清华大学经济管理学院金融系导师介绍：郦金梁

　　►研究成果
　　国际期刊
　　1.  "Cash Trading and Stock Index Futures Price Volatility," Journal of Futures Markets 2011, Vol.31, pp. 465–486. (SSCI)
　　2.  "Stochastic Volatility, Liquidity, and Intraday Information Flow," Applied Economics Letters 2011, vol.18:16, 1511-1515. (SSCI)
　　3.  "Determinants and Information of REIT Pricing," Applied Economics Letters 2011, vol.18:15, 1501-1505. (SSCI)
　　4.  "Bounded Influence Estimators for GARCH Models with an Application to Foreign Exchange Rates," Applied Economics 2010, Vol. 42, pp. 1437-1445. (SSCI)
　　5.  Letter From the Guest Editor: Special issue - Eurasian Entrepreneurship, Journal of Entrepreneurial Finance & Business Ventures 2009.
　　6.  "The Information Content of NCREIF Index," Journal of Real Estate Research 2009, Vol.31, No.1, pp. 93-116. (SSCI)
　　7.  "Is Illiquidity A Risk – A Critical Look at Commission Costs," Financial Analysts Journal 2007, Vol. 63, No. 4, pp. 28-39. (SSCI)
　　8.  "Return Volatility, Bid-ask Spreads and Information Flow: Analyzing the Information Content of Volume," Journal of Business 2006, Vol. 79, No. 5, pp. 2697-2739. (SSCI)
　　9.  "Political Election Uncertainty and Common Stock Returns in the United States," Journal of Financial Research 2006, Vol. 29, pp. 609-622.
　　10. "Intraday Return and Volatility Spillovers in International Financial Markets," Journal of Futures Markets 2005, Vol. 25, pp. 553-585. (SSCI)
　　11. "Does Leverage from Margin Trading Cause Volatility? Evidence From Margin Credit Balance," Economics Letters 2005, Vol. 87, pp.273-278. (SSCI)
　　12. "The Information Content of Trade Size," Advances in Investment Analysis and Portfolio Management 2005, pp.137-169.
　　13. "Advance Refunding Opportunities and Refunding Efficiency: A Guide for Practitioners," Corporate Finance Review 2005, Vol. 9, pp.27-31.
　　14. "To Trade or Not to Trade: The Effect of Broker Search and Discretionary Trading on Securities Market Performance," Financial Review 2004, Vol. 39, No.2, pp. 271-292.
　　15. "The Value of Advance Refunding Option and Refunding Efficiency of Tax-exempt Municipal Bonds," Municipal Finance Journal 2004, Vol. 25, pp. 17-31.
　　国内期刊
　　16. "市场深度、流动性和波动率--沪深300 股票指数期货启动对现货市场的影响"，《金融研究》2012年，384期，124-138页。
　　17. "上市公司大小非减持影响因素的实证分析"，《中国工业经济》2011年，274期。
　　18. "股权分置改革与股票需求价格弹性"， 《中国工业经济》2010年，263期，36-46页。
　　19. "地域性与股票收益的联动性研究"， 《中国工业经济》2009年，251期，109-119页。
　　20. "道德风险、信息发现与市场有效性"，《金融研究》2008年第6期。
　　21. "股权分置改革与上市公司治理的实证研究"，《中国工业经济》2008年，242期，99-108页。
　　22. "案例分析：强生的危机与强生精神的危机", 《清华管理评论》2011年, 第1-2期。
　　23. "艺术品定价与资本市场关系浅析",《清华美术》2009年卷8。

　　►研究项目
　　参加或负责国家自然科学基金项目三项、国家社会科学基金项目一项。