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赵汝为

系别:金融系

职称:副教授

联系方式:zrwjnu@jiangnan.edu.cn

科学研究:科学研究
[1] R. Zhao, X. Xiong, D. Shen, W. Zhang, Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective, International Journal of Information Technology & Decision Making, 18 (2018) 695-715. (SCI&SSCI,JCR二区)
[2] R. Zhao, X. Xiong, D. Shen, Investor attention and performance of IPO firms: Evidence from online searches, Physica A: Statistical Mechanics and its Applications, 508 (2018) 342-348. (SCI&SSCI,JCR二区)
[3] 赵汝为, 熊熊, 沈德华, 投资者情绪与股价崩盘风险:来自中国市场的经验证据, 管理评论, 31 (2019) 50-60. (国基委管理学部A类,CSSCI核心)
[4] R. Zhao, Inferring private information from online news and searches: Correlation and prediction in Chinese stock market, Physica A: Statistical Mechanics and its Applications, 528 (2019) 121450. (SCI&SSCI,JCR二区)
[5] R. Zhao, Quantifying the correlation and prediction of daily happiness sentiment and stock return: The Case of Singapore, Physica A: Statistical Mechanics and Its Applications, 533 (2019) 122020. (SCI&SSCI,JCR二区)
[6] R. Zhao, Y. Cui, X. Liu, Tick Size and Market Quality Using an Agent-Based Multiple-Order-Book Model, Frontiers in Physics, 8 (2020). (SCI&SSCI,JCR二区)
[7] R. Zhao, Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US, Physica A: Statistical Mechanics and its Applications, 538 (2020) 122629. (SCI&SSCI,JCR二区)
[8] R. Zhao, Quantifying the correlation of media coverage and stock price crash risk: A panel study from China, Physica A: Statistical Mechanics and its Applications, 537 (2020) 122378. (SCI&SSCI,JCR二区)
[9] R. Zhao, P. Dai. A multifractal cross-correlation analysis of economic policy uncertainty: Evidence from China and the USA, Fluctuation and Noise Letters (2021) (SCI&SSCI,JCR三区),
[10] R. Zhao, Y. Cui. Dynamic Cross-Correlations Analysis on Economic Policy Uncertainty and US Dollar Exchange Rate: A MF-DCCA perspective, Discrete Dynamics in Nature and Society  6668912 (2021) (SCI&SSCI,JCR三区)
[11] R. Zhao, Quantifying the cross sectional correlation of daily happiness sentiment and return skewness: Evidence from US Industries, Journal of Behavioral and Experimental Finance, (2020) 100369 (ESI).
[12] 周方召,付辉,贺志芳,赵汝为.金融科技背景下金融学人才培养模式的挑战与优化[J].金融理论与教学,2021(01):94-98.
主持与参与课题
(1)大数据视角下外部信息环境因素对股价崩盘风险影响机理与作用机制研究(71901107),国家自然科学基金委,19万元,在研 ,2020.01-2022.12, 主持
(2)互联网背景下金融市场参与者行为规律及其风险效应研究,国家自然科学基金重大项目(71790594), 455万元,在研,2018.01-2022.12,参加
(3)基于大数据的金融创新及其风险分析理论,国家自然科学基金重点项目(71532009), 292万元,完成,2016.01-2020.12,参加

主讲课程:本科生课程:金融市场与机构、学术英语

  • 教师简介
  • 科学研究
  • 主讲课程
  • 赵汝为,男,管理学博士,副教授。20186月毕业于天津大学管理科学与工程专业,2016-2017美国奥本大学赫伯特bat365旧网址联合培养,2020年任bat365旧网址金融系副教授,2020-2021年度江南大学至善青年学者。主要研究领域为实证资产定价、金融风险管理和计算实验金融。以第一作者身份在International Journal of Information Technology & Decision MakingPhysica A: Statistical Mechanics and its ApplicationsFrontiers in PhysicsJournal of Behavioral and Experimental FinanceFluctuation and Noise LettersDiscrete Dynamics in Nature and Society、《管理评论》等国内外知名刊物发表十余篇学术论文,主持国家自然科学基金青年项目一项,参与国家自然科学基金多项。获得2020年度无锡市第十一届自然科学优秀论文二等奖,无锡市第十五届社会科学成果奖二等奖。担任多个国际期刊匿名审稿人。

     

  • 科学研究
    [1] R. Zhao, X. Xiong, D. Shen, W. Zhang, Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective, International Journal of Information Technology & Decision Making, 18 (2018) 695-715. (SCI&SSCI,JCR二区)
    [2] R. Zhao, X. Xiong, D. Shen, Investor attention and performance of IPO firms: Evidence from online searches, Physica A: Statistical Mechanics and its Applications, 508 (2018) 342-348. (SCI&SSCI,JCR二区)
    [3] 赵汝为, 熊熊, 沈德华, 投资者情绪与股价崩盘风险:来自中国市场的经验证据, 管理评论, 31 (2019) 50-60. (国基委管理学部A类,CSSCI核心)
    [4] R. Zhao, Inferring private information from online news and searches: Correlation and prediction in Chinese stock market, Physica A: Statistical Mechanics and its Applications, 528 (2019) 121450. (SCI&SSCI,JCR二区)
    [5] R. Zhao, Quantifying the correlation and prediction of daily happiness sentiment and stock return: The Case of Singapore, Physica A: Statistical Mechanics and Its Applications, 533 (2019) 122020. (SCI&SSCI,JCR二区)
    [6] R. Zhao, Y. Cui, X. Liu, Tick Size and Market Quality Using an Agent-Based Multiple-Order-Book Model, Frontiers in Physics, 8 (2020). (SCI&SSCI,JCR二区)
    [7] R. Zhao, Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US, Physica A: Statistical Mechanics and its Applications, 538 (2020) 122629. (SCI&SSCI,JCR二区)
    [8] R. Zhao, Quantifying the correlation of media coverage and stock price crash risk: A panel study from China, Physica A: Statistical Mechanics and its Applications, 537 (2020) 122378. (SCI&SSCI,JCR二区)
    [9] R. Zhao, P. Dai. A multifractal cross-correlation analysis of economic policy uncertainty: Evidence from China and the USA, Fluctuation and Noise Letters (2021) (SCI&SSCI,JCR三区),
    [10] R. Zhao, Y. Cui. Dynamic Cross-Correlations Analysis on Economic Policy Uncertainty and US Dollar Exchange Rate: A MF-DCCA perspective, Discrete Dynamics in Nature and Society  6668912 (2021) (SCI&SSCI,JCR三区)
    [11] R. Zhao, Quantifying the cross sectional correlation of daily happiness sentiment and return skewness: Evidence from US Industries, Journal of Behavioral and Experimental Finance, (2020) 100369 (ESI).
    [12] 周方召,付辉,贺志芳,赵汝为.金融科技背景下金融学人才培养模式的挑战与优化[J].金融理论与教学,2021(01):94-98.
    主持与参与课题
    (1)大数据视角下外部信息环境因素对股价崩盘风险影响机理与作用机制研究(71901107),国家自然科学基金委,19万元,在研 ,2020.01-2022.12, 主持
    (2)互联网背景下金融市场参与者行为规律及其风险效应研究,国家自然科学基金重大项目(71790594), 455万元,在研,2018.01-2022.12,参加
    (3)基于大数据的金融创新及其风险分析理论,国家自然科学基金重点项目(71532009), 292万元,完成,2016.01-2020.12,参加
  • 本科生课程:金融市场与机构、学术英语
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