
Assistant Professor in Finance
- Ph.D. in Finance, Aarhus University, Denmark, 2012
- M.Sc. in Finance, Aarhus University, Denmark, 2010
- M.Sc. in Probability and Statistics, Central South University, China, 2007
- B.Sc. in Mathematics and Applied Mathematics, Central South University, China, 2004
- Assistant Professor of Finance, Institute of Financial Studies, Southwestern University of Finance and Economics, (June 2012 – June 2014).
- Associate Professor of Finance, Institute of Financial Studies, Southwestern University of Finance and Economics, (June 2014 – July 2017).
- Assistant Professor of Finance, Faculty of Business Administration, University of Macau, (August 2017 – Present).
- Undergraduate Courses
- Advanced Financial Mathematics (FINC436/FINC4013)
- Exotic Options and Structured Products (FINC437)
- Financial Management (FINC210)
- Graduate Courses
- Advanced Topics in Finance and Business Economics (FINC8012)
- Mathematical Techniques in Finance (FINC7033)
- Asset Pricing
- Corporate Finance
- Information Quality and Asset Pricing: The Implications of Heterogeneous Beliefs, funded by the Research Committee of University of Macau (MYRG), 2019-2022, Principal Investigator.
- Achieving Pareto Equilibrium with Continuous Trading, funded by the Research Committee of University of Macau (SRG), 2018-2021, Principal Investigator.
- Influence of Market Frictions on Optimal Investment Strategies, funded by the Research Committee of Southwestern University of Finance and Economics, 2016-2017, Principal Investigator.
- Andreas Karathanasopoulos, Chia Chun Lo, Xiaorong Ma, Zhenjiang Qin (2021), Maintaining Cost and Ruin Probability, Review of Quantitative Finance and Accounting, Forthcoming. (ABS3)
- Yishu Fu, Chunbo Liu, Zhenjiang Qin (2021), Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms?, The North American Journal of Economics and Finance, V55 (ABS2)
- Jinying Tong, Yaqin Sun, Zhenzhong Zhang, Tiandao Zhou, and Zhenjiang Qin (2020), Some characterizations for the CIR model with Markov switching, Stochastics and Dynamics, 2150022, 1-19. Forthcoming.
- Ke Du, Yishu Fu, Zhenjiang Qin, and ShuoxunZhang (2020), Regime Shift, Speculation, and Stock Price, Research in International Business and Finance, vol 52, 101181. (ABS2)
- Peter Ove Christensen and Zhenjiang Qin (2014), Heterogeneous Beliefs and Information: Cost of Capital, Trading Volume and Investor Welfare, The Accounting Review, vol 89,page 209–242. (ABS4*, FT50, UTD)
- Zhenjiang Qin (2013), Speculations in Option Markets Enhance Allocation Efficiency with Heterogeneous Beliefs and Learning, Journal of Banking and Finance, vol 37,page 4675–4694. Lead article. (ABS3)
- How does the number of institutional investors affect the impact of exit threat on agency costs? Institution of Financial Studies, Southwestern University of Finance and Economics.June 2019.
- Regime shift, Speculations, and Stock price. 2019 China Research in Accounting and Finance Conference,Tongji University, Shanghai.(2019)
- Ruin Probability and Maintaining Costs. 27th PBFEAM Conference, National Taiwan University, Taipei (2019).
- Achieving Pareto Equilibrium with Continuous Trading. Taiwan Finance Association Annual Meeting in National Chengchi University, Taipei (2018).
- How to Squander Your Endowment: Pitfalls and Remedies, with Philip Dybvig. China International Conference in Finance (2015) and American Finance Association Annual Meeting (2016).
- How Does the Number of Institutional Investors Influence the Effect from Threat of Disciplinary Trading on Agency Costs? With Eric C. Chang, Tse-Chun Lin, and Xiaorong Ma, 2019.
- Does Distance Matter for Bank Lending: Evidence from Private Firms in China. With Xu Du and Shuoxun Zhang, 2019.
- Social Network Matters: Capital Structure Risk Control on REITs. With Stanley I. M. Ko and Rose Neng Lai, 2019.
- How to Squander Your Endowment: Pitfalls and Remedies, with Philip Dybvig, 2018.
- Non-linearity of Short Rate Drift after Quantitative Easing. With Stanley Iat-Meng Ko, Chia Chun Lo, and Konstantinos Skindilias, 2019.
- Achieving Pareto Optimality by Continuous Trading: An Ex Ante Perspective, 2020.
- An Equilibrium Model of Hedging with Transaction Costs, with Mark Loewenstein, 2018.
- American Finance Association (AFA)
- Financial Management Association International (FMA)
- American Economics Association (AEA)