People

Gu, Ming

Associate Professor
Phone:2181683
Email:guming[at]xmu.edu.cn
Office:B502A
Office Hours:
Homepage:

Profile Research results Research projects

Working Experience

Associate Professor, SOE and WISE, Xiamen University, Nov 2018-present

Assistant Professor, SOE and WISE, Xiamen University, Sept 2016-Oct 2018

Assistant Professor, Renmin University of China, Sept 2012-Aug 2016

Education

Ph.D. in Finance, Rutgers University, U.S.A, 2012

B.S. in Economics, University of Science and Technology of China, P.R. China , 2004

Research interests

Empirical asset pricing, Empirical corporate finance, Chinese capital markets, Fintech

English publication:

1. Limits of Arbitrage and Idiosyncratic Volatility: Evidence from China Stock Market (with Wenjin Kang and Bu Xu), Journal of Banking and Finance 86, 2018, 240-258.

2. Distress Risk, Investor Sophistication and Accrual Anomaly, Journal of Accounting, Auditing and Finance 35, 2020, 79-105. (sole author)

3. Invisible Hand and Helping Hand: Private Placement of Public Equity in China (with G. Nathan Dong and Hua He), Journal of Corporate Finance 61, 2020, 101400.

4. The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market (with George J. Jiang and Bu Xu), Journal of Empirical Finance 52, 2019, 237-254.

5. Accruals and Momentum (with Yangru Wu), Journal of Financial Research 43, 2020,63-93.

6. Economic Policy Uncertainty and Momentum( with Minxing Sun, Yangru Wu and Weike Xu), Financial Management 50,2021, 237-259.

7. Too much to learn? The (Un)intended consequences of RegTech development on mergers and acquisitions( with Dongxu Li and Xiaoran Ni), Journal of Corporate Finance 76, 2022, 102276.

Chinese publication:

1. 巴菲特的阿尔法---来自中国股票市场的实证研究(与胡熠合作),管理世界, 2018(8): 41-54.

2. 资本市场国际影响力提升效应研究---来自A股纳入明晟(MSCI)新兴市场指数的证据(与倪骁然合作),金融研究, 2020(5): 189-206.

3. 杠杆投资者融资交易行为模式研究--- 来自A股市场的经验证据(与康文津合作),金融研究, 2021(7): 154-171.

杠杆交易影响上市公司决策:大数据情景下的研究, 国家自然科学基金面上项目(72273115),2023-2026.

交易价格限制对股票定价效率的影响研究:注册制试点的视角, 教育部青年基金项目(21YJC790038), 2021-2023.

中国股票市场的融资融券交易对盈余管理的影响研究,国家社会科学基金一般项目(17BGL076), 2017-2020,已结题.

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