教师简介
宋忠智,现为上海交通大学安泰经济管理学院金融学副教授,2011年毕业于加拿大不列颠哥伦比亚大学(UBC)并获得金融学博士学位。曾任教于长江商学院,并为MBA,金融MBA,和EMBA讲授金融类课程。其研究成果发表在金融评论(Review of Finance),管理科学(Management Science), 金融经济学(Journal of Financial Economics), 金融和数量分析(Journal of Financial and Quantitative Analysis)等国际学术期刊上。其研究分别获得2010年北方金融学会年会(NFA)博士生最佳论文奖,2022年中国国际金融年会(CICF)最佳论文奖。
科学研究
主要研究领域
资产定价,技术与宏观金融,中国资本市场
主要学术成果
``Endogenous Asset Fire Sales and Bank Lending Incentives," Quarterly Journal of Finance (2020), 10(4), 1--38
``Investment Shocks and Asset Prices: An Investment-based Approach," with Lorenzo Garlappi, Journal of Financial and Quantitative Analysis (2020), 55(8), 2665-2699
``Capital Utilization, Market Power, and the Pricing of Investment Shocks," with Lorenzo Garlappi, Journal of Financial Economics (2017), 126(3), 447--470
``Can Investment Shocks Explain the Cross-Section of Equity Returns?" with Lorenzo Garlappi, Management Science (2017), 63(11), 3829--3848
``Asset Growth and Idiosyncratic Return Volatility," Review of Finance (2016), 20(3), 1235--1258