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刘民

教授 / 学术导师

职位 : 深圳高等金融研究院副院长、 香港中文大学(深圳)金融学理学硕士项目主任、香港中文大学金融学MBA课程主任;教授
教育背景 : 美国杜克大学经济学博士、美国杜克大学统计学硕士
邮箱地址 : liuming@baf.cuhk.edu.hk

个人简介

刘民教授1996年毕业于杜克大学,他先后在多种经济及金融杂志发表过各类关于金融、经济等研究主题的论文。刘民教授目前任职深圳高等金融研究副院长、 香港中文大学(深圳)金融学理学硕士主任、香港中文大学金融学MBA课程主任。

学术著作

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

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