吴国俊

联系方式:gjwu@saif.sjtu.edu.cn
秘书:王涵
邮箱:hwang@saif.sjtu.edu.cn

教育背景:
博士学位:斯坦福大学金融学, 1998
硕士学位:俄亥俄大学经济学, 1992
学士学位:上海交通大学国际贸易系, 1986
教授介绍:

吴国俊教授现任上海高级金融学院金融学特聘教授、休斯敦大学金融学教授。他曾任休斯敦大学副教授(终身教职)、密歇根大学助理教授、上海证券交易所客座资深金融分析师、斯坦福大学商学院研究助理和加州Nikko研究中心金融工程师等职。

 

吴国俊教授的研究方向主要为资产定价和公司财务、投资者行为、投资策略和市场操纵。他在国际著名刊物如Journal of Empirical Finance, Journal of Financial Markets, Journal of Business, Journal of Risk Finance, Review of Financial Studies等发表多篇论文。因其杰出的研究工作,获得了2006-2007年度Midcon公司的休斯敦大学EMBA教学优秀奖,2007-2008年度休斯顿大学Lucile and Leroy Melcher研究奖等多个奖项。

 

吴国俊教授是美国金融学会、中国金融学会、西方金融学会、金融研究学会、亚洲金融学会的成员。


资产定价和公司财务、投资者行为、投资策略和市场操纵。



1. Hongtao Guo & Miranda S. Lam & Guojun Wu & Zhijie Xiao, 2013, Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets, International Journal of Business and Finance Research.

2. Canlin Li, Xiaohan Li, Guojun Wu, 2010, Corporate Governance, Investor Attention and Post-Earnings Announcement Drift, Ssrn Electronic Journal.

3. Sreedhar T. Bharath, Paolo Pasquariello, Guojun Wu, 2009, Does Asymmetric Information Drive Capital Structure Decisions?, Review of Financial Studies.

4. Guojun Wu, Zhijie Xiao, 2009, Are There Speculative Bubbles in Stock Markets?Evidence from an Alternative Approach, Statistics and Its Interface.

5. Guojun Wu, Hongtao Guo, Zhijie Xiao, 2007, An Analysis of Risk for Defaultable Bond Portfolios, Journal of Risk Finance.

6. Guojun Wu, Mark Seasholes, 2007, Predictable Behavior, Profits, and Attention, Journal of Empirical Finance.

7. Guojun Wu, Rajesh Aggarwal, 2006, Stock Market Manipulations, Journal of Business Research .

8. Guojun Wu, Bruno Gerard, 2006, How Important Is Intertemporal Risk for Asset Allocation?, Journal of Business Research .

9. Guojun Wu, Toni Whited, 2006, Financial Constraints Risk, Review of Financial Studies.

10. Guojun Wu, Qin Lei, 2005, Time-Varying Informed and Uninformed Trading Activities, Journal of Business Research .

11. Guojun Wu, Zhijie Xiao, 2002, An Analysis of Risk Measures, Journal of Risk Finance.

12. Guojun Wu, Zhijie Xiao, 2002, A Generalized Partially Linear Model of Asymmetric Volatility, Journal of Empirical Finance.

13. Guojun Wu, 2001, The Determinants of Asymmetric Volatility, Review of Financial Studies.

14. Guojun Wu, Geert Bekaert, 2000, Asymmetric Volatility and Risk in Equity Markets , Review of Financial Studies.

15. Guojun Wu with Canlin Li and Xiaohan Li, Corporate Governance, Investor Attention and Post-Earnings Announcement Drift.

16. Guojun Wu with Ilan Cooper and Bruno Gerard, Irreversible Investment, Real Activity and the Value Premium.

17. Guojun Wu with Tyler Shumway, Does Disposition Drive Momentum?.

18. Guojun Wu with Rajesh Aggarwal and Amiyatosh Purnanandam, Underwriter Manipulation in IPOs.

19. Guojun Wu, The dynamics of VIX Futures.

20. Guojun Wu, Idiosyncratic risk Matters to Large Stocks Too.

21. Guojun Wu with Emily Luo and Yexiao Xu, The Pricing of Idiosyncratic Volatilities in Bull and Bear Markets.

投资管理、企业投融资决策、金融市场与投资组合策略、金融学原理、金融学原理(吴国俊)
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