Department of Finance
Lu Jing
Mon, Nov 13 2017 02:26 AM  click:

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Name       : LU Jing

Department : Department of Finance

Title      : Professor

Degree     : Ph.D.

Phone      : 86-23-65102571

Email      : lujing@cqu.edu.cn


Positions

Professor of Finance (2012-present), Department of Finance, School of Economics and Business Administration, Chongqing University 

Associate Professor of Finance (2008-2012), Department of Finance, School of Economics and Business Administration, Chongqing University 

Visiting Scholar (2007-2008), Graduate School of International Relations and Pacific Studies (IR/PS), University of California, San Diego 

Assistant Professor (2005-2008), Department of Finance, School of Economics and Business Administration, Chongqing University 

Deputy General Manager (2000-2005), Department of Corporate Finance, Chongqing Branch of Shanghai Pudong Development Bank 

Lecturer (1988-2000), Department of Management, Sichuan University of Science and Engineering


Education

Ph.D. (Management Science), Chongqing University, School of Economics and Business Administration, December, 2003

M. Phil. (Management Science), Chongqing University, School of Economics and Business Administration, July, 2000

B. Engi. (Industrial Management Engineering), Chongqing University, School of Economics and Business Administration, July, 1988


Research Interests

  (1) Behavioral Finance

  (2) Market Microstructure

  (3) Corporate Finance and Assets Pricing

  (4) Financial Risk Measurement

  (5) Risk Management for Commercial Bank


Papers

Jun Yang, Jing Lu, Cheng Xiang. Company visits and stock price crash risk: evidence from China. Emerging Markets Review. 2020. Vol. 44: 100723 (SSCI)

Jun Yang, Jing Lu, Cheng Xiang. Do disclosures of selective access improve market information acquisition fairness? Evidence from company visits in China. Journal of Corporate Finance. 2020, Vol 64 101631 (SSCI)

Qinqin Wu, Jing Lu. Air Pollution, Individual Investors, and Stock Pricing in China. International Review of Economics and Finance. 2020, 67: 267-287 (SSCI)

Wenwu Cai, Jing Lu. Investors’ Financial Attention Frequency and Trading Activity. Pacific-Basin Finance Journal. 2019, Vol 58 101239 (SSCI)

Qinqin Wu, Ying Hao, and Jing Lu. Air Pollution, Stock Returns and Trading Activities in China. Pacific-Basin Finance Journal. 2018, 51: 342-365(SSCI)

Qinin Wu, Ying Hao, Jing Lu. Investor Sentiment, Idiosyncratic Risk and Mispricing of American Depository Receipt. Journal of International Financial Markets, Institution and Money. 2017, 51: 1-14 (SSCI)

Jing Lu, Xiaohong Hu. Novel Three-bank Model for Measuring the Systemic Importance of Commercial Banks. Economic Modelling. 2014, Vol. 43: 238-246 (SSCI)

Jing Lu, Lei GuoLiu Xing. Measuring the Operational Risk of Commercial Banks Using the Semi-Linear Credibility Model. Journal of Operational Risk. 2013, Vol. 8(2): 1-32. (SSCI)

Jing Lu, Robin K. Chou. Does the Weather have Impacts on Returns and Trading Activities in Order-driven Stock Markets? Evidence from China. Journal of Empirical Finance, 2012, Vol. 19(1): 79-93 (SSCI

Meng Weidong, Zhang Mengyu, Lu Jing. Investor Sentiment and Conditional Asset-pricing of Cross-listed AH Shares. Journal of Chongqing University (Social Science Edition), 20162:80-89 (in Chinese)

Lu Jing, Zhou Yuan. Does the Investor Sentiment have Impact on Hong Kong Stock Market. Chinese Journal of Management Science, 201511):21-28 (in Chinese)

Lu Jing, Hu Xiaohong. Measurement of Systemically Important Banks based on Size. Systems Engineering – Theory and Practice, 20148):1952-1962 (in Chinese)

Lu Jing, Wang Yibi, Wang Jie. The Impact of Market-oriented Reforms of Loan Interest Rate on Bank Risk-taking: Evidence from Income Strategies and Excessive Loan Growth. Studies of International Finance, 20146:50-59 (in Chinese)

Lu Jing, Hu Xiaohong. Study on Systemic Risk of Commercial Banks based on Conditional Value at Risk. China Soft Science Magazine, 20144):25-42 (in Chinese)

Lu Jing, Alatengsudao, Yin Yuming. The Impact of Banking’s Activity and Funding Strategies on Risk and Returns. China Soft Science Magazine, 20139):23-36 (in Chinese)

Lu Jing, Yang Bin. Measuring Foreign Exchange Risk Using VaR-GARCH(1,1) Model. Journal of Chongqing University (Social Edition). 20135):66-72 (in Chinese)

Lu Jing, Zhang Jia. Measurement of Commercial Bank’s Operational Risk Based on Extreme Value Theory and Multivariate Copula Functions, Chinese Journal of Management Science, 20133: 11-19, (in Chinese)

Lu Jing, Zhang Jia. Measurement of Commercial Bank’s Operational Risk Based on Credibility Theory, Journal of Industrial Engineering and Engineering Management, 20132):160-167, (in Chinese)

Liang Qin, Lu Jing. Contagion Effect of Exchange Rate Risk during International Financial Crisis, Modern Economic Science, 20132):1-10, (in Chinese)

Lu Jing, Alatengsudao, Yin Yuming, Determinants of Bank Profitability: Panel Data GMM Analysis from China Banking Sector During 1997 to 2010, Finance Forum, 2013(1): 3-14 (in Chinese)

Lu Jing, Guo Lei. Operational Risk Measurement of Commercial Banks Based on Extreme Value Theory and Credibility Factor Model, Journal of Shanxi Finance and Economics University, 20129: 45-57 (in Chinese)

Lu Jing, Luo Weiqing. Study on Sudden Stops of Capital Flow during International Financial Crises, China Soft Science Magazine, 20124):38-48 (in Chinese)

Lu Jing. Measuring Operational Risk of Commercial Banks Based on Block Maxima Model, Journal of Industrial Engineering and Engineering Management, 20123:136-145 (in Chinese)

Lu Jing, Wang Jie. Enterprise risk pre-warning system of commercial banks based on Bayesian networks, Systems Engineering – Theory and Practice, 20122):225-235 (in Chinese)

Lu Jing. Theoretical and Empirical Study on the Relationship between Financial Development and Economic Growth: Co-integration Analysis on Provincial Panel Data of China, Chinese Journal of Management Science, 20121):177-184 (in Chinese)

Lu Jing, Zhen Han. Detecting Contagion Effects of International Capital Markets during Subprime Crisis. Studies of International Finance, 20125:83-91 (in Chinese)


Books

Lu Jing. Financial Risk Management (Second Edition). China Renmin University Press Co., Ltd. 2019 (in Chinese)

Lu Jing. Financial Risk Management. China Renmin University Press Co., Ltd. 2015 (in Chinese)

Lu Jing. Quantitative Analysis of Commercial Operational Risk. China Renmin University Press Co., Ltd. 2015 (in Chinese)

Lu Jing. Stock Pricing in the Segmented Capital Markets. China Financial Publishing House, 2011 (in Chinese)

Lu Jing, Pi Tianlei. Management of Commercial Banks. Tsinghua University Press and Beijing Jiaotong University Press, 2011 (in Chinese)


Grants and Awards

National Natural Science Foundation of China, “Study on idiosyncratic volatility risk from the perspective of market attention”, 2020-2023

National Natural Science Foundation of China, “Cross-listing, investor sentiment and asset pricing”, 2014-2017

National Natural Science Foundation of China, “Study on the choices and dynamic evolution of corporate finance policy under institution environment” (With Liu Xing et al.), 2013-2017

Humanities and Social Science Foundation of Ministry of Education of China, “The mode of operation of the agricultural pledge financing and Optimization” (With Wang Yong et al.), 2013-2014

National Natural Science Foundation of China, “Auction, negotiation and contract procurement mechanism design of multi-factor comparative selection and combination Strategy” (With Huang He et al.), 2011-2013

National Social Science Foundation of China, “Operational risk measurement and management of commercial banks based on credit theory and Bayesian network”, 2009-2011


Teaching

Chongqing University (2005-Present):


Investments, M.Sc., MBA

Bank’s Financing, MPM(Master of Project Management) core

Corporate Finance, Undergraduate core

Management of Commercial Banks, Undergraduate core

International Finance, Undergraduate core

Insurance, Undergraduate core

Commercial Bank Management, Undergraduate core


Short-time Training Programs:

Capital Market and Capital Operation, for Guizhou Grid Company Limited

The New Basel Capital Accord and Operational Risk Management, for Chongqing Branch, China Construction Bank

Risk Management of Commercial Banking, for Chongqing Commercial Bank


Sichuan University of Science and Engineering (1988-2000):


Micro-Economics and Macro-Economics, Undergraduate core

Introduction of Accounting, Undergraduate core

Introduction of Operations Research, Undergraduate core

PASCAL Programming, Undergraduate core

BASIC Programming, Undergraduate core



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