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个人简介

彭珂,金融及财务管理副教授。西南财经大学经济学学士、硕士, 新加坡国立大学管理学硕士,英国斯特拉斯克莱德大学(University of Strathclyde)金融学博士。曾任教于英国南安普顿大学(University of Southampton),和布莱德福德大学(University of Bradford)。深圳市预算与会计协会理事,国家自然科学基金通信评审专家,教育部学位中心通讯评议专家,深圳市经贸信委和科技创新委评审专家。主要研究领域为投融资策略,行为金融,公司金融,关注大数据分析在金融领域的应用。主持和参与多项国家自然科学基金、国家社科基金及省、市纵向课题及政府与企业的横向课题,发表SSCI、EI期刊论文多篇。 教育经历 2006 英国斯特拉斯克莱德大学(University of Strathclyde)金融学博士 2000 新加坡国立大学 (National University of Singapore)管理学硕士(金融方向) 1997 西南财经大学, 经济学硕士(国际金融专业) 1994 西南财经大学, 经济学学士(财政专业) 研究与工作经历 2010- 哈尔滨工业大学深圳研究生院, 金融及财务管理副教授 经济管理学院院长助理 城市规划与管理学院院长助理(至2016年3月) 应用经济与金融研究中心主任(至2015年9月) 2008-2010 英国南安普顿大学(University of Southampton)管理学院金融学讲师 国际金融市场学研究生部主任(Program Director,MSc in International Financial Markets ) 博导, 硕导 2003- 2007 英国布莱德福德大学(University of Bradford)管理学院金融学讲师, 博导, 硕导 科研项目 2021 “智慧金融市场风险预测--基于隐含风险的测度、预测预警和决定机制研究”, 深圳市高等院 校稳定支持计划(面上项目),在研,主持 2021 “上市公司ESG履行动机及资本市场影响研究” ,哈尔滨工业大学(深圳)人文社科专项基金, 在研,主持 2019 “深港澳金融科技师”系列教材《区块链通识》、《经济通识》 教材编委, 已出版 2018 社会影响力债券研究。深圳市金融科技协会项目, 主持, 已结题 2018 低碳经济学科建设研究。 深圳市应对气候变化与低碳经济实验室课题,主持, 已结题 2017 金融科技人才培养体系研究。 深圳福田区投融署课题,主持, 已结题 2016 钦州市机器人产业规划。钦州市发改委课题。 总纂负责人, 已结题 2015 国家社科基金: "我国港澳台地区城市更新中的公共治理机制及其借鉴研究"。参与, 已结题2014 北部湾商品交易所建设及运营方案。主持, 已结题 2013 唐山市节能减排财政政策综合示范实施方案编制。唐山市发改委。 产业低碳化方案负责人, 已结题 2013 碳排交易与环境绩效对企业的影响研究。 企业横向委托课题,主持, 已结题 2012 国家自然科学基金青年基金(批准号71103050): “上市公司环境绩效与公司价值和风险关 系— 基于金融投资角度的理论和实证分析”。主持, 已结题 2012 哈尔滨工业大学教育教改项目:固定收益证券课程教程建设。主持, 已结题

研究领域

投融资策略,行为金融,公司金融,金融科技

近期论文

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康永博,王苏生,彭珂. 风险投资发挥监督作用了吗?——风险投资对公司创业投资(CVC)信息披露制度作用发挥的影响研究[J]. 管理评论. 2019(05):203-212 余臻,许桐桐,彭珂.上证50指数与衍生品市场价格的发现能力[J].商业研究,2019(01):108-116. 许桐桐,王苏生,彭珂,余臻.交易制度变动对股指期货日内模式的影响[J].大连海事大学学报(社会科学版),2018,17(05):58-71. 许桐桐,王苏生,彭珂,. 仓位限额对股指期货价格发现的影响——基于上证50、沪深300和中证500的实证对比[J]. 华南理工大学学报(社会科学版),2018,(4). 许桐桐,王苏生,彭珂,. 上证50ETF期权风险管理与套利策略研究[J]. 华北电力大学学报(社会科学版),2018,(1). Nisar Shoaib, Peng Ke, Wang Susheng, Ashraf Badar Nadeem. Technical Efficiency of South Asian Commercial Banks: How it is affected by Income diversification. International Journal of Information and Management Sciences Vol.29, 2018, pp.279-302. DOI:10.6186/IJIMS.201809 29(3).0003 (EI Index) Nisar Shoaib, Peng Ke, Wang Susheng, Ashraf Badar Nadeem.The Impact of Revenue Diversification on Bank Profitability and Stability: Empirical Evidence from South Asian Countries. International Journal of Financial Studies. Vol 6, Issue 40. 2018. doi:10.3390/ijfs6020040 (Web of Science ESCI) 康永博,王苏生,彭珂,公司创业投资对企业技术创新的影响研究——基于组织间学习的视角,研究与发展管理(2017-07-06) http://kns.cnki.net/kcms/detail/31.1599.G3.20170706.1325.004.html . 彭珂, 固定收益证券分析, 哈尔滨工业大学出版社,2016 杨希,王苏生,彭珂,风险投资对中小企业经营绩效的影响——基于区分风险投资机构事前效应与事后效应的视角, 运筹与管理,2016(6),1007-3221 康永博,王苏生,彭珂,并购基金信息披露对上市公司价值的短期影响, 大连海事大学学报(社会科学版)2015,14(6):24-30 Nisar S, Wang S, Ahmed J, Peng K, Determinants of Banks’ Profitability in Pakistan: A latest Panel Data Evidence, International Journal of Economics, Commerce and Management, Vol. III, Issue 4, 2015. 常凯, 彭珂, 火电和金属行业上市公司绩效对环境绩效的影响,科技管理研究,2014(18),P224-227 陈建斌, 彭珂, CEO更换的股价效应及其影响因素研究, 南方金融, 2014(7), P60-68 王苏生, 常凯, 黄杰敏, 彭珂, 国际碳排放持有成本N因素仿射模型[J]. 管理工程学报,2014, 28(2), P39-44 李英凯,彭珂, 自愿性信息披露水平影响因素研究——基于利益相关者角度 ,第八届(2013)中国管理学年会论文集(选编) Kai Chang; Susheng Wang; Ke Peng, Mean reversion of stochastic convenience yields for CO2 emissions allowances: Empirical evidence from the EU ETS, The Spanish Review of Financial Economics, 11(1), pp 39-45, 2013/6. Ke Peng; Yongbo Kang, The Effect of Internal Stakeholders on Environmental Performance Information Disclosure: Evidence from China, Applied Mechanics and Materials, 448-453卷, pp 4407-4411, 2013/10. Ke Peng; Tongtong Xu; Guofang Ning, Impact of Corporate Governance on Environmental Information Disclosure--Evidence from China, Applied Mechanics and Materials, 448-453卷, p 4314-4318, 2013/10. Yun Yan; *Ke Peng, The Impact of Environmental Performance Information Disclosure on Financing Constrains, 2013 the 6th International Conference on Information Management, Innovation Management and Industrial Engineering, 2013/11/23-2013/11/24, 2013/7 Kai Chang,Su Sheng Wang, Ke Peng et al. The valuation of futures options on carbon emissions under the term structure of stochastic multi-factors[J]. WSEAS Transaction on System, 2013(01) Choudhry, Taufiq, McGroarty, Frank, Peng, Ke and Wang, Shiyun (2012) High frequency exchange rate prediction with an artificial neural network. Intelligent Systems in Accounting Finance & Management, 19, (3), 170-178. Choudhry, T., Lu, L. and K. Peng (2010). Time-Varying Beta and the Asian Financial Crisis: Evidence from the Asian Industrial Sectors. Japan and the World Economy, 22, 228-234 Peng, K and S. Wang, (2008) ‘The Momentum and Mean Reversion of Nikkei Index Futures: A Markov Chain Analysis’. Advances in Quantitative Analysis of Finance and Accounting, Vol.6, pp. 239-251 Choudhry, T., Lu, L. and K. Peng, (2007) ‘Common Stochastic Trend among Far East Stock Prices: Effect of the Asian Financial Crisis’. International Review of Financial Analysis, 16(3), pp. 242-261 Peng, K, (2006) ‘Does Liquidity Information Matter? A View from Fixed Income Dealers’. Working paper series 06/03, Bradford University School of Management Peng K., J. Liu, and S. Wang, (2004) ‘Time Varying Prediction of UK Asset Returns’. China Journal of Finance, 2(1), pp. 107-128 Peng, K, T. Choudhry, and E. Ng, (2004) ‘Dynamic Interaction among Asian Exchange Rates: Evidence from Asian Financial Crisis’. Working paper series 04/08, Bradford University School of Management Peng, K, L. Jang, and S. Wang, (2003) ‘Time Varying Prediction of UK Asset Returns’. Working paper series 03/13, Bradford University School of Management 会议论文及发表演说 The 4th European Conference on Banking and the Economy (ECOBATE), 2016, Winchester, U.K. Paper presented: Revenue diversification, Credit Risk and Profitability of South Asian Banks The 16th Forecasting Financial Markets Conference, 2009, Luxembourg: University of Luxembourg. Paper presented: Artificial Neural Network and High Frequency Exchange Rate Prediction The All China Economic International Conference, 2009, Hong Kong. Paper presented: Time-Varying Beta and the Asian Financial Crisis: Evidence from the Asian Industrial Sectors. The 4th China International Conference in Finance, 2006, Xi’an, China. Paper presented: Risk management in a dealership market—evidence from fixed income market. June 2006. This paper was invited for EFMA 2006 annual meeting. The 3rd China International Conference in Finance, 2005, Kunming, China. Paper presented, “Does liquidity matter—evidence from London fixed income market”, July 2005. This paper was invited for EFMA2005 annual meeting. The European Financial Management Association 2004 Meeting, Basel, Switzerland. Paper presented, “Common Stochastic Trend among Far East Stock Prices: Effect of the Asian financial Crisis”, June 2004. International conference on Macroeconomic Analysis and International Finance, Crete, Greece. Paper presented: “Dynamic Interaction Among Asian Exchange Rates: Evidence from Asian Financial Crisis”, May 2004 The Chinese Financial Development Conference, Chengdu, China. Paper presented: “Inventory control behaviour of fixed income market makers”, December 2003 European Financial Management Association (EFMA) 2003 conference. Helsinki, Finland. Paper presented: “Time varying prediction of UK asset returns”, June 2003 Scottish Institute for Research in Investment and Finance (SIRIF) Doctoral Colloquium. Paper presented: “Liquidity of fixed income security—evidence from London”, August 2002 BAA Doctoral Colloquium held in Manchester Business School. Paper presented: “Dynamic Interaction of exchange rates—evidence from Asian financial crisis”, April 1999.

学术兼职

2014- 理事 深圳会计与预算协会 2014- 通讯评议专家 教育部学位中心 2014- Reviewer, International Review of Economics and Finance, Economic Modelling 2013- 评审专家,深圳市经济贸易和信息化委员会 2013- 科技专家,深圳市科技创新委员会 2012- 评审专家 国家自然科学基金青年基金 2012- 评审专家 广东省自然科学基金

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