副教授,博士生导师
邮箱: huyy@swufe.edu.cn
教育经历
管理学博士 THEMA (Laboratoire THéorie Economique, Modélisation et Applications), France
金融和保险硕士 ESSEC & Université de Cergy-Pontoise, France
金融学学士 西南财经大学, 四川成都
研究领域
资本市场:市场有效性,市场微观结构,资产定价,行为金融等
学术简介
在知名期刊发表论文十几篇,其中包括Annals of Operations Research, Energy, Economic Modelling, International Review of Economics and Finance, International Finance等国外期刊以及《南开经济研究》,《改革》等国内期刊,主持教育部人文社会科学项目1项,担任教育部学位中心学位论文通讯评审和国内外经济金融类多个知名期刊的匿名评审。
代表性论文
1. Yingyi Hu, "Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market", Annals of Operations Research, 2018, 281(1-2): 253-274.
2. Yongjian Lyu, Yu Wei, Yingyi Hu, Mo Yang, "Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market", Energy, 2021, 222: 119924.
3. 吕永健,符廷銮,胡颖毅,戴丹苗,《基于拔靴滤波历史模拟法的黄金市场VaR测度研究》,《中国管理科学》, 2019年第7期,pp.46-55
4. Yingyi Hu, Jean-Luc Prigent, "Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market", Economic Modelling, 2019, 80: 11-22.
5. Yingyi Hu, Tian Zhao, "Does Cross-Listing Really Enhance Market Efficiency for Stocks Listed in the Home Market? The Perspective of Noise Trading in the Chinese Stock Market", Emerging Markets Finance and Trade, 2018, 54(2), pp.307-327
6. Yingyi Hu, Tian Zhao, Lin Zhang, "Does Low Price Synchronicity Mean More Informativeness in Stock Prices? Empirical Evidence on Information Integration Speed in the Chinese Stock Market", Emerging Markets Finance and Trade, 2019, 55(5), pp.1014-1033
7. Yingyi Hu, Tian Zhao, Lin Zhang, "Noise Trading, Institutional Trading, and Opinion Divergence: Evidence on Intraday Data in the Chinese Stock Market", International Review of Economics and Finance, 2020, 68:74-89.
8. Yu Wu, Yingyi Hu, "Chinese-style incentives: The intraindustry ripple effects of CEO awards", PLoS ONE, 2021, 16(6): e0252860.
9. Yongjian Lyu, Heling Yi, Yingyi Hu, Mo Yang, "Economic uncertainty shocks and China's commodity futures returns: A time-varying perspective", Resources Policy, 2021, 70: 101979.
10. 胡颖毅,周嘉伟,《基于相互关联性视角的我国金融体系系统性风险和体系内风险传导的时变研究》,《南开经济研究》,2018年第3期,pp.117-135
11. 胡颖毅,《小额贷款公司的融资“瓶颈”及其资产收益权评估》,《改革》, 2013年第6期,pp.135-143
12. Yingyi Hu, "How does informed trading affect the information environment? Looking at the Chinese stock market from the perspective of the speed of information integration", International Finance, 2018, 21(3): 316-332.
13. 胡颖毅,《中国股票市场系统性风险动态研究》,《云南财经大学学报》, 2016年第5期,pp.102-111
代表性项目
1. 主持教育部人文社会科学研究青年基金项目《中国股票市场是否具有预测性-基于长期记忆时间序列和小波分析的实证研究》,项目批准号:10YJC790087,已结项