更新时间:2023-07-10 09:46
刘民教授1989年在中国科学技术大学获得管理科学学士。1995、1996年在杜克大学(Duke University)获得统计硕士学位和经济学博士学位。
现任香港中文大学EMBA(中文)课程主任,清华大学-香港中文大学金融财务工商管理硕士课程主任,若干公司董事。
刘民主要教授投资和实证金融课程,他在投资、银行及金融机构等方面有众多著述,并由《银行与金融学报》(Journal of Banking and Finance)、《金融计量经济学期刊》(Journal of Financial Econometrics)、《货币经济学期刊》(Journal of Monetary Economics)、《金融研究期刊》(Journal of Financial Research)、《固定收益期刊》(Journal of Fixed Income)、《亚太金融》(Pacific Basin Finance Journal)、《房地产财经期刊》(Journal of Real Estate Finance and Economics )、《金融和数量分析期刊》(Journal of Financial and Quantitative Analysis) 、《计量经济学理论》(Econometric Theory) 、《货币经济期刊》(Journal of Monetary Economics)、《经济与统计评论》(Review of Economics and Statistics)以及《计量经济学期刊》(Journal of Econometrics)等国际著名金融与经济杂志出版。
他发表在《银行与金融学报》(Journal of Banking and Finance)上的一篇文章《润滑银行放贷的车轮:来自中国私营企业的证据》(Greasing the wheels of bank lending: evidence from private companies in China) 探讨了贪污腐败作为一种替代机制对银行向中国民营企业贷款的促进作用。
1.Chow, Ying Foon, Liu, Ming, Fan, X.T., 2008, Broad-Market Return Persistence and Momentum Profitsh . Mathematics and Computers in Simulation 78, 181–188
2.Liu, Ming, Fan, Xinting, 2008, Sorting, Firm Characteristics, and Time-Varying Risk: An Econometric Analysis . Journal of Financial Econometrics, 6, 49-86
3.Liu, Ming, 2003, The Value of Mortgage Tenor Feature in Hong Kong . Pacific Basin Finance Journal, 11:1
4.Chow, Ying Foon, Liu, Ming, 2003, The Value of Variable-Tenor Mortgage Feature in Hong Kong . Pacific Basin Finance Journal, Vol. 11
5.Liu, Ming, Chiang, R., Chow, Y., 2002, How Do Mortgage Spreads Vary with Individual Characteristics . Journal of Real Estate Finance and Economics
6.Chow, Ying Foon, Chiang, R., Liu, Ming, 2002, Residential Mortgage Lending and Borrower Risk: The Relationship Between Mortgage Spreads and Invididual Characteristics . Journal of Real Estate Finance and Economics, Vol. 25
7.Liu, Ming, 2000, Modeling Stock Market Volatility . Journal of Econometrics, 99, 139-171
8.Liu, Ming, An, M., 2000, Solving Initial Conditions Problem with Indirect Inference . Review of Economics and Statistics, 82, 656-667
9.Chow, Ying Foon, Huang, C., Liu, Ming, 2000, Valuation of Adjustable Rate Mortgages with Automatic Maturity Stretching . Journal of Banking and Finance 24, 1809–1829
10.Liu, Ming, Chow, Ying Foon, Huang, C., 2000, Valuation of the Variable Tenor Mortgage Loans .Journal of Banking and Finance, 24, 1809-1829
11.Huang, Charles, Wong, Sharon, Tang, Don, Liu, Ming, 1999, Hong Kong Residential Mortgage Prepayment Analysis and Modeling. . The Journal of Fixed Income, pp.55-65
12.Liu, Ming, Chow, Ying Foon, 1999, Long Swing with Memory and Stock Market Fluctuation .Journal of Financial and Quantitative Analysis, 34, 341-367
13.He, Jia, Liu, Ming, 1998, Mortgage Prepayment Behavior in a Market with ARMs only . Journal of the Asian Real Estate Society, 1, 64-80