| HU Ting |
Associate Professor |
Department of Finance |
Email: huting2011@163.com |
Phone : +86-27-68753195 |
PhD, Finance, Tulane University, US, (2006-2011) |
MSc, Finance, Zhongnan University of Economics and Law, China, (2003-2005) |
B.A., Finance, Zhongnan University of Economics and Law, China, (1999-2003) |
TEACHING AND RESEARCH AREAS
Teaching courses : Corporate Finance; Empirical Methods in Finance
Research Areas : Empirical Asset Pricing; Corporate Finance
ACADEMIC EXPERIENCE
Associate Professor of Department of Finance, Wuhan University, September 2014-present
Associate Professor of Department of Finance, Zhongnan University of Economics and
Law , September, 2011-August, 2014
SELECTED PUBLICATIONS
Journal Papers (International)
Han, Yufeng, Ting Hu, and Jian Yang. “Are There Exploitable Trends in Commodity Future Prices?.” Journal of Banking and Finance，2016，70:214-234
Han, Yufeng, Ting Hu, and David A. Lesmond. "Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility Around the World." Journal of Financial and Quantitative Analysis, 2015, 50(06): 1269-1292.
Hu, Ting, and Yanzhe Chi. "Can short selling activity predict the future returns of non -shortable peer firms?."Pacific-Basin Finance Journal 53 (2019): 165-185.
Journal Papers (Domestic)
Huang, Xian, Yi Yang, and Ting Hu. “Does sharp reversal of international capital flows cause a negative effect on the economic growth in emerging markets? -- The adaptability of global capital outflow controls.” Studies of International Finance 7（2019）: 3-13
Hu, Ting, Junwei Bao, and Bo Han. “Identification of industrial upstream and downstream relationship identification based on natural language processing and LSTM model.” Statistics and Decision 14 (2020):161-165
Conference Papers (International)
“Are There Exploitable Trends in Commodity Future Prices?”2015, Financial Management Association (FMA) Annual Meeting, Orlando, United States
2015, 7th International Finance and Banking Society (IFABS) Annual Meeting, Hangzhou, China
“Study on the voluntary disclosure quality based on the text mining model”
2014, the 11th Chinese Finance Annual Meeting，Guangxi，Nanning
“Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility around the World”
2012, 10th China International Conference in Finance (CICF), Chongqing, China
2012, 72nd American Finance Association (AFA) Annual Meeting, Chicago, United States
RESEARCH GRANTS
Government-funded grants
National Natural Science Fund, “The Study of Idiosyncratic Risk Based on Microstructural Noise Filtering Model”, 2014-2016, Ref. 71301167
The Fundamental Research Funds for the Central Universities，“Study on the measure of voluntary disclosure quality of listed firms in the interactive environment”，2016.
National Natural Science Fund, “Public information, Knowledge Graph and Transaction optimization: a Big Data perspective”, Ref. 71871170
National Natural Science Fund, “Re-examination of Law, Finance, and Economic Growth: the Challenge of Change in China and the experience of the United Kingdom”, Ref.71661137003
AWARDS AND HONORS
Morton A. Aldrich Fellowship, A.B. Freeman school of Business, Tulane University, 2006-2010
Ph.D. Scholarship, Department of Economics, Tulane University, 2005-2006
EDITORIAL BOARDS
Macquarie University , Invited Ph.D. Thesis Examiner for Narelle Gordon, 2013
Ad hoc Referee, Journal of Economic Policy Reform（SSCI）
