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教員紹介

教員名
朱 文慧

■所属
365bet体育在线-【唯一授权官网】@

■職名
講 師

■学位
博士(神戸大学)

■専門分野
ファイナンス

■所属学会
Nippon Finance Association (2022?)
American Finance Association (2024?)
Japanese Association of Financial Econometrics and Engineering (2024?)

■学生へのメッセージ
財務データと非財務データを活用し、ファイナンス分野における実証研究を行っています。特に、企業活動、金融市場の効率性、情報性、安定性に注目しています。主に担当している科目はデータ分析と計量経済学で、Pythonを用いて、GLS、MLE、GMM、そして機械学習を利用した様々なモデルの指導および活用を行っています。
My current research focuses on corporate behavior, as well as the efficiency, informativeness, and stability of the securities market, using empirical methods. The main courses I teach are data analysis and econometrics, where I talk about models that use GLS, MLE, GMM, and machine learning in Python.

実績紹介

【~2024年10月】

■研究活動

▼学術論文
1. Zhu, Wenhui, The Impact of Technology-Related M&As on Bank Opacity: Empirical Evidence from Japan and a Causality Analysis (May 31, 2024). Available at SSRN: https://ssrn.com/abstract=4857073 or http://dx.doi.org/10.2139/ssrn.4857073
2. Zhu, Wenhui and Hatakeda, Takashi, M&As, Stock Synchronicity, and Risk Composition: Empirical Evidence from Japanese Banking Sector and a Causality Analysis (November 10, 2023). Available at SSRN: https://ssrn.com/abstract=4645467 or http://dx.doi.org/10.2139/ssrn.4645467
3. Zhu, Wenhui, & Hatakeda, Takashi. (2023). Bank Efficiency and Intangible Assets: Evidence from Multinational Analysis and a Meta-SFA Approach. Available at SSRN: https://ssrn.com/abstract=4645467

▼学会発表等
1.The Impact of Technology-Related M&As on Bank Opacity: Empirical Evidence from Japan and a Causality Analysis, International Conference in Finance, Accounting and Banking, University of Southampton, September 2024.
2.M&As, Stock Synchronicity, and Risk Composition: Empirical Evidence from Japanese Banking Sector and a Causality Analysis, Korea Japan Finance Workshop, Korean Financial Investment Association KCIE, August 2024.
3.Bank Efficiency and Intangible Assets: Evidence from Multinational Analysis and a Meta-SFA Approach, Nippon Finance Association, The 32nd Annual Conference, Chuo University, June 2024.
4.Bank Efficiency and Intangible Assets: Evidence from Multinational Analysis and a Meta-SFA Approach, World Finance Banking Symposium, Vilnius University, December 2023.

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