北京大學(xué)光華管理學(xué)院金融學(xué)系老師介紹：劉玉珍_北京大學(xué)導(dǎo)師介紹

劉玉珍
系別：金融學(xué)系
職稱：教授
辦公電話：86-10-62757296
Email：Laura.Xiaolei.Liu at gsm.pku.edu.cn

?個(gè)人簡(jiǎn)介
劉玉珍教授目前任北京大學(xué)光華管理學(xué)院金融系系主任,研究專長(zhǎng)為行為金融學(xué)，證券市場(chǎng)與投資學(xué)。曾在國(guó)際主要學(xué)術(shù)期刊如Review of Financial Studies,Management Science,Journal of Financial and Quantitative Analysis,Journal of Corporate Finance,Journal of Financial Markets,Journal of Banking and Finance,and European Finance Management 等國(guó)內(nèi)外刊物發(fā)表數(shù)十篇文章。期刊論文獲得美國(guó) Sandell Research Grant on Retirement (美國(guó)聯(lián)邦社會(huì)安全署支持計(jì)劃) (2006)，研究論文被美國(guó)會(huì)計(jì)師協(xié)會(huì)文摘,( 2004),美國(guó)商業(yè)周刊 (2004),經(jīng)濟(jì)學(xué)人 Economist(2012) 等多個(gè)期刊介紹。曾榮獲國(guó)際多個(gè)學(xué)術(shù)論文研討會(huì)最佳論文獎(jiǎng),并曾獲得美國(guó)財(cái)務(wù)年會(huì)American Finance Association（AFA）travel grant Travel Grant,擔(dān)任國(guó)際多個(gè)重要期刊的評(píng)審委員與中山大學(xué)管院杰出校友。
她曾分別擔(dān)任臺(tái)灣政治大學(xué)與中正大學(xué)財(cái)務(wù)管理學(xué)系系主任,政治大學(xué)商學(xué)院投資人研究中心主任,臺(tái)灣證券柜臺(tái)買賣中心獨(dú)立董事，期交所交易委員，證券商業(yè)同業(yè)公會(huì)顧問(wèn)，臺(tái)北市政府特種基金顧問(wèn)，投資人保護(hù)中心調(diào)解委員，臺(tái)灣金融學(xué)會(huì)理事，臺(tái)灣經(jīng)濟(jì)部國(guó)有事業(yè)民營(yíng)化咨詢委員，并為臺(tái)灣多個(gè)主要金融學(xué)術(shù)期刊的編輯委員。
過(guò)去十年來(lái)深入?yún)⑴c臺(tái)灣證券暨期貨管理委員會(huì)、證券交易所、證券柜臺(tái)買賣中心，臺(tái)灣期貨交易所，證券暨市場(chǎng)發(fā)展基金會(huì),集保公司與證券商業(yè)同業(yè)公會(huì)等的市場(chǎng)規(guī)劃與相關(guān)制度設(shè)計(jì)。其他實(shí)務(wù)經(jīng)驗(yàn)尚包括,基金投資產(chǎn)品設(shè)計(jì),投資人保護(hù)與教育,銀行不動(dòng)產(chǎn)估價(jià)與企業(yè)授信決策模型,國(guó)營(yíng)事業(yè)民營(yíng)化,釋股評(píng)策略規(guī)劃等方面。曾出版『財(cái)務(wù)管理』、『股市EQ』、『證券市場(chǎng)理論與實(shí)務(wù)』等書。

?研究領(lǐng)域
行為金融學(xué)
證券市場(chǎng)微結(jié)構(gòu)
家庭金融
投資學(xué)

?教育背景
1991 臺(tái)灣中山大學(xué) 金融學(xué) 博士
1988 臺(tái)灣中山大學(xué) 企業(yè)管理 碩士
1985 臺(tái)灣政治大學(xué) 企業(yè)管理 學(xué)士

?職業(yè)經(jīng)歷
2007―目前
光華管理學(xué)院金融系教授
1998―2007
臺(tái)灣政治大學(xué)財(cái)務(wù)管理系教授，系主任
1996―1998
臺(tái)灣中正大學(xué)金融系教授，系主任
1991―1996
臺(tái)灣中正大學(xué)金融系副教授

?研究成果
英文期刊（Selected）
1) Conghui Hu and Yu-Jane Liu,Valuing Diversity: CEOs' Career Experiences and Corporate Investment,accepted for publication in Journal of Corporate Finance,2014.
2) Yu-Jane Liu,Longkai Zhao,Zheng Zhang,Speculation Spillover,Management Science(SSCI),forthcoming.
3) Yi-Tsung Lee,Yu-Jane Liu,Wei-Shao Wu,Robert Fok,"Hedging Costs,Liquidity,and Inventory Management: The Evidence from Option Market Makers",Journal of Financial Markets(SSCI),2014,18: 25-48.
4) Brad Barber,Yi-Tsung Lee,Yu-Jane Liu,Terrance Odean,The Cross-section of Speculator Skill: Evidence from Day Trading",Journal of Financial Markets(SSCI),2014,18: 1-24.
5) Mao-Wei Hung,Yu-Jane Liu,and Chia-Fen Tsai,"Managerial personal diversification and portfolio equity incentives." Journal of Corporate Finance,2012,18 (1): 38-64..
6) Yu-Jane Liu,Chih-Ling Tsai,Min-Chun Wang and Ning Zhu,"Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange",Management Science(SSCI),2010,56: 606-620.
7) Barber,Brad,Yi-Tsung Lee,Yu-Jane Liu,and Terrance Odean,"Just HowMuch do Individual Investors Lose by Trading?" Review of Financial Studies,2009,22 (2): 609-632.
8) Li-wen Chen,Ji-Chai Lin,Yu-Jane Liu and Shane Johnsen,Information,Sophisication,and Foreign versus Domestic Investors' Performance,Journal of Banking and Finance(SSCI) ,2009,33( 9): 1636-1651.
9) Yu-Jane Liu,Min-Chun Wang and Longkai Zhao,Narrow Framing: Perfessions,Sophisication and Experience,Journal of Futures Market (SSCI),2009,140: 175-203.
10) Rachel,Yu-Jane Liu and Larry Tzeng,"Hidden Overconfidence and Advantageous Selection",The Geneva Risk and Insurance Review,2010,35 (2): 93-107.
11) Yi-Tsung Lee,Yu-Jane Liu and Ning Zhu,2008,The costs of owning employer stocks: Evidence from Taiwan,Journal of Financial and Quantitative Analysis,(SSCI),2008,43:717-740.
12) Barber,Brad,Yi-Tsung Lee,Yu-Jane Liu,and Terrance Odean,Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan,European Financial Managment(SSCI),Vol 13,Iss. 3,Jun 2007,423-447.
13) Ji-Chai Lin,Yi-Tsung Lee and Yu-Jane Liu,"IPO Auctions and Private Information",Journal of Banking and Finance (SSCI),Vol. 31 Iss. 5,May 2007,1483-1500.
14) Lee,Yi-Tsung,Yu-Jane Liu,Richard Roll,and Avanidhar Subrahmanyam,Taxes and Dividend Clientele: Evidence from Trading and Ownership Structure,Journal of Banking and Finance (SSCI),Vol. 30,2006,229-246.
15) Yi-Tsung Lee,Yu-Jane Liu,Richard Roll and Avanidhar Subrahmany,"Order Imbalance and Market Efficiency: Evidence from the Taiwan Stock Exchange," Journal of Financial and Quantitative Analysis (SSCI),Vol. 39,Iss. 2,Jun. 2004,327-342. (has been re-summarized in The CFA Digest,Vol. 34,Iss. 4,Nov. 2004,54-55.)
16) Ray Tsaih,Yu-Jane Liu,Wenchin Liu,and Yu-Ling Lien,"A Decision Support System for Small Business Loans",Decision Support System（SCI）. Vol. 38,Iss. 1,Oct. 2004,91-99.
17) Yu-Jane Liu and K.C. John Wei Liaw and Gwohorng,"On the Demand Elasticity of IPO: An Analysis of Discriminatory Auctions",International Review of Finance,2001,151-178.
18) Y.T.Lee,Robert Fok and Y.J,Liu,"Information Stocks,Trading Strategies and Order Imbalance," Journal of Business,Finance and Accounting,(SSCI）Vol. 28,No.12,Jan/March. 2001.199-230.
19) Chih-Hsien Yu andYu-Jane Liu,"On the Effect of Stock Stabilization Fund—A Case of Taiwan," Review of Pacific Basin Financial Markets and Policies.
20) Y. T. Lee,J.C. Lin and Y.J.Liu," Trading Patterns of Big versus Small Traders: An Emerging Market Analysis," Journal of Banking and Finance (SSCI),1999,701-725.
21) Y. J. Liu,V. W. Liu,and C. S. Wu,"The Impact of Information Diffusion on Comparisons among Various Trading Mechanisms," Review of Quantitative Finance and Accounting,Vol. 9,No. 3,1997,301-326.
22) Y. J. Liu,"Auction Mechanisms and Information Structure：An Experimental Study of Information Aggregation in Securities Markets," Research in Experimental Economics,Vol. 6,JAI Press Inc.,1996,165-212.
23) K.C. Wei,Y. J. Liu,C. C. Yang and K. H. Chuang,"Volatility and Price Changes Spillover Effects Across the Developed and Emerging Markets," Pacific-Basin Finance Journal,Vol. 3,No. 1,March 1995,113-136.
中文期刊（Selected）
1)李怡宗，劉玉珍，王錦瑩，陳薇如，賴文弘，限價(jià)委托簿信息透明度與市場(chǎng)質(zhì)量，證券市場(chǎng)發(fā)展季刊(TSSCI)，2007，forthcoming.
2)王錦瑩，陳隆麒，劉玉珍,股票回購(gòu)對(duì)股利政策變動(dòng)公告效應(yīng)之影響的接受，管理評(píng)論(TSSCI),第25卷第3期,2006.
3)陳嘉惠，劉玉珍，林炯垚，公開市場(chǎng)股票回購(gòu)影響因素分析，證券市場(chǎng)發(fā)展季刊(TSSCI),第15卷第3期,October2003,27-61.
4)劉玉珍，葉淑玲，簡(jiǎn)淑芬，季秀，建構(gòu)我國(guó)未上市(柜)股票交易制度之研究，證券市場(chǎng)發(fā)展季刊(TSSCI),第13卷第4期,Jan,2002,1-42.
5)陳嘉惠，高郁惠，劉玉珍，投資人偏好與資產(chǎn)配置，臺(tái)灣管理學(xué)刊，第1卷第2期,February2002,213-232.
6)劉玉珍與徐敏富，民營(yíng)化對(duì)股市的沖擊，中山管理評(píng)論(TSSCI)，1999.
7)李怡宗、劉玉珍、李健瑋，Black-Scholes評(píng)價(jià)模式在臺(tái)灣認(rèn)購(gòu)權(quán)證市場(chǎng)之實(shí)證（最佳論文獎(jiǎng)），管理評(píng)論(TSSCI)，第18卷第3期，1999，83-104.
8)劉玉珍、臧大年、陳薇如，未上市股票市場(chǎng)價(jià)差決定因子之實(shí)證研究，證券市場(chǎng)發(fā)展季刊(TSSCI)10:4（第十卷第四期），1998，27-54.
9)劉玉珍，何怡滿，臺(tái)灣股市隔夜報(bào)酬預(yù)測(cè)因子之實(shí)證研究，管理科學(xué)學(xué)報(bào)(TSSCI)，第十四卷第一期，1994，頁(yè)三九~六十四。
10)劉玉珍，周行一，潘璟靜，臺(tái)灣股市價(jià)格限制與交易行為，中國(guó)財(cái)務(wù)學(xué)刊(TSSCI)，第四卷第二期，1996,頁(yè)四一~六十。
11)劉維基，劉玉珍，黃建順，潘璟靜，臺(tái)灣股市日內(nèi)價(jià)格變動(dòng)分析，證券市場(chǎng)發(fā)展季刊(TSSCI)，第七卷第二期，1995年，頁(yè)四十七~七十三。
12)黃仁甫、劉玉珍，臺(tái)灣股市交易信息不對(duì)稱之實(shí)證研究，中國(guó)財(cái)務(wù)學(xué)刊(TSSCI)，第三卷第一期，1995,七月，頁(yè)九十五~一一七。
13)劉玉珍，國(guó)際股市信息結(jié)構(gòu)之實(shí)證研究，臺(tái)大管理論叢(TSSCI)，第五卷第一期，1994，頁(yè)一八九~二二二。
14)劉玉珍，何怡滿，臺(tái)灣股市公司特性與信息結(jié)構(gòu)之實(shí)證研究，國(guó)科會(huì)人文社會(huì)科學(xué)論叢，第四卷第一期，1994年一月，頁(yè)一一四~三二。
15)劉玉珍，劉維基，林淑鈴，臺(tái)灣股市季盈余宣告的信息－隨機(jī)優(yōu)勢(shì)模式與資本資產(chǎn)定價(jià)模式之比較，管理科學(xué)學(xué)報(bào)(TSSCI)，第十卷第一期，1993，頁(yè)二十三~四十六。
16)劉玉珍，劉維基，謝政能，臺(tái)灣股市過(guò)度反應(yīng)之實(shí)證研究，臺(tái)大管理論叢(TSSCI)，第四卷第一期，1993，頁(yè)一零五~一四六。
17)劉玉珍，劉維基，史習(xí)安，臺(tái)灣股市真實(shí)價(jià)格發(fā)現(xiàn)能力之實(shí)證研究，臺(tái)大管理論叢(TSSCI)，第二卷第一期，1991，頁(yè)一一九~一三八。
18)劉玉珍，劉維基，吳欽杉，郭秋榮，臺(tái)灣地區(qū)股票上市公司變現(xiàn)能力與股票報(bào)酬關(guān)系之實(shí)證研究，管理科學(xué)學(xué)報(bào)(TSSCI)，第八卷第一期，1991，頁(yè)三十七~五十一。
19)劉維基，吳欽杉，劉玉珍，競(jìng)價(jià)制度對(duì)股市變現(xiàn)能力的影響之模擬研究，社會(huì)科學(xué)論叢，第三十八輯，1990年，頁(yè)一零七~一二九。
20)劉維基，吳欽杉，劉玉珍，股市投資人投單策略形成之模擬研究，政大管理評(píng)論(TSSCI)，1990年，頁(yè)一三九~一五四。
21)劉維基，黃鉦堤，劉玉珍，臺(tái)灣證券市場(chǎng)公司規(guī)模與盈余公告所含信息內(nèi)容之實(shí)證研究，管理科學(xué)學(xué)報(bào)(TSSCI)，第七卷第一期，1990年，頁(yè)三十一~四十八。
22)吳欽杉，劉玉珍，臺(tái)灣地區(qū)上市公司股票最后進(jìn)出喊價(jià)價(jià)差的決定因子之實(shí)證研究，管理科學(xué)學(xué)報(bào)(TSSCI)，第六卷第一期，1989年五月，頁(yè)一~一十六
23)劉維基，劉玉珍，融資順位理論的發(fā)展與實(shí)證，政大管理評(píng)論(TSSCI)，1989年，頁(yè)七~二十二
出席會(huì)議（Selected）
1) Barber,Brad,Yi-Tsung Lee,Yu-Jane Liu,and Terrance Odean,2006.01.06,Who Loses from Trade? Evidence from Taiwan,The 2006 Annual Meeting of American Finance Association,AFA,Boston.
2) Lin,Ji-Chai,Yi-Tsung Lee,and Yu-Jane Liu,2005.12.14,IPO Auctions and Private Information,The 18th Australasian Finance Banking Conference 2005,School of Banking and Finance,The University of New South Wales,SYDNEY.
3) Lee,Yi-Tsung,Yu-Jane Liu,and Vivian W. Tai,2005.10.14,Who Demand on the Brokerage House Recommendations? ,2005 Annual Meeting of the Financial Management Association International,FMA,Chicago.NSC 92-2416-H-004-054-EF
4) Lin,Ji-Chai,Yi-Tsung Lee,and Yu-Jane Liu,2005.07.05,Why Have Auctions Been Losing Market Shares to Bookbuilding in IPO Markets? The 80th Annual Conference of Western Economic Association International,WEAI,San Fransico.
5) Barber,Brad,Yi-Tsung Lee,Yu-Jane Liu,and Terrance Odean,2004.12.21,Do Individual Day Traders Make Money? Evidence from Taiwan,2004 NTU International Conference,National Taiwan University,Taipei. (Has been re-summarized by Business Week,August 16,2004.)
6) Barber,Brad,Yi-Tsung Lee,Yu-Jane Liu,and Terrance Odean,2004.12.18,Who Gains from Trade? Evidence from Taiwan,The 12th Conference on the Theories and Practices of Securities and Financial Markets,Department of Finance,NSYSU,Kaohsiung. (The Best Paper Award)
7) Barber,Brad,Yi-Tsung Lee,Yu-Jane Liu,and Terrance Odean,2004.10.16,Do Individual Day Traders Make Money? Evidence from Taiwan,Behavioral Finance Program Meeting,National Bureau of Economic Research,Inc.,Massachusetts,USA.
8) Lin,Ji-Chai,Yi-tsung Lee,and Yu-Jane Liu,2003.11,Why are IPO Auctions Not Popular? The 11th Conference on Pacific Basin Finance,Economics,and Accounting,Taipei.
9) Lee,Yi-Tsung,Lin,Ji-Chai,and Yu-Jane Liu,2003.10,The Performance of Auctions in Pricing IPO Shares: New Evidence,2003 Annual Meeting,Financial Management Association,Denver,US.
10) Lee,Yi-Tsung,Yu-Jane Liu,and John Wei,2003.08,The Probit Model: An Application to the Choice of Initial Public Offerings Methods,Joint Statistical Meetings,American Statistics,San Francisco,US.
11) Lee,Yi-Tsung,Ji-Chai Lin,and Yu-Jane Liu,2003.06,The Performance of Auctions in Pricing IPO Shares: New Evidence,2003 Annual Meeting,European Financial Management Association,Helsinki,Finland.
12) Lee,Yi-Tsung,Ji-Chai Lin,and Yu-Jane Liu,2003.01,The Performance of Auctions in Pricing IPO Shares: New Evidence,Pacific Rim Conference,WEAI,Taipei.
13) Lee,Yi-Tsung,Yu-Jane Liu,and John Wei,2002.07,Institutional Order Submission Strategies,Execution Costs,and Opportunity Costs,The 77thAnnual Conference of WEAI,Western Economic Association International,Seattle,USA.
14) Lee,Yi-Tsung,Yu-Jane Liu and John Wei,Execution costs,and opportunity costs: A tradeoff analysis for institutional traders,The 10th Security Market Theory and Practice Conference held in National Sun Yat-sen University,2001.
15) Liaw,Gwohorng,Yu-Jane Liu and K.C. John Wei,"On the Demand Elasticity of IPO: An Analysis of Discriminatory Auctions",American Finance Assoication,2001,NTU International Finance Conference 2000.（The Best Paper Award）
16) Y.T.Lee,Robert Fok and Yu-Jane Liu,Information Stocks,Trading Strategies and Order Imbalance,The First National Practices Economics Conference（The Best Paper Award）
17) K.C. John Wei,Yu-Jane Liu,Huan-Di Yi,and Le-Ming Su,Institutional Trades and Price Impacts on the Taiwan Stock Exchange,FMA,1998.
18) Yu-Jane Liu,Ming-Fu Shyu,The Impact of Stock Floation on Privatization,National Sun Yat-sen Securities and Finance Conference,Oct. 1997.
19) Z. S. Yu,Yu-Jane Liu and W. I. Dai,The Effect of Taiwan Stabilization Funds: Under the Military Exercise from Mainland China,National Sun Yat-sen Securities and Finance Conference,Oct. 1997.
20) Edward H. Chow,Yi-Tsung Lee and Yu-Jane Liu,Intraday Information,trading Volume,and Return Volatiltiy: Evidence from the Order Flows on the Taiwan Stock Exchange,FMA,Oct. 1997.
21) Lee,J.C. Lin and Yu-Jane Liu,"On the Taiwan Stock Exchange: Big Versus Small Players," PACAP/CFA,EFMA conference,July 1996.
22) Yu-Jane Liu,"Information Shocks,Trading Strategies and Order Imbalance -A Closer Look in Taiwan Stock Market," International Conference of Asian-Pacific Business Management,January 1996（Taipei）.
23) Yu-Jane Liu,Edward,H. Chow and G. G. Pan,"Limit Moves and Positive Feedback Trading," The Theories and Practices in Securities and Finance Markets－National Sun Yat-sen University,1995,（Kaoshiung）
24) Yu-Jane Liu,"Auction Mechanisms and Information Structure：An Experimental Study of Information Aggregation in Securities Markets," National Taiwan University Internation Finance Conference. 1995.（Taipei）. (The Best Paper Award)
25) Edward H. Chow,Yu-Jane Liu,Gin-Gin Pan,Analysis of The Price Limits,Investing Strategies,and Market Performance in Taiwan Stock Market,The Theories and Practices in Securities and Finance Markets－National Sun Yat-sen University,1

?教授課程
1. 行為金融學(xué)
2. 證卷市場(chǎng)結(jié)構(gòu)
3. 公司財(cái)務(wù)
4. 投資學(xué)

研究生報(bào)考咨詢1V1指導(dǎo)（點(diǎn)擊咨詢）

免責(zé)聲明

本文章來(lái)源為院校研究生官網(wǎng)，如對(duì)稿件內(nèi)容有疑問(wèn)，請(qǐng)與院校招生辦聯(lián)系。培訓(xùn)啦轉(zhuǎn)載出于非商業(yè)性的教育和科研之目的，不代表贊同其觀點(diǎn)或證實(shí)其內(nèi)容的真實(shí)性。如轉(zhuǎn)載稿涉及版權(quán)等問(wèn)題，請(qǐng)來(lái)函136311265@qq.com聯(lián)系修改或刪除。