龙怀钢 博士,副研究员。主要研究领域中国资本市场和国际金融市场的资产定价、风险管理、极值统计、量化投资、数字货币等方面研究,对量化投资方面的经典多因子模型、机器学习在投资策略中的实践应用等方面有较深入研究。
电子邮箱:longhuaigang@zufe.edu.cn
-教育与工作经历:
2021年06月至今,浙江财经大学任教,担任副研究员。
2018.07—2021.06,浙江大学经济学院,担任学科博士后/助理研究员
2010.09—2018.07,浙江大学经济学院金融系硕博连读,获经济学博士学位
2006.09-2010.07,重庆大学统计学专业学习,获理学学士学位
2019.07.15-2019.07.30,第八届“现代金融学”全国高校教师暑期师资研修班结业,上海财经大学金融学院。
-主持参与科研项目:
1.基于中国融资融券制度和机构投资者行为视角下的尾部风险预测与定价研究,国家自然科学基金青年项目,批准号:72003172,2021.1-2023.12,主持(1/1)
2.新冠肺炎疫情冲击下中国上市公司债务违约风险的预测、经济后果及应对措施研究,浙江省自科基金青年项目,批准号:LY21G030014,2021.1-2023.12,主持(1/)
https://www.chihehuanbao.com3.中国博士后科学基金面上一等资助项目,批准号:2018M640543,2019.01-2020.12,主持(1/)
4.我国机构投资者是噪声交易者吗?事实证据和微观机制,国家自然科学基金面上项目, 71873122,2019.1.1-2022.12.31, 参与人(5/6)
-论文、著作:(表示通讯作者)
16.Long, Huaigang., Zaremba, A.& Zhou, W.et al. Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns[J].Journal of Financial Markets,2022: 100736. (国家级1A)
15. Zaremba, A., Cakici, N. Demir, E,Huaigang Long.When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns[J].Journal of Financial Stability,2022, 58: 100964(国家级1A)
14. Zaremba, A.,TrustWallet官方app下载 Bilgin, TrustWallet钱包安卓下载 M. H.Huaigang Long.et al.Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets[J].International Review of Financial Analysis, 2021, 78: 101908 (国家级1A)
13.Yuexiang Jiang, Yimin Dai,Huaigang Long, Yanjian Zhu, 2021.“U.S.Trade Policy Uncertainty and Expected Stock Returns of Chinese Listed Companies”,The Singapore Economic Review.(Accepted,forthcoming)
(SSCI)
12. L. Qian,Y. Jiang,H. Long,R. Song,2020,The roles of economic policy uncertainty and the COVID-19 pandemic in the correlation between cryptocurrency and stock markets,The Singapore Economic Review,(Accepted), Forthcoming. (SSCI)
11.蒋岳祥,龙怀钢,尾部风险,预期收益率与资产配置——基于中国股票市场的实证研究.管理与决策[M],2020 .
10. Long, H,A. Zaremba, E. Demir, J. Szczygielski. and M. Vasenin. 2020.“Seasonality in the Cross-Section of Cryptocurrency Returns”. Finance Research Letters. 35, 101566(SSCI,浙大经院C类,JCR Q1分区)
9. Zaremba, A., A. Szyszka,H. Long. and D. Zawadka. 2020.“Business
Sentiment and the Cross-Section of Global Equity Returns”.Pacific-Basin Finance Journal, 61, 101329.(SSCI,浙大经院B类,JCR Q1分区)
8. Long, H., A. Zaremba. and Y. Jiang. 2020.“Price Nonsynchronicity, Idiosyncratic Risk, and Expected Stock Returns in China.”EconomicResearch-Ekonomska Istraživanja33(1): 160-181.(SSCI,JCR Q2分区)
7. Zaremba, A.,H. Long. and A. Karathanasopoulos. 2019.“Short-Term
Momentum (Almost) Everywhere”.Journal of International Financial Markets, Institutions and Money 63,101140.(SSCI,JCR Q1分区)
6. Long, H., Y. Zhu, L. Chen. and Y. Jiang. 2019.“Tail Risk and Expected Stock Returns Around the World”.Pacific-Basin Finance Journal.56: 162-178.(SSCI,浙大经院B类,JCR Q1分区)
5. Long, H., A. Zaremba. and Y. Jiang. 2019.“Beware of the Crash Risk: Tail Beta
and the Cross-Section of Stock Returns in China”.Applied Economics51(44): 4870- 4881.(SSCI,浙大经院C类,JCR Q3分区)
4. Zheng, L., Y. Jiang. andH. Long. 2019.“Exchange Rates Change, Asset-Denominated Currency Difference and Stock Price Fluctuation”.Applied Economics51(60): 6517-6534.(SSCI,浙大经院C类,JCR Q3分区)
3. Long, H.,Y. Jiang. and Y. Zhu. 2018.“Idiosyncratic Tail Risk and Expected Stock Returns: Evidence From the Chinese Stock Markets”.Finance Research Letters 24: 129-136.(SSCI,浙大经院C类,JCR Q1分区)
2. Jiang, Y., H. Sun, Y. Zhang. andH. Long.2017.“Non-Parametric Tests for the Tail Equivalence Via Empirical Likelihood”.Communications in Statistics - Theory and Methods46(21): 10640-10656. (SCI, JCR Q4分区)
1.蒋岳祥,宫蕾和龙怀钢.中国股指期货存在交割日效应吗?——基于指数和个股视角的研究[J].浙江大学学报(人文社会科学版),2016,(04):184-200 (浙大经院一级期刊)
-荣誉奖励:
[1]郑路远、蒋岳祥、龙怀钢,“Exchange Rates Change, Asset-Denominated Currency Difference and Stock Price Fluctuation”.浙江省经济学会2019年度优秀成果奖三等奖,2019.12.1
[2]入选浙江省教育厅第二批“浙江省高校领军人才培养计划”青年优秀人才。
-其他(指导学生学科竞赛等):
[1]指导浙江大学本科生科研训练项目SRTP项目两项(2020年校院级)
[2]目前担任多个学生证券投资大赛团队的指导教师。
[3]担任International Review of Financial Analysis, Journal of Future Markets, Pacific-Basin Finance Journal, North American Journal of Economics and Finance, Emerging Markets Finance and Trade等多本SSCI期刊匿名审稿人