北京大学光华管理学院金融学系研究生导师：刘玉珍.docVIP

北京大学光华管理学院金融学系研究生导师：刘玉珍 ? ?刘玉珍　　行政职务：系主任，金融硕士项目主任　　系别：金融学系　　职称：教授　　办公电话：86-10　　Email：yjliu@gsm.pku.edu.cn“考金融，选凯程”！凯程2014金融硕士战绩辉煌,凯程班共有3人被北大经院金融硕士录取,（因2014为经院第一年考金硕，故报考人数较少）,专业课考点全部命中,再次创造了金融硕士考研奇迹,凯程提供全日制高三式封闭式集训营辅导,在金融硕士会计硕士方面具有超强优势.同学们可咨询凯程教育老师.研究成果　　英文期刊（Selected）　　1) Yu-Jane Liu, Longkai Zhao, Zheng Zhang,“Speculation Spillover”, Management Science(SSCI), forthcoming.　　2) Yi-Tsung Lee, Yu-Jane Liu, Wei-Shao Wu, Robert Fok, Hedging Costs, Liquidity, and Inventory Management: The Evidence from Option Market Makers, Journal of Financial Markets(SSCI), 2014, 18: 25-48.　　3) Brad Barber, Yi-Tsung Lee, Yu-Jane Liu, Terrance Odean, The Cross-section of Speculator Skill: Evidence from Day Trading, Journal of Financial Markets(SSCI), 2014, 18: 1-24.　　4) Mao-Wei Hung, Yu-Jane Liu, and Chia-Fen Tsai, Managerial personal diversification and portfolio equity incentives. Journal of Corporate Finance, 2012, 18 (1): 38-64..　　5) Yu-Jane Liu, Chih-Ling Tsai, Min-Chun Wang and Ning Zhu, Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange, Management Science(SSCI), 2010, 56: 606-620.　　6) Barber, Brad, Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean, Just HowMuch do Individual Investors Lose by Trading? Review of Financial Studies, 2009, 22 (2): 609-632.　　7) Li-wen Chen, Ji-Chai Lin, Yu-Jane Liu and Shane Johnsen, Information, Sophisication, and Foreign versus Domestic Investors Performance, Journal of Banking and Finance(SSCI) , 2009, 33( 9): 1636-1651.　　8) Yu-Jane Liu, Min-Chun Wang and Longkai Zhao, Narrow Framing: Perfessions, Sophisication and Experience, Journal of Futures Market (SSCI), 2009,140: 175-203.　　9) Rachel, Yu-Jane Liu and Larry Tzeng, Hidden Overconfidence and Advantageous Selection, The Geneva Risk and Insurance Review, 2010, 35 (2): 93-107.　　10) Yi-Tsung Lee, Yu-Jane Liu and Ning Zhu, 2008, The costs of owning employer stocks: Evidence from Taiwan, Journal of Financial and Quantitative Analy