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第93次北大金融创新与发展研究讨论会 通知

2018-06-05   


【讲座时间】:6月22日(周五)上午10:00-11:30

【讲座地点】:北京大学经济学院,203会议室

【讲座标题】:The "Big data" of Fundamentals, Technicals and Investor Sentiment:  What is Their Impact on  Stocks, Bonds, Commodities and Bitcoin?"

【摘要】:There are many firm fundamental variables and technical

indicators as well as investor sentiment measures.  This talk provides an overall review of recent studies that show what impact these "big

data" have on asset returns n the cross section and in the time series. First, Fundamentals and Technicals each can predict stocks economically and  significantly. Second, they are complimentary to each other, and they almost double the predictability when used jointly in the stock or bond markets. Third, investor sentiment predicts stocks, bonds, currencies, commodities and housing. Finally, both technicals and investor sentiment predict strongly returns on Bitcoin.

【主讲人】:Guofu Zhou(周国富教授)

【主讲人简介】:Guofu isFrederick Bierman and James E. SpearsProfessor of Finance at Olin Business School (OBS),Washington University inSt. Louis. His teaching and research interests include asset pricing tests, asset allocation,portfolio optimization, Bayesian learning and model evaluations, econometric methods in finance, futures, options, derivatives, the term structure of interest rates, and the real option valuation of corporate projects. Prior to joining OBS in 1990, he studied at Duke University for his PhD in economics and MA inmathematics, at Academia Sinica for his MS in numerical analysis and at Chengdu University of Technology for his BS.               

欢迎本硕博各年级同学积极参加! 

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