yl23411永利集团-中国金融发展研究院,副教授,jiayuecheng@cufe.edu.cn,办公室：学术会堂810,电话：010-62288469
个人简介
贾越珵，副教授。主要研究领域包括资产定价，深度学习，大宗商品，和量化投资实践。学术论文发表于Journal of Banking and Finance (三篇), Journal of Empirical Finance，European Financial Management (两篇)等国际权威刊物。在学术科研的同时，2018年以来深耕量化投资领域，在头部量化私募兼任核心投研与股票量化策略投资经理，管理多只私募产品。精通Python和C++编程在量化投资实践中的应用。
研究领域
资产定价，深度学习，大宗商品，量化投资实践
学术工作经历
yl23411永利，长聘副教授, 硕士生导师 2023.08—至今
yl23411永利，副教授, 硕士生导师 2020.09—2023.07
yl23411永利，助理教授，硕士生导师 2016.09—2020.08
教育背景
Oklahoma State University，金融学，博士 2011.08—2016.05
Case Western Reserve University，金融学，硕士 2009.01—2011.02
东北财经大学，法学院，法学，学士 2005.09—2009.07
发表论文
1. Psychological Anchoring Effect and Cross Section of Cryptocurrency Returns (Yuecheng Jia, Betty Simkins, Shu Yan, Hongyu Zhang, Jiangyu Zhao)
2. Information Spillover and Cross Predictability of Currency Returns: An Analysis via Machine Learning（Yuecheng Jia, Yuzheng Liu, Yangru Wu, and Shu Yan）
Journal of Banking and Finance, Volume 169, December 2024
Semi-finalist for the Best Paper Award , FMA 2024 Annual Meeting.
3. A Seesaw Effect in Cryptocurrency Market: Understanding the Return Cross-Predictability of Cryptocurrencies (Yuecheng Jia, Yangru Wu, Shu Yan, and Yuzheng Liu)
4. Political Connections and Short Sellers（Yuecheng Jia, Betty Simkins, and Hongrui Feng），
5. Nominal Price Illusion, Return Skewness, and Momentum (Yuecheng Jia, Zheng Xu, Shu Yan, and Runyu Zhang)
6. Government Customers, Institutional Investment Horizons, and Liquidity Risk（合作者：Brian Boscaljon, Hongrui Feng, and Qian Sun）
7. State Ownership, Implicit Government Guarantee, and Crash Risk: Evidence from China （丁明发、何重达、贾越珵、沈蜜）
8. Higher Moments, Extreme Returns, and Cross-Section of Cryptocurrency Returns（Yuecheng Jia, Yuzheng Liu, and Shu Yan）
9. Are CEOs Incentivized to Shelter Good Information? (合作者：Hongrui Feng)
10. Second and Higher Moments of Fundamentals: A Literature Review（合作者：Ivilina Popova, B. Simkins, and Qin Emma Wang）
11. The Positive Externality of CEO Delta（合作者：Hongrui Feng）
European Financial Management, Volume 25, Issue 3, June 2019
Semi-finalist for the Best Paper Award, FMA 2018 Annual Meeting.
代表性工作论文
12. Timing the Factor Zoo via Deep Visualization (Yuecheng Jia, Junye Li, Hongyu Zhang, and Jiangyu Zhao)
Management Science, Under Review
CICF 2025, 《计量经济学报》第二届青年学者沙龙
13. A Robust Variance Bound on Stochastic Discount Factor with Model Uncertainty (Yuecheng Jia, Junye Li, and Haoxi Yang)
Prepared for Journal of Financial Economics Dual Submission
Seminars at PKU, Bocconi University, CUFE, and the University of Glasgow.
14. Image-Based Asset Pricing in Commodity Futures Markets (Yuecheng Jia, Betty Simkins, Hongyu Zhang, and Jiangyu Zhao)
15. Large Financial Institutions, Implicit Government Guarantee, and Short Sellers (Yuecheng Jia, Jun Lu, Hongyu Zhang, and Jiangyu Zhao)
16. Profit Skewness, Costly Irreversibility, and Cross-Sectional Stock Returns (Yuecheng Jia, Haoxi Yang, Hongyu Zhang, and Runyu Zhang)
17. Producers’ Profit Margin Growth and Expected Futures Returns (Yuecheng Jia, Junye Li, and Jiangyu Zhao)
18. Deep Seeking Asset Pricing Models (Yuecheng Jia, Junye Li, and Hongyu Zhang)
19. A High-Frequency Anatomy of SDF via Daily Online Sales Growth (Yuecheng Jia, Yangru Wu, and Hongyu Zhang)
20. Demographics, Consumption Demand and Expected Stock Returns (Binghui Guo, Yuecheng Jia, Xiangkun Yao, and Haoxi Yang)
讲授课程
AI+投资学， 2016-至今、秋季学期
金融中的深度学习， 2018-至今、春季学期
编程与数据分析软件
Python（熟练运用）, C++（熟练运用）
Linux, MySQL
