, Page 50-53.
[5] Is Tail Risk Priced in the Cross-Section of Chinese Mutual Fund Returns? (with L. Yang, Y. Long, H. Long, A. Zaramba), Finance Research Letters, December 2022, Volume 50, 103298.
[6] Uniform Nonparametric Inference with Spatially Dependent Panel Data: The xtsreg Command, (with J. Li and Z. Liao), forthcoming at The Stata Journal.
[7] Conditional Evaluation of Predictive Models: The cspa Command, (with J. Li, R. Quaedvlieg and Z. Liao), forthcoming at The Stata Journal.
[8] A Social Interaction Model with Both In-group and Out-group Effects, Applied Economics Letters, 2021.
[9] The Short-Term Impacts of the Registration-Based IPO Reform in China: Towards a More Sustainable Equity Market, (with C. Zhou and J. Lu), Sustainability, 13.20 (2021): 11365.
学术会议
2020年:South California Econometrics Meeting
2021年:中国青年经济学家联谊会(YES)浙江会议; 第四届中国金融学者论坛; China Meeting of Econometric Society
2022年:南京大学中国经济学前沿专题系列研讨会; 之江实验室; 2022 International Forum on East Asia Supply Chain & International Trade; 浙江大学数据科学中心; 宁波大学商学院