Ma Changfeng, associate professor of SNAI
Tools:
Python (text analysis + web scrawler) / SAS(for data processing) / Stata (for econometric analysis)
Publication：
Ø Changfeng Ma, Zhijuan Chen, Commercial Economics and Management, “What can explain the impact of trading volume on volatility: trade size or trades number?”, 2017, 9:72-85. (in Chinese)
Ø Zhijuan Chen, William T. Lin,Changfeng Ma (Corresponding author), Shih-Chuan Tsai, “Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan” ,The North American Journal of Economics and Finance (SSCI), Vol.28:358–374.
Ø Zhijuan Chen, William T. Lin, Changfeng Ma (Corresponding author), Zhenlong Zheng, “The impact of individual investor trading on stock returns”, Emerging Markets Finance and Trade (SSCI), Vol. 49:62-69.
Ø Zhijuan Chen, Zhenlong Zheng, Changfeng Ma and William Lin，“A Study on the trading behavior of individual investor—evidence from Taiwan”，Economic Research Journal, 2011, Vol 46, Issue 525: 67-79 (in Chinese)
Ø Zhijuan Chen, Changfeng Ma and William Lin, A Study on the trading behavior of institutional investor: evidence from Taiwan”Commercial Economics and Management, 2012, 3:52-64 (in Chinese)
Ø Guojin Chen, Changfeng Ma，“A survey on the theory of financial crisis from the angle of network”，Economic Perspective, 2010, 2:116-120 (in Chinese)
Courses：
Financial Risk Management, Fintech, Data Analysis with Python
Working paper：
Ø Are individual investors liquidity providers? Evidence from an emerging market, submitted to Accounting & Finance (SSCI, Revision & Resubmission)
Ø Are Institutional Investors Informed? Evidence from China, with Zhijuan Chen and Shunming Zhang (Journal of Banking and Finance (SSCI, Revision & Resubmission)
Ø A novel measure of innovation based on text-analysis, with Elvira Sojli, Wing Wah Tham, Bohui Zhang
Ø Individual investors’ liquidity demanding and providing before earnings announcements, with Teng-Tsai Tu
Ø Testing security spanning, with application to the emerging offshore Yuan market, with Roger Bowden
Conference：
Ø 2014.4.25，Brisbane, Australia，6th FMCG
Ø 2013.12.7，Soul(Korea)，7th CAFM
Ø 2013.7.11，Taipei
Ø 2012.5，Taipei，2012EAF
Ø 2011.7，Wuhan，CICF
Visiting：
Ø 2016.10.16-2017.10.17，University of New South Walse, Australia
Ø 2013.7.11-2013.9.8，Taipei University of Taiwan, China
Ø 2012.5.25-2012.6.18，Tamkang University of Taiwan, China
Education：
Ø 2007. 8-2010.6, Xiamen University, China, PhD
Ø 2001.9-2004.4, Southeast University, China，Master of engineering
Ø 1997.9-2001.7, Shandong Normal University，Bachelor of science (Physics)
Job experience：
Ø 2018.4-present, Shanghai National Accounting Institute, assistant professor
Ø 2010.7-2018.3, Zhejiang Gongshang University, assistant professor
Ø 2004.4-2007.8, Nanjing Nari-relays Co, Engineer
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