吴明鸿

职称：

助理教授，硕士生导师

办公邮箱：

mhwu@bnu.edu.cn

办公地点：

励耘楼A404

办公时间：

周一 10:30 – 17:30

研究领域：

投资学、行为金融学、市场微结构和大数据分析应用。

教育经历

2012—2017，财务管理博士，国立中山大学管理学院 (台湾)
2010—2012，财务金融硕士，义守大学 (台湾)
2006—2010，财务金融学士，义守大学 (台湾)

工作经历

2025—至今，北京师范大学湾区国际商学院，助理教授
2020—2024，北京师范大学人文和社会科学高等研究院，管理创新研究中心，助理教授
2020，美国北卡罗来纳大学夏洛特分校 Belk 商学院财务金融系, 访问学者
2018—2019，北京师范大学珠海分校管理学院，助理教授

讲授课程

本科生课程：《金融大数据分析》、《大数据技术及应用》、《金融学》、《投资学》、《高级财务管理》。

研究成果

代表论文

1.“The impact of Investor Attention on Mispricing of Dual-Listed Shares: Evidence from Chinese A-shares and H-shares Markets.” (Co-authoring with: Wei-Ling Huang and I-Hsuan Ethan Chiang), Pacific-Basin Finance Journal 92, 102784, 2025. (SSCI, ABS 2, ABDC A, JCR Q1, Corresponding author)

2.“Herd Behaviors in Index Futures Trading: Driving Factors and Impact on Market Volatility.” (Co-authoring with: Wan-Ting Hu, and Pei-Shih Weng), Journal of Futures Markets 43(10), 1373-1392, 2023. (SSCI, ABS 3, ABDC A, JCR Q2, First author)

3.“Google searches around analyst recommendation revision announcements: Evidence from the Taiwan stock market,” (Co-authoring with: Wei-Che Tsai, Chia-Chi Lu, and Hang Zhang), International Review of Economics & Finance 81, 75-97, 2022. (SSCI, ABS 2, ABDC A, JCR Q1, First author)

4.“Volatility of Order Imbalance of Institutional Traders and Expected Asset Returns: Evidence from Taiwan,” (Co-authoring with: Hong-Gia Huang, Wei-Che Tsai, and Pei-Shih. Weng), Journal of Financial Markets 52, 100546, 2021. (SSCI, ABS 3, ABDC A*, JCR Q1, Corresponding author)

5.“Effects of investor attention in China's commodity futures markets,” (Co-authoring with: Wei-Che Tsai, Pei-Shih. Weng, and Dan-Yi Li), Journal of Futures Markets 41, 1315-1332, 2021. (SSCI, ABS 3, ABDC A, JCR Q2, First author)

6.“The Impact of Net Buying Pressure on VIX Option Prices,” (Co-authoring with: Yi-Wei Chuang, and Wei-Che Tsai), Journal of Futures Markets 40, 209-227, 2020. (SSCI, ABS 3, ABDC A, JCR Q2, Third author)

7.“An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange,” (Co-authoring with: Pei-Shih. Weng, Miao-Ling Chen, and Wei-Che Tsai), Journal of Futures Markets 37, 865-891, 2017. (SSCI, ABS 3, ABDC A, JCR Q2, Second author, Lead article)

8.“The Price Impacts of Futures Volume by Trader Types: The Study of the Taiwan Index Futures Market,” (Co-authoring with: Te-Feng Chen, Yi-Wei Chuang, and Pei-Shih. Weng), Review of Securities and Futures Markets 27, 99-123, 2015. (TSSCI, Fourth author)

承担的科研项目

1.主持广东省科技厅科技专项，项目：空气质量和投资者行为对金融市场资产价格的影响研究，起讫时间：2023.10-2026.09

2.参与广东省高等教育教学研究和改革项目，项目：基于多元翻转课堂模式的"投资学"课程创新教学改革与实践，已结项。起讫时间：2018.11-2020.10

荣誉奖励

1.第12届证劵暨期货金椽奖「研究建言奖甲等奖」，证券暨期货市场发展基金会 (台湾)，2020.
2.The 2020 Taiwan Finance Association Annual Meeting Fubon Best Paper Awards
3.第十八届中国金融工程学年会 — 优秀论文二等奖, 2019.09。
4.The Best Paper Awards at the 15th conference of the Asia-Pacific Association of Derivatives. 2019.07.
5.The 2019 Taiwan Finance Association Annual Meeting Fubon Best Paper Awards.
6.The Runner-Up Award (in Asset Pricing/Emerging Markets /Financial Markets/Market Microstructure) at the 9th Financial Markets and Corporate Governance Conference (FMCG 2018) in Melbourne, April 2018.

其他

国际学术期刊邀请审查:
Journal of Futures Markets (JFM), Finance Research Letters (FRL), North American Journal of Economics and Finance (NAJEF), International Review of Economics and Finance (IREF), Applied Economics (AE), Applied Economics Letters (AEL),

学术交流：
1.2024 FMA Annual Meeting, Dallas, U.S.A. 16-19 October 2024.
2.2024 FeAT (Financial Engineering Association of Taiwan) Annual Conference, Taipei, Taiwan, June 2024.
3.The 11th International Conference on Futures and Other Derivatives (ICFOD), Ningbo online Conference, China, November 2022
4.The 9th International Conference on Futures and Other Derivatives (ICFOD), Zhuhai online Conference, China, December 2020
5.2019 FeAT Annual Conference (Financial Engineering Association of Taiwan), Taipei, Taiwan, June 2019.
6.The 10th Financial Markets and Corporate Governance Conference, Sydney, Australia, April 2019.
7.The 16th Chinese Finance Annual Meeting, Hangzhou, China, October 2019.
8.2018 International Conference of Taiwan Finance Association, Taipei, Taiwan, May 2018.
9.The 26th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan, December 2018.
10.The 14th annual conference of the Asia-Pacific Association of Derivatives, Busan, South Korea, July 2018.
11.The 9th Financial Markets and Corporate Governance Conference, Melbourne, Australia, April 2018.
12.The 11th Conference of Asia-Pacific Association of Derivatives, Busan, Korea, Aug 2015.
13.2015 Auckland Finance Meeting, Auckland, New Zealand, December 2015