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贺志芳

系别:金融系

职称:副教授

联系方式:hezfang@126.com

科学研究:研究方向:
行为金融、金融计量、金融风险管理

期刊论文(按发表时间排列):
[17] He Z, Chen J, Zhou F, Zhang G, Wen F. Oil price uncertainty and the risk-return relation in stock markets: Evidence from oil-importing and oil-exporting countries. International Journal of Finance & Economics, 2020, 1-19. https://doi.org/10.1002/ijfe.2206. (SSCI, ABS三星)
[16] He Z. Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. International Review of Economics & Finance, 2020, 66, 131-153. (SSCI, ABS二星)
[15] He Z, He L, Wen F. Risk compensation and market returns: The role of investor sentiment in the stock market. Emerging Markets Finance and Trade, 2019, 55(3): 704-718. (SSCI, ESI高被引, ABS二星)
[14] He Z., Zhou F, Xia X, Wen F, Huang. Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time-Varying Influence, and Asymmetric Effect. Emerging Markets Finance and Trade, 2019,55(12), 2756-2773. (SSCI, ABS二星)
[13] 王宗润, 谢楠, 贺志芳. 基于GARCH-V模型的处置效应研究.控制与决策, 2019, 34(09): 1955-1963. (CSCD)
[12] He Z, Zhou F. Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. PloS one, 2018,13(8), e0200734. (SSCI/SCI)
[11] 贺志芳, 周方召. 投资者风险偏好的动态特征——来自国际股票市场的实证证据.系统科学与数学, 2018, 38(03):348-363.(CSCD)
[10] He Z, Huang C, Gong X, Yang X, Wen F. Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? EURASIA Journal of Mathematics, Science and Technology Education, 2017, 13 (12):8367-8382. (SSCI)
[9] 贺志芳, 文凤华, 黄创霞, 杨晓光, 郑石明. 投资者情绪与时变风险补偿系数, 管理科学学报, 2017, 20 (12): 29-38. (CSSCI,国自科基金委管理学A刊)
[8] 贺志芳, 杨鑫, 龚旭, 文凤华. 股指期货市场波动率的预测研究. 系统科学与数学, 2016, 36(8):1160-1174. (CSCD)
[7] Gong X, Wen F, He Z, Yang J, Yang X, Pan B. Study on Investor Sentiment Affected by Extreme Income and Extreme Volatility. Filomat, 2016, 30(15): 3949-3961. (SCI)
[6] Wen F, He Z, Dai Z, Yang X. Characteristics of Investors’ Risk Preference for Stock Markets. Economic Computation and Economic Cybernetics Studies and Research, 2014, 3(48):235-254. (SSCI)
[5] Wen F, He Z, Gong X, Liu A. Investors’ Risk Preference Characteristics Based on different Reference Point. Discrete Dynamics in Nature and Society, 2014, 2014:1-9. (SCI )
[4] Gong X, He Z, Li P, Zhu N. Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps. Discrete Dynamics in Nature and Society, 2014, 2014:1-10. (SCI)
[3] Wen F, Xiao J, He Z. Stock Price Prediction Based on SSA and SVM, Procedia Computer Science, 2014, 31:625-631.
[2] Wen F, Tao M, He Z, Chen X. The Impact of Investors’ Risk Attitudes on Skewness of Return Distribution. Procedia Computer Science , 2013: 664-670.
[1] Wen F, He Z, Dai Z, Gong X. The Effect of Disposition Effect on Stock Price Volatility. International Conference on Business Intelligence and Financial Engineering, 2012, 8: 390-393. (EI)

主持或参与的科研项目(按时间排列):
[6]国家自然科学青年基金项目(71701081):投资者风险偏好的特征及作用机制研究,  2018.1-2020.12,19万元,在研,主持
[5] 江苏省教育厅高校哲学社会科学基金项目(2017SJB0816):金融市场中投资者风险偏好的特征研究,1万元,2018.1-2018.12,完成,主持
[4]教育部人文社科青年基金项目(18YJC790029):退出不确定对风险投资影响的机制研究,2018.07-2021.06,8万元,参与,在研
[3]教育部人文社科青年基金项目(17YJC790008):流动性视角下股价惯性研究——基于国家治理能力的现代化推进,2018.01-2020.12,8万元,参与,在研
[2]国家自然科学基金面上项目(71371195):投资者情绪生成、传染机制及其对资产定价的影响研究,2014.01-2017.12,完成,参与
[1]湖南省哲学社会科学基金重点项目(11ZDB11):房地产泡沫对我国金融脆弱性的影响研究,2011.01-2012.12,完成,参与

主讲课程:本科生课程:《风险管理》
研究生课程:《金融风险学》

  • 教师简介
  • 科学研究
  • 主讲课程
  •  

    贺志芳,博士,副教授。2016年11月毕业于中南大学商学院,获管理学博士学位(导师:文凤华)。 2015年8至2016年8月,加拿大温莎大学联合培养博士生(导师:Guoqing Zhang)。2017年2月入职江南大学商学院金融系,副教授。主要研究方向包括行为金融、金融计量、金融风险管理等。在《管理科学学报》、《International Review of Economics and Finance》、《Emerging Markets Finance and Trade》、《International Journal of Finance & Economics》等国内外学术期刊上发表论文17篇,其中SSCI和SCI收录10篇,1篇论文被美国 ISI Web of Science 的基本科学指标ESI列为学科前百分之一的高被引论文。目前主持国家自然科学青年基金和江苏省高校哲学社会科学基金各1项,参与国家自然科学基金、教育部人文社科基金多项。荣获江南大学2020-2021年度“至善青年学者”,2018年无锡市第十届自然科学优秀论文三等奖,2016年湖南省自然科学奖二等奖等奖励。

     

  • 研究方向:
    行为金融、金融计量、金融风险管理

    期刊论文(按发表时间排列):
    [17] He Z, Chen J, Zhou F, Zhang G, Wen F. Oil price uncertainty and the risk-return relation in stock markets: Evidence from oil-importing and oil-exporting countries. International Journal of Finance & Economics, 2020, 1-19. https://doi.org/10.1002/ijfe.2206. (SSCI, ABS三星)
    [16] He Z. Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. International Review of Economics & Finance, 2020, 66, 131-153. (SSCI, ABS二星)
    [15] He Z, He L, Wen F. Risk compensation and market returns: The role of investor sentiment in the stock market. Emerging Markets Finance and Trade, 2019, 55(3): 704-718. (SSCI, ESI高被引, ABS二星)
    [14] He Z., Zhou F, Xia X, Wen F, Huang. Interaction between Oil Price and Investor Sentiment: Nonlinear Causality, Time-Varying Influence, and Asymmetric Effect. Emerging Markets Finance and Trade, 2019,55(12), 2756-2773. (SSCI, ABS二星)
    [13] 王宗润, 谢楠, 贺志芳. 基于GARCH-V模型的处置效应研究.控制与决策, 2019, 34(09): 1955-1963. (CSCD)
    [12] He Z, Zhou F. Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. PloS one, 2018,13(8), e0200734. (SSCI/SCI)
    [11] 贺志芳, 周方召. 投资者风险偏好的动态特征——来自国际股票市场的实证证据.系统科学与数学, 2018, 38(03):348-363.(CSCD)
    [10] He Z, Huang C, Gong X, Yang X, Wen F. Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? EURASIA Journal of Mathematics, Science and Technology Education, 2017, 13 (12):8367-8382. (SSCI)
    [9] 贺志芳, 文凤华, 黄创霞, 杨晓光, 郑石明. 投资者情绪与时变风险补偿系数, 管理科学学报, 2017, 20 (12): 29-38. (CSSCI,国自科基金委管理学A刊)
    [8] 贺志芳, 杨鑫, 龚旭, 文凤华. 股指期货市场波动率的预测研究. 系统科学与数学, 2016, 36(8):1160-1174. (CSCD)
    [7] Gong X, Wen F, He Z, Yang J, Yang X, Pan B. Study on Investor Sentiment Affected by Extreme Income and Extreme Volatility. Filomat, 2016, 30(15): 3949-3961. (SCI)
    [6] Wen F, He Z, Dai Z, Yang X. Characteristics of Investors’ Risk Preference for Stock Markets. Economic Computation and Economic Cybernetics Studies and Research, 2014, 3(48):235-254. (SSCI)
    [5] Wen F, He Z, Gong X, Liu A. Investors’ Risk Preference Characteristics Based on different Reference Point. Discrete Dynamics in Nature and Society, 2014, 2014:1-9. (SCI )
    [4] Gong X, He Z, Li P, Zhu N. Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps. Discrete Dynamics in Nature and Society, 2014, 2014:1-10. (SCI)
    [3] Wen F, Xiao J, He Z. Stock Price Prediction Based on SSA and SVM, Procedia Computer Science, 2014, 31:625-631.
    [2] Wen F, Tao M, He Z, Chen X. The Impact of Investors’ Risk Attitudes on Skewness of Return Distribution. Procedia Computer Science , 2013: 664-670.
    [1] Wen F, He Z, Dai Z, Gong X. The Effect of Disposition Effect on Stock Price Volatility. International Conference on Business Intelligence and Financial Engineering, 2012, 8: 390-393. (EI)

    主持或参与的科研项目(按时间排列):
    [6]国家自然科学青年基金项目(71701081):投资者风险偏好的特征及作用机制研究,  2018.1-2020.12,19万元,在研,主持
    [5] 江苏省教育厅高校哲学社会科学基金项目(2017SJB0816):金融市场中投资者风险偏好的特征研究,1万元,2018.1-2018.12,完成,主持
    [4]教育部人文社科青年基金项目(18YJC790029):退出不确定对风险投资影响的机制研究,2018.07-2021.06,8万元,参与,在研
    [3]教育部人文社科青年基金项目(17YJC790008):流动性视角下股价惯性研究——基于国家治理能力的现代化推进,2018.01-2020.12,8万元,参与,在研
    [2]国家自然科学基金面上项目(71371195):投资者情绪生成、传染机制及其对资产定价的影响研究,2014.01-2017.12,完成,参与
    [1]湖南省哲学社会科学基金重点项目(11ZDB11):房地产泡沫对我国金融脆弱性的影响研究,2011.01-2012.12,完成,参与
  • 本科生课程:《风险管理》
    研究生课程:《金融风险学》