詹钥凇，现任中山大学商学院助理教授，硕士生导师，中山大学“百人计划”引进人才，中国人民大学金融学博士。研究兴趣包括金融计量、连续时间金融、量化投资、实证资产定价等。论文发表于Journal of Business & Economic Statistics， Journal of Economic Dynamics and Control，Annals of Operations Research等国际知名学术期刊上。

 

2019年9月-2022年6月，中国人民大学，金融学博士

2017年9月-2020年6月，中国人民大学，金融工程硕士
2013年9月-2017年6月，中国人民大学，物理学学士

 

2022年7月-2023年3月，资本市场学院，应用研究

 

1. Testing stability in functional event observations with an application to IPO performance. Journal of Business & Economic Statistics(2022), (with Lajos Horváth, Zhenya Liu, Gregory Rice, Shixuan Wang)(SSCI; ABS 4)
2. Over-the-counter versus double auction in asset markets with near-zero-intelligence traders. Journal of Economic Dynamics and Control(2022), (with Dong Lu)(Corresponding author; SSCI; ABS 3)
3. Investor behavior and filter rule revisiting. Journal of Behavioral and Experimental Finance(2022), (with Zhenya Liu)(Corresponding author; SSCI; ABS 2)
4. Risk management for crude oil futures: An optimal stopping-timing approach. Annals of Operations Research(2022), (with Sabri Boubaker, Zhenya Liu)(SSCI; ABS 3)
5. Customer relationships, corporate social responsibility, and stock price reaction: Lessons from China during health crisis times. Finance Research Letters(2022), (with Sabri Boubaker, Zhenya Liu)(SSCI; ABS 2)
6. Optimal filter rules for selling stocks in the emerging stock markets. Annals of Operations Research(2021), (with Sabri Boubaker, Xuyuan Han, Zhenya Liu)(SSCI; ABS 3)