Faculty Research

LIN Zhongguo

发布时间:2021-06-10

Biography

【Personal Profile】

Dr. Lin is an associate professor in Department of Finance, and supervisor of master degree. He teaches Microeconomics and Financial Engineering. His research interest is corporate finance and asset pricing.

【Education and Career】

Time Institution Degree/Position
Sep, 2006-Jul, 2011 School of Economics and Management,Beihang University Doctor of Financial Engineering
Sep, 2002-Jul, 2006 School of Economics and Management,Beihang University Bachelor of International Finance
Jul, 2017-Now College of Management and Economics,Tianjin University Associate Professor
Nov, 2011-Oct, 2017 Hull University Business School, University of Hull Visiting Scholar
Jul, 2011-Jun, 2017 College of Management and Economics,Tianjin University Assistant Professor
Aug, 2007-Jul, 2008 School of Accounting and Finance, Hongkong Polytechnic University Research Assistant
Publications

【Journal Paper】

[1] Zhongguo Lin, Liyan Han, Wei Li. Option Pricing Based on Replication under Knight Uncertainty. Physica A: Statistical Mechanics and its Applications, 2021, 567: 125680.

[2] Zhongguo Lin, Philip A. Hamill, Youwei Li, Zhuowei Sun, James Waterworth. How did order-flow impact bond prices during the European Sovereign Debt Crisis? International Review of Economics & Finance. 2020, 67 (5): 13-24.

[3] Tong Feng, Huibin Du, Zhongguo Lin, Jian Zuo. Spatial spillover effects of environmental regulations on air pollution: Evidence from urban agglomerations in China. Journal of Environmental Management. (Accepted).

[4] Lin Zhongguo, Wen Yuanyuan. The Market Reaction to Accounting Restatements. Global Market Information Guide, 2017, (22): 29-30. (in Chinese)

[5] Lin Zhongguo, Peng Chenchen. Empirical Study on the Relationship between Risk and Return in Chinese Stock Market based on Prospect Theory. Operators, 2017, 31(5): 252-254. (in Chinese)

[6] Yong Liu, Zhongguo Lin. Understanding the External Pressure and Behavior of Commercial Banks’ Environmental Risk Management: An Empirical Study Undertaken in the Yangtze River Delta of China. AMBIO: A Journal of the Human Environment, 2014, 43 (3): 395-405.

[7] Lin Zhongguo, Han Liyan, Li Wei. Stock price nonsynchronicity: Information or noise. Journal of Management Sciences in China, 2012, (6): 68-81. (in Chinese)

[8] Lin Zhongguo, Han Liyan. Positive influence of institutional trading: The perspectives of volatility and market efficiency. Systems Engineering - Theory & Practice, 2011, 31(4): 605-616. (in Chinese)

[9] Han Liyan, Li Wei, Lin Zhongguo. Upper and Lower Bounds on Option Prices under Uncertainty. Chinese Journal of Management Science, 2011, 19(1): 1-11. (in Chinese)

【Conference Paper】

Lin Zhongguo, Han Liyan. Institutional Holding, Idiosyncratic Volatility and Information Flow. 2010. 17th International Conference on Industrial Engineering and Engineering Management (IE and EM 2010), 1823-1827. Accession number: 20105213534462.

Projects

【Research Projects】

[1] National Natural Science Foundation of China, NSFC (No. 71601140). Research on Informational Efficiency and the Pricing of Idiosyncratic Volatility Based on High-frequency Data and Account Data. 201701-201912.

[2] TianJin Social Science Fund (No. TJYY15-005Q). The Impact of Different Types Investors' Behavior on Asset Pricing: Based on the Perspective of Information and Noise. 201609-201708.

[3] Seed Foundation of Tianjin University (No. 2013XQ-0102). Research on the problem of Idiosyncratic Volatility Pricing. 201301-201412.

【Enterprise Cooperation Project】

[1] Enterprise Project of ChangAn Xinsheng Financial Investment Corporation (No. 2016GFW-0076). Credit Risk Analysis and Assessment of Personal Car Loan. 201603-201612.

Academic & social Service