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