主讲人:杨立岩
时间:2017年7月17日-19日 每天下午2点开始
地点:知新楼C201
题目:Financial Market with Information Frictions
个人简介:Liyan Yang is a Professor of Finance at Rotman. His research interests are in financial markets and behavioral finance. His current research focuses on information transmission and production in financial markets and related regulation issues. His work has been published in Journal of Economic Theory, Journal of Finance, Journal of Financial Economics, Management Science, Review of Financial Studies, and many others. He served as an associate editor at Journal of Financial Markets. He received JFQA William F. Sharpe Award for Scholarship in Financial Research (2016), Bank of Canada’s Governor’s Award (2016), De la Vega Prize (2016), Roger Martin Excellence in Research Award (2015), MIT Asia Conference in Accounting Best Paper Award (Runner-Up, 2015), TCFA Best Paper Awards (2011, 2013), NFA Best Paper Awards (2011, 2012), and FMA Best Paper Award (2009), among many others.
讲座介绍:This course summarize some key contributions in the literature of asymmetric information in financial markets. It will consist of a mixture of lectures and discussion. The subject matter for the course will be mostly theoretical. The course overviews competitive rational expectation models and strategic market order models. It further provides a few applications of the theory discussed. The lectures will also discuss my own current and past research.