Working Experience
- 2016.8-present, Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
- 2016.8-present, Professor, Department of Finance, School of Economics, Xiamen University
- 2016.8-present, Director, Center for Data Science and Decision Consulting, Xiamen University.
- 2015.8-present, Associate Director of MOE Key Laboratory of Econometrics (Xiamen University)
- 2013.8-2016.7, Associate Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
- 2011.7-2013. 7, Assistant Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
Education Background
- Ph.D. in Economics, Cornell University, 2011;
- M.Phil. in Economics, Chinese University of Hong Kong, Hong Kong, China, 2005;
- B.A. in Economics & B.Sc. in Mathematics, Peking University, China, 2003
Research Interest
Financial Econometrics, Quantitative Finance, Financial Economics, Big data
- 林娟,陈海强*,林青,基于模型平均的中国产出增长和通货膨胀密度预测,《管理科学学报》接收待发表。
- 顾明,曾力,陈海强,倪博,交易限制与股票市场定价效率——基于创业板涨跌幅限制放宽的准自然实验研究,《金融研究》,2022,第11期。
- 陈海强,陈阳,丁逸非,宋沐青*,2021,股东网络与崩盘风险-基于A股市场的经验证据,《经济学》季刊,接收待发表。
- 杨炳铎,杨子晖*,陈海强,2021. 带有泡沫与崩盘的可预测模型检验,《管理科学学报》,接受待发表。
- Cai, Z., Chen, H.Q.* and Liao, X., 2021. A New Robust Inference for Predictive Quantile Regression, Journal of Econometrics, forthcoming.
- Chen, Haiqiang, Wenlan Qian, and Qiang Wen. 2021. The Impact of the COVID-19 Pandemic on Consumption: Learning from High-Frequency Transaction Data. AEA Papers and Proceedings, 111: 307-11. (获VoxChina 2021/5/26日转载)
- Chen, Haiqiang, Ye Guo and Qiang Wen*, 2021. For Goodwill or Resources? The Rationale behind Firms’ Corporate Philanthropy in an Environment with High Economic Policy Uncertainty. China Economic Review, 65,10580.
- Gideon Bruce Arkorful, Haiqiang Chen*, Xiaoqun Liu*, Chuanhai Zhang, 2020. The Impact of Options Introduction on the Underlying Stock: Evidence from Chinese Stock Markets, Quantitative Finance 20, 2015-2024.
- 陈海强,姜盼,2020,股市流动性综合指标构建与流动性溢价检验—基于A股高频数据的实证研究,太阳成tyc7111cc学报(哲学社会科学版),257,145-157.
- 陈海强、方颖*、王方舟,2019,融资融券交易制度对股市尾部系统风险的非对称影响—基于A股市场极值相关性的研究,《管理科学学报》,第5期,99-109。
- 刘晓群、陈海强*,2019,中国股市跳跃风险、特质波动率与个股超额收益率,《金融学季刊》,第13卷,第2期,2-24.
- 汪寿阳,洪永淼,霍红,方颖,陈海强*,大数据时代下计量经济学若干重要发展方向,《中国科学基金》,4,1-8.
- Zheng, H. and Chen, H.Q., 2019. Price Informativeness and Adaptive Trading, Journal of Evolutionary Economics, 29, 4, 1315–1342. (SSCI, 1.095).
- 胡毅、陈海强*、齐鹰飞,2019,大数据时代计量经济学的新发展与新应用—第二届中国计量经济学者论坛综述, 《经济研究》,第3期,199-203.
- Zhu, Y.L. and Chen, H.Q*., Lin, M., 2019. Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules. Studies in Nonlinear Dynamics & Econometrics, .23(5), pages 1-17.
- Liao, X., Cai, Z. and Chen, H.Q., 2018. A perspective on recent methods on testing predictability of asset returns. Applied Mathematics-A Journal of Chinese Universities, 33, 2, 127–144. (SCI, 0.507)
- Chong, T. L., Chen, H.Q., Wong, T.N. and Yan, K.M., 2018. Estimation and Inference of Threshold Regression Models with Measurement Errors. Studies in Nonlinear Dynamics & Econometrics, 22, 2, 1-16. (SSCI, 0.85)
- Ke, X., Chen, H.Q., Hong, Y. and Hsiao, C., 2017. Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach, China Economic Review, 44,203-226. (SSCI, 1.8). The Best paper published on China Economic Review in 2017 (2017年度 China Economic Review最佳论文)
- Zhu, Y.L. and Chen, H.Q*., 2017. The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values. Physica A: Statistical Mechanics and its Applications, 473, 522-535. (SCI, 2.132)
- 洪永淼、方颖、陈海强、范青亮、耿森、王云,2016,计量经济学与实验经济学的若干新近发展及展望,《中国经济问题》,12(2),126-136。
- 陈海强、韩乾、吴锴,2015,融资约束抑制技术效率提升吗?—基于制造业微观数据的实证研究,《金融研究》,第10期,148-162。
- 陈海强、范云菲,2015,融资融券交易制度对中国股市波动率的影响——基于面板数据政策评估方法的分析,《金融研究》,第6期,159-172。
- Chen, H.Q. and Yanli Zhu, 2015. An empirical study on the threshold cointegration of Chinese A and H cross-listed shares. Journal of Applied Statistics, 42(11), 2406-2419.
- Chen, H.Q., 2015. Robust Estimation and Inference for Threshold Models with Integrated Regressors. Econometric Theory, 31(4), 778-810.
- Chen, H.Q., Fang, Ying and Li, YingXing, 2015, Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines. Econometric Theory, 31(4), 753-777.
- 陈海强、张传海,2015,股指期货交易会降低股市跳跃风险吗?《经济研究》,第1期, 第153-167页。
- Chen, H.Q., Chong, T.L., and She, Y.N., 2014. A Principal Component Approach to Measuring Investor Sentiment in China. Quantitative Finance, 14, 573-579.
- He, Qing and Chen, H.Q.*, 2014. Recent Macroeconomic Stability in China. China Economic Review, 30, 505–519.
- Chen, H.Q. and Choi, M.S., 2014. Synchronous Price Discovery of Cross-listings. Management Science and Financial Engineering, 20, 11-16.
- Chen, H.Q., Han, Qian., Li, YingXing and Wu, Kai, 2013. Does the Introduction of Stock Index Futures Reduce Chinese Stock Market Volatility? A Panel Data Evaluation Approach. Journal of Futures Markets, 33,12,1167-1190.
- Chen, H.Q., Choi, M.S. and Hong, Y., 2013. How Smooth is Price Discovery, Evidence from Cross-listed Stock Trading. Journal of International Money and Finance (32) 668-699.
- 陈海强、韩乾、吴锴,2012,现金流波动、盈利稳定性与公司价值:基于沪深上市公司的实证研究。《金融研究》,第9期,第181-194页。
- Chen, H.Q. and Choi, M.S., 2012. Does Information Vault Niagara Falls? Cross-listed Trading in New York and Toronto. Journal of Empirical Finance 19, 175-199.
- Chen, H.Q., Chong,T.L. and Bai, J.,2012. Theory and Applications of TAR Model with two Threshold Variables. Econometric Reviews, 31, 142–170.
- Chen, H.Q., Chong,T.L. and Li, Z., 2011. Are Chinese Stock Market Cycles Duration Independent? Financial Review, 46 (1), 151-164.
- Chong,T.L., Li, Z., Chen, H.Q. and Hinich, M.J., 2010. An investigation of duration dependence in the American stock market cycle. Journal of Applied Statistics 37 (8), 1407-1416.
- Chen, H.Q., Chong,T.L. and Duan X., 2010. A Principal-Factor Approach to Measuring Investor Sentiment. Quantitative Finance 10(4), 339-347.
- Bai, J., Chen, H.Q., Chong,T.L. and Wang, X., 2008. Generic Consistency of the Break-Point Estimator under Specification Errors in a Multiple-Break Model. Econometrics Journal 11, 287-307.
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- 国家自然科学基金重点项目,《数字经济变革下的金融风险管理:基础理论、建模方法和政策分析》,190万元,2023.01-2027.01,主持。
- 国家自然科学基金《防范与化解金融风险》应急管理重点项目,《金融科技背景下非正规金融机制设计、风险防范与治理》,196万元,2019.01-2021.12,主持。已结题。
- 太阳成tyc7111cc校长基金,《大数据金融理论与应用》,中央高校基本科研业务费,#20720181004,90万,2018.01-2020.12,主持。
- 国家自然科学面上项目(71571152),《具有时变门限值的门限模型的估计与检验:理论与应用》,57.56万,2016.01-2019.12,主持。
- 国家自然科学青年基金(71201137),《非线性协整模型的有效估计、检验及其应用》 , 22万,2013.01-2015.12,主持。
- 中央高校基本科研业务费(20720140038)《基于面板数据的政策评估计量方法研究与应用》,5万,2014.01-2016.12,主持。
- 银联商务互联网金融信用风险分析模型,横向课题,25万,2014/12-2015/4,主持。
- 南方电网深圳供电局电力需求预测与分析,横向课题,195万,2013/1-2015/8,主要参与人。
- 莆田市经济与产业大数据分析平台,横向课题,35万,2016-2018,主要参与人。
- 中国建设银行大数据挖掘与应用研究,横向课题,10万,2017/1-2017/12,主持。
- 深圳前海鹏元数据技术有限公司,大数据中小企业信用评级与风控, 15万,2018-2019,主持。
- 厦门环境保护机动车污染控制技术中心,尾气排放统计分析项目,15万,2020-2021,主要参与人。
- 郑州商品交易所,商品期货市场“厦门现象”形成机制与经济影响,20万,2022.04-2022.12,主持。
- 厦门医疗保健学会,三医绩效管理机制与政策研究,20万,2022.01-2022.09,主持。