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王自干

金融系    长聘副教授

kaiyun体育登录网页入口经济管理深圳研究院 长聘副教授

kaiyun体育登录网页入口深圳国际员工院创新管理研究院 长聘副教授

办公室:kaiyun体育登录网页入口经济管理深圳研究院B座513

邮箱:wangzg@sem.tsinghua.edu.cn

教育经历

2009.9-2015.6:纽约哥伦比亚大学,经济学博士(博士答辩委员会:Patrick BoltonAilsa RöellJosé ScheinkmanDan J. WangTri Vi Dang)

2009.9-2012.10:纽约哥伦比亚大学,经济学哲学硕士(M.Phil.)

2009.9-2011.10:纽约哥伦比亚大学,经济学文学硕士(M.A.)

2005.9-2009.7:北京kaiyun体育登录网页入口(全国理科班保送) 经济学学士

2002.9-2005.7:中国国家教育部直属全国理科实验班


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工作经历

2015.7-2023.6香港大学商公司,助理教授

2014.1-2014.5:纽约州立大学,客座教授


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讲授课程

2023-2024:高级金融问题研究 (Seminars on Advanced Topics in Finance),硕士,kaiyun体育登录网页入口

2023-2024:金融前沿问题研究 (Research on Frontier Issues in Finance),硕士,kaiyun体育登录网页入口

2023-2024:密码学与网络安全 (Cryptography and Network Security),硕士,kaiyun体育登录网页入口

2017-2022Advanced Financial Programming and Databases,硕士,香港大学

2017-2022Financial Programming and Databases,本科,香港大学

2016-2022Corporate Finance,本科,香港大学

2014Money and Banking,硕士本科,纽约州立大学

2014Financial Management,硕士本科,纽约州立大学

2010Microeconomics,硕士,哥伦比亚大学 (助教)

2010-2015Corporate Finance,硕士本科,哥伦比亚大学 (助教)  

2011Statistics of Sustainability Management,硕士,哥伦比亚大学 (助教)

2011-2012Principles of Economics,本科,哥伦比亚大学 (助教)

2008:经济学原理,本科,kaiyun体育登录网页入口 (网络助教)


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研究领域

经济学:应用微观、国际经济学、环境经济学、政治经济学、法律经济学

金融:外汇、企业投资和现金管理、银行并购、国际金融、金融科技、金融安全

方法论:网络分析、机器学习、强化学习、自然语言处理


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学术成果

代表性论文

Foreign Exchange 外汇:


1. “Technical Trading: Is it still Beating the Foreign Exchange Market?” (with Po-Hsuan Hsu and Mark P. Taylor)Journal of International EconomicsVol. 102September 2016pp. 188-208.


2. “The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence” (with Mark P. Taylor and Qi Xu)Journal of International Money and FinanceOctober 2021Vol. 117.

Media Coverage: Mingpao Daily (FinanceEducation)Hong Kong Commercial Daily


3. “Currency Volatility and Global Technological Innovation” (with Po-Hsuan HsuMark P. Taylor and Qi Xu)Journal of International EconomicsJuly 2022Volume 137.


4. “Media Sentiment and Currency Reversals” (with Ilias Filippou and Mark P. Taylor)

Forthcoming at Journal of Financial and Quantitative Analysis


Corporate Finance 公司财务:


5. “Corporate Political Connections and Favorable Environmental Regulatory Enforcement” (with Amanda Heitz and Youan Wang)Management ScienceMarch 2021.


6. “Real Effects of Share Repurchases Legalization on Corporate Behaviors” (with Qie Yin and Luping Yu)Journal of Financial EconomicsVol. 140(1)April 2021pp. 197-219.

Reprint: Harvard Law School Program on Corporate Governance


7. “The Role of Financial Constraints in Firm Investment under Pollution Abatement Regulation” (with Tri Vi Dang and Youan Wang)Journal of Corporate FinanceOctober 2022Vol. 76.


8. “Do Share Repurchases Facilitate Movement Towards Target Capital Structure? International Evidence” (with Qie Yin and Luping Yu)

Conditionally Accepted at Journal of Empirical Finance

Banking 银行业:

9. “Bank Networks and Acquisitions” (with Ross Levine and Chen Lin)Management ScienceVol. 66(11)November 2020pp. 5216-5241.

Media Coverage: Vox EU,香港大学 Bulletin


10. “Estimation and Inference of Treatment Effects with L2-Boosting in High-Dimensional Settings” (with Jannis KueckYe Luo and Martin Spindler)Journal of EconometricsJune 2023Volume 234Issue 2.


代表性著作


An Overview of Corporate Governance, Policies and Public Listing of Chinese State-owned Enterprises Reform, in “Corporate Governance and Corporate Social Responsibility: Emerging Markets Focus”, July 2014, edited by S. Boubaker and D.K Nguyen. World Scientific Publishing


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