学术论文

[1] Jianqiu Wang, Zhuo Wang & Ke Wu. “Forecasting Stock Market Return with Anomalies: Evidence from China”, International Journal of Forecasting, forthcoming.

[2] Jianqiu Wang, Ke Wu, Sijie Yang & Dexin Zhou. “Asymmetry and the Cross-section of Option Returns”, Journal of Financial Markets, 71 (2024), 100932.

[3] Esfandiar Massoumi, Jianqiu Wang*, Zhuo Wang & Ke Wu*. “Identifying Factors via Automatic Debiased Machine Learning”, Journal of Applied Econometrics, 2024, Vol.39, pp.438-461.

[4] Jianqiu Wang, Ke Wu, Jiening Pan & Ying Jiang. “Disagreement, Speculation, and the Idiosyncratic Volatility”, Journal of Empirical Finance, 72 (2023), pp.232-250.

[5] Jianqiu Wang, Zhichao Yin & Jialing Jiang. “The Effect of the Digital Divide on Household Consumption in China”, International Review of Financial Analysis, 87 (2023), 102593.

[6] Jianqiu Wang, Ke Wu & Jiening Pan. “On the Conditional Performance of the IVOL Anomaly”, International Review of Economics and Finance, 89 (2024), pp.337-350.

[7] Jianqiu Wang, Ke Wu, Guoshi Tong & Dongxu Chen. “Nonlinearity in the Cross-section of Stock Returns: Evidence from China”, International Review of Economics and Finance, 85 (2023), pp.174-205.

[8] Zhigang Qiu, Jianqiu Wang, Ke Wu & Sijie Yang. “The Value of FinTech Innovations for the Finance Industry: Evidence from China”, Economic and Political Studies, 2024, Vol. 12, No. 1, pp.1-19.

[9] Rui Guo, Wei Sun, Jianqiu Wang & Gang Xiao. “Why Do Retired Workers Claim Their Social Security Benefits So Early? A Potential Explanation Based on the Prospect Theory”, Applied Economics, 2020, Vol.52, No. 5.

[10] Jianqiu Wang & Ke Wu. “Testing the Long-run Risk Model: A Kalman Filter Approach”, Annals of Financial Economics, 2018, Vol.13, No. 4.

[11] 宗喆，郑重阳，王涧秋，赵辉. 沪铜期货及其期权的量化定价实证研究[J], 运筹与管理, 2021, 30(12): 179-184.

主要著作

《Environmental Regulations, Trade Margins, and Investment Flows》, 中国财政经济出版社, 2017-12。

研究项目

[1] 机构投资者交易与市场定价效率：基于动态错误定价模型的理论与实证研究，国家自然科学青年基金项目，2024.01-2026.12，主持/在研。

[2] “中特估”背景下的北交所上市企业估值体系研究，北京社科基金规划项目青年项目，2024.01-2025.12，主持/在研。

[3] 股票横截面收益的非参数解构：基于A 股市场的最新研究，首都经济贸易大学科研启动项目，2021.01-2023.01，主持/结项。

[4] 中美贸易摩擦与全球价值链冲击：基于二元边际的分析，中国博士后科学基金面上项目，2018.11-2020.06，主持/结项。

[5] 上海自贸区推进国际金融资产交易平台建设的路径对策研究，上海市人民政府决策咨询研究浦东专项课题，2017.08-2018.01，主持/结项。

[6] 老挝财金改革对策研究，中华人民共和国外交部，2019.09-2020.05，参与/结项。

[7] 金融科技与小微融资研究，清华—武大合作项目，2019.01-2020.12，参与/结项。

[8] 深圳市人工智能发展战略，深圳市政研室课题，2017.09-2018.08，参与/结项。

学术会议

[1] 京津冀金融研究联盟2023年会暨第十届中国金融风险高层论坛, 金融改革对企业信贷成本的影响, 2023.12.

[2] The 4th International Fintech Research Forum, Identifying Factors via Automatic Debiased Machine Learning, 2023.10.

[3] 京津冀金融研究联盟2022年会暨第九届中国金融风险高层论坛, Asymmetry, Informed Trading, and the Cross-section of Option Returns, 2022.12.

[4] The 2022 Annual Conference in Digital Economies, The Effect of the Digital Divide on Household Consumption in China, 2022.01.

[5] 2022 China Accounting and Finance Conference, Dissecting the Cross-Section of Stock Returns Nonparametrically: New Evidence from China, 2022.01.

[6] 2nd International Conference on Uncertainties and Financial Markets in the Asia-Pacific Countries, On the Conditional Performance of the IVOL Anomaly, 2021.12.

[7] 第十七届中国金融学年会, 股票横截面收益率的非参数解构：基于中国市场的最新证据, 2020.10.

[8] 2017 Midwest Trade Conference, The Effect of Multi-Lateral Environmental Agreements on Member Country's Bilateral Trade Flows, 2017.11.

[9] 2017 FMA Conference, Conditioning Information and Idiosyncratic Volatility Puzzle, 2017.10.

社会职务

匿名审稿人：Empirical Economics, International Review of Economics & Finance, Applied Economics, Journal of International Financial Management & Accounting, Emerging Markets Finance & Trade, Applied Economics Letters, International Conference on Physics, Mathematics & Statistics (ICPMS),《运筹与管理》

美国经济学会（American Economic Association）会员

国际贸易与金融学会（International Trade and Finance Association）会员