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陈选娟

教授、博士生导师

研究方向:公司治理、金融危机与风险管理、金融市场与金融机构、金融监管、实证资产定价等

教授简介 研究领域 学术成果

科研成果

1.Can Mutual Funds Prot from Post Earnings Announcement Drift? The Role of Competition, with Ashiq Ali, Tong Yao, and Tong Yu, Journal of Banking and Finance, 2020 114

2.Does Operating Risk Aect Portfolio Risk? Evidence from InsurersSecurities Holding, with Zhenzhen Sun, Tong Yao and Tong Yu, Journal of Corporate Finance, 202062

3.Do nancial regulations shape the functioning of nancial institutionsrisk management? with Eric Higgins, Han Xia, and Hong Zou, Review of Financial Studies, 2020, 33(6): 2506-2553.

4.Liquidity premium in the eye of the beholder: an analysis of the clientele eect in the corporate bond market, with Jing-Zhi Huang, Zhenzhen Sun, Tong Yao, and Tong Yu, Management Science, 2020, 66(2): 932-957.

5.Learning and Incentive: A Study on Analyst Response to Pension Underfunding, with Tong Yao, Tong Yu, and Ting Zhang. Journal of Banking & Finance, 2014, 45:26-42.

6.What Drives Corporate Pension Plan Contributions: Moral Hazard or Tax Benets? with Tong Yu, and Ting Zhang. Financial Analyst Journal, 2013, 69(4):58-72.

7.Systemic Risk, Financial Crisis and Credit Risk Insurance, with Fang Chen, Tong Yu, Zhenzhen Sun, and Ming Zhong. The Financial Review, 2013, 48(3):417-442.

8.On the predictability of Chinese stock returns, with Ken Kim, Tong Yao, and Tong Yu. Pacic-Basin Finance Journal, 2010, 18(4):403-425.

9.Do Mutual Funds Prot from Accruals Anomalies? with Ashiq Ali, Tong Yao, and Tong Yu. Journal of Accounting Research, 2008, 46(1):1-25. (Leading article)

10.Catastrophic Losses and Insurer Protability: Evidence from 9/11, wtih Helen Doerpinghaus, Bingxuan Lin, and Tong Yu. Journal of Risk and Insurance, 2008, 75(1): 39-62.

11.Intangible Assets and Firm Asset Risk Taking: An Analysis of Property and Liability Insurance Firms, with Tong Yu, Bingxuan Lin, and Henry Openheimer. Risk Management and Insurance Review, 2008, 11(1):159-180.

12.Prudent Man or Agency Problem? On the Performance of Insurance Mutual Funds, with Tong Yao and Tong Yu. Journal of Financial Intermediation, 2007, 16:175-203.

13.林宏妹,陈选娟,吴杰楠,《高管任期与企业社会责任——基于“职业生涯忧虑”的研究视角》,《经济管理》20208),51-67.

14.陈选娟,安郁强,林宏妹,《借壳预期与上市公司壳资源价值》,《经济管理》201912),140-157.

15.安郁强,陈选娟,《估值套利与公司并购—来自中国企业并购的新证据》,《经济管理》 20193),73-89.

主要研究项目

1. 《面向未来30年的上海全球资源能力研究:趋势与制约》,省部级课题

2. 《全面风险管理能力对中国保险公司风险承担与经营业绩的影响机制与经验证据》,自科面上项目(项目编号72073090),2021-2024,主持人


风险管理,金融机构,金融监管,实证资产定价


科研成果

1.Can Mutual Funds Prot from Post Earnings Announcement Drift? The Role of Competition, with Ashiq Ali, Tong Yao, and Tong Yu, Journal of Banking and Finance, 2020 114

2.Does Operating Risk Aect Portfolio Risk? Evidence from InsurersSecurities Holding, with Zhenzhen Sun, Tong Yao and Tong Yu, Journal of Corporate Finance, 202062

3.Do nancial regulations shape the functioning of nancial institutionsrisk management? with Eric Higgins, Han Xia, and Hong Zou, Review of Financial Studies, 2020, 33(6): 2506-2553.

4.Liquidity premium in the eye of the beholder: an analysis of the clientele eect in the corporate bond market, with Jing-Zhi Huang, Zhenzhen Sun, Tong Yao, and Tong Yu, Management Science, 2020, 66(2): 932-957.

5.Learning and Incentive: A Study on Analyst Response to Pension Underfunding, with Tong Yao, Tong Yu, and Ting Zhang. Journal of Banking & Finance, 2014, 45:26-42.

6.What Drives Corporate Pension Plan Contributions: Moral Hazard or Tax Benets? with Tong Yu, and Ting Zhang. Financial Analyst Journal, 2013, 69(4):58-72.

7.Systemic Risk, Financial Crisis and Credit Risk Insurance, with Fang Chen, Tong Yu, Zhenzhen Sun, and Ming Zhong. The Financial Review, 2013, 48(3):417-442.

8.On the predictability of Chinese stock returns, with Ken Kim, Tong Yao, and Tong Yu. Pacic-Basin Finance Journal, 2010, 18(4):403-425.

9.Do Mutual Funds Prot from Accruals Anomalies? with Ashiq Ali, Tong Yao, and Tong Yu. Journal of Accounting Research, 2008, 46(1):1-25. (Leading article)

10.Catastrophic Losses and Insurer Protability: Evidence from 9/11, wtih Helen Doerpinghaus, Bingxuan Lin, and Tong Yu. Journal of Risk and Insurance, 2008, 75(1): 39-62.

11.Intangible Assets and Firm Asset Risk Taking: An Analysis of Property and Liability Insurance Firms, with Tong Yu, Bingxuan Lin, and Henry Openheimer. Risk Management and Insurance Review, 2008, 11(1):159-180.

12.Prudent Man or Agency Problem? On the Performance of Insurance Mutual Funds, with Tong Yao and Tong Yu. Journal of Financial Intermediation, 2007, 16:175-203.

13.林宏妹,陈选娟,吴杰楠,《高管任期与企业社会责任——基于“职业生涯忧虑”的研究视角》,《经济管理》20208),51-67.

14.陈选娟,安郁强,林宏妹,《借壳预期与上市公司壳资源价值》,《经济管理》201912),140-157.

15.安郁强,陈选娟,《估值套利与公司并购—来自中国企业并购的新证据》,《经济管理》 20193),73-89.

主要研究项目

1. 《面向未来30年的上海全球资源能力研究:趋势与制约》,省部级课题

2. 《全面风险管理能力对中国保险公司风险承担与经营业绩的影响机制与经验证据》,自科面上项目(项目编号72073090),2021-2024,主持人


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