Jianqiang SUN

Name：

Jianqiang Sun

Title：

Associate Professor of Finance

Office：

B10

Telephone：

020-39381118

Department：

Department of Finance

Position：

Associate Dean

E-MAIL：

jqsun@scut.edu.cn

Jianqiang SUN （孙坚强）

Associate Professor of Finance / Associate Dean

School of Economics and Commerce

South China University of Technology

Guangzhou Higher Education Mega Centre,

Panyu District, Guangzhou, P.R.China, 510006.

Tel: +86 135 6000 1908; +86 20 39381118, Fax: +86 20 39381068.

Email: jqsun@scut.edu.cn

Education:

Ph.D. of Economics, 2003-2006, Major in Finance, Department of Finance, School of Economics, Xiamen University

Master of Science, 2000-2003, Major in Probability and Statistics, School of Mathematical Science, Xiamen University

Bachelor of Science, 1996-2000, Major in Applied Mathematics, School of Mathematical Science, Xiamen University

Research Interest:

Macroeconomic (Inflation related issues) , corporate finance, Asset pricing, Derivatives, Portfolio management

Teaching Interest:

Econometrics, Corporate Finance, Asset pricing, Financial Engineering.

Selected Research Grants

2014-2016, The Transmission mechanism between PPI and CPI. Supported by South China University of Technology Philosophy and Social Science Foundation.

2009-2015, The Transmission mechanism between PPI and CPI. Supported by China National Social Science Foundation.

2008-2010, The information content of the financial cross correlation matrix. Supported by the Humanities and Social Science Research Foundation of Chinese Ministry of Education.

2007-2009, (With Langnan Chen), The Jump dynamics of stock returns, empirical evidence form Chinese Stock Market. Supported by China Natural Science Foundation

Selected papers and chapters in books

Jianqiang Sun, Langnan Chen, Shiyin Li, A quasi-analytical pricing model for arithmetic Asian options, The Journal of futures markets，Vol. 33, No. 12, 1143–1166 (2013).

孙坚强、崔小梅、蔡玉梅、罗英，金融危机后的价格传导机制研究，预测，2015年第1期。

孙坚强、罗英，金融资产交互相关的噪音干扰，《预测》，2013年第3期。

陈浪南、孙坚强（corresponding author），股票市场资产收益的跳跃行为研究，《经济研究》，2010年第4期。

陈浪南、孙坚强、王艺明、杨智元，《衍生品研究》，中国财政经济出版社，2008年10月。

陈浪南、林伟斌、谢绵陛、陈欣慰、欧阳永卫、孙坚强，《市场微观结构研究》，中国财政经济出版社，2008年10月。

Working papers

Hierarchy, Cluster, and Time-Stable Information Structure in the Correlations between International Financial Markets, submitted to IREF

Dynamics of Price Transmission between Chinese PPI and CPI: Production Chain and Price expectation

Does Inflation expectation reacts to firm level earing surprise?

Awards

2013年，广东省2010-2011年度哲学社会科学优秀成果二等奖

2012年，华南理工大学2010-2012年度本科教学优秀二等奖。

Services and Administrative Duties

Associate Dean for Postgraduate Teaching Affaires, School of Economics and Commerce, 2013-

Director of Master of Finance Program, 2014-