梅建平简介
梅建平
- 职务：教授
- 单位：清华大学
- 出生年月：
- 国籍：中国
- 籍贯：
清华大学特聘教授，美国纽约大学副教授。
梅建平详细资料
教育背景：
美国普林斯顿大学经济学博士，1990年
美国普林斯顿大学经济学硕士，1988年
复旦大学理学学士(数学专业)，1983年
研究兴趣：
国际金融、房地产金融、资产定价和银行学
讲授课程：
新兴金融市场
近期论文：
1. Market manipulation: A comprehensive study of stock pools, (with G. Jiang and P. Mahoney) Journal of Financial Economics, 2005, 77, 147-170
2. Vested Interests and Biased Price Estimates: Evidence from An Auction Market (with M. Moses), Journal of Finance, 2005, 60, 2409-2436.
3. Art as Investment and the Underperformance of Masterpieces: Evidence from 1875-2002, (With M. Moses), American Economic Review,2002, 92,1656-1668
4. What Makes the Stock Market Jump?---An Analysis of Political Risk on the Hong Kong Stock Returns, (with H. Kim), Journal of International Money and Finance, 2001, 1003-1016.
5. Living with the Enemy: an Analysis of Japanese Experience with Foreign Investment, (with Y. Hamao), Journal of International Money and Finance, 2001,715-735
6. Credit Spreads: The Market for Highly Leveraged Transaction Loans, (with L. Angbazo and A. Saunders), Journal of Banking and Finance, 1998, 22, 1249-82
7. Have U.S. Financial Institutions' Real Estate Investments Exhibited 'Trend-Chasing' Behavior? (with A. Saunders), Review of Economics and Statistics, 1997, 79, 248-258
8. Return Generating Process, Expected Returns and Term Premiums, (with E. Elton and M. Gruber), Journal of Banking and Finance, 1996, 20, 1251-1269.
9. Measuring International Economic Linkage with Stock Market Data, (with J. Ammer), Journal of Finance, 1996, 51, 1743-1764
10. Explaining the Cross-Section of Returns via a Multi-Factor APT Model, Journal of Financial and Quantitative Analysis, Vol. 28, No. 3. (Sep., 1993), pp. 331-345.
11. Where Do Betas Come From? Asset Pricing Dynamics and the Sources of Systematic Risk, (with J. Campbell), Review of Financial Studies, 1993, 6, 567-592
12. A Semi-autoregression Approach to the Arbitrage Pricing Theory, Journal of Finance, 1993, 48, 599-620.
