Finance
.
DONG Dayong

Hits: Date:2020-12-10 10:32

Curriculum Vitae(简历)

 

Dayong Dong

 

CONTACT (联系方式)

 

四川省成都市二环路北一段111

西南交通大学经济管理学院

传真: +86 -28-87600543

金融与财务学

邮箱:dongdayong@home.swjtu.edu.cn

邮编:610031

 

Southwest Jiaotong University

School of Economics and Management

Fax:+86 -28-87600543

Department of Finance

E-mail:dongdayong@home.swjtu.edu.cn

No.111, North Erhuan Road, Chengdu, China 610031

EDUCATION (教育背景)

 

A. 博士管理科学与工程,西南交通大学, 2006

B. 硕士企业管理, 西南交通大学, 2003

C. 学士电子设备结构, 电子科技大学,1993

 

A. Ph.D. Management Science and Engineering,   Southwest Jiaotong University, 2006

B. M.S. Business management, Southwest Jiaotong   University, 2003

C. B.S. Electronic equipment   structure, The University of Electronic Science and technology, 1993

EMPLOYMENT (工作经历)

 

A. 副教授, 西南交通大学经济管理学院, 9/2007   -

B. 讲师, 西南交通大学经济管理学院, 9/2006   - 9/2007

C. 工程师, 威海康威电子通信集团公司, 7/1993   - 9/2001

 

A. Associate   Professor, Southwest Jiaotong University, 9/2007 to now

B. Assistant   Professor, Southwest Jiaotong University, 9/2006 to 9/2007

C. Engineer,   Weihai Conway Electronic Communication Corporation,   7/1993 to 9/2001

RESEARCH INTEREST(研究兴趣)

 

行为金融、互联网金融、大数据、决策优化

Behavioral finance, Internet banking, Big data,   Decision-making optimization

PUBLCATIONSPAPERS & CASES)发表,包括文章和案例

a) Basic or   Discovery Scholarship学术类

[1] Dayong   Dong, Sishi Yue, Jiawei Cao. Site visit information content and return   predictability: Evidence from China, North American Journal of Economics and   Finance, 2020, (51): 101-104

[2] Qian   Hao, Dayong Dong, Keke Wu. Online investment forum and the market response   around earnings announcement in the Chinese stock markets [J], International   Journal Of Accounting And Information Management,2019,27(4): 615-631. (SCI)

[3] 岳思诗, 范紫莹, 董大勇. 上市公司调研信息披露质量的影响因素研究——基于我国A股市场调研信息披露的数据 [J].   2019,(05):113-120

[4] 严语薇, 董大勇, 上海研发公共服务平台的研究进展与综述[J]. 北方经贸, 2019, (09): 31-34

[5] 董大勇, 曹嘉威. 浙江网上技术市场的经验与借鉴——基于在线交易数据的分析[J]. 当代经济, 2019,(06):14-18

[6] 董大勇, 范紫莹, 李旭升. 预告对正式财报市场反应影响中的遗忘效应研究[J]. 上海金融, 2019,   462(01):26-32

[7] 郑瑶,董大勇,朱宏泉.异质性情绪影响股市羊群效应吗?来自互联网股票社区的证据,系统工程,201634(9)9-14

[8] 郑瑶,董大勇,朱宏泉.网络证券信息交流减弱股市羊群效应吗-基于中国证券市场的分析,管理评论,2015No.6:52-61

[9] 易洪波,赖娟娟,董大勇.网络论坛不同投资者情绪对交易市场的影响基于VAR模型的实证分析,财经论丛,2015No.1:80-88

[10] Tengwen   ZhangMingfeng   TangYong LuDayong   Dong. Trust Building in Online Peer-to-Peer LendingJournal   of Global Information Technology Management,2014

[11] 马丽莎,王建琼,董大勇,钟勇.交叉持股关系影响股价联动吗,财贸经济,2014   Vol. 35 (4): 59-68

[12] 陆贤伟,王建琼,董大勇. 董事联结影响股价联动:关联分类还是资源价值. 证券市场导报,2013,No.10

[13] 陶莹,董大勇.制度环境与企业社会责任信息披露关系的实证研究[J].中国注册会计师,2013,(12):63-68.

[14] 陶莹,董大勇.媒体关注与企业社会责任信息披露关系研究[J].证券市场导报,2013,(11):20-26.

[15] 董大勇,刘海斌,胡杨,张尉. 股东联结网络影响股价联动关系吗?管理工程学报, 2013,3.

[16] 胡建军,董大勇,金炜东. 企业社会责任信息披露与股票价格关系研究——沪市民营企业的经验证据,商业经济与管理,2013No.4

[17] 陆贤伟,王建琼,董大勇. 董事网络、信息传递与债务融资成本, 管理科学,2013,   No.3

[18] 胡建军,金炜东,董大勇. 基于生态事件的企业社会回应研究——以蓬莱19-3油田溢油案为例, 生态经济, 2013,   No.1 (CSSCI)

[19] Qilin   Cao, Yong Lu, Dayong Dong, Zongming Tang, Yongqiang Li: The roles of bridging   and bonding in social media communities. JASIST, 2013, 64(8): 1671-1681

[20] Xianwei   Lu, Jianqiong Wang and Dayong Dong. Busy boards and corporate performance.   China Finance Review International, Vol. 3 No. 2, 2013

[21] Dong D.,   Li L., Yang D., Zhu H., and Lu Y. "Is There Asynchronous Information Transmission between Stock   Markets and Stock Discussion Boards?" International Journal of Information   Technology & Decision Making. 2012, Vol.11(4).

[22] 董大勇,张尉,赖晓东,刘海斌. 谁领先发布?中国证券分析师领先-跟随影响因素的实证研究, 南开管理评论, 2012年第5

[23] 胡建军;王建琼;董大勇;小微型民营企业社会责任践行模式研究, 企业经济, 2012,   No.12

[24] 陆贤伟;王建琼;董大勇;多席位独立董事损害股东价值了吗, 金融评论, 2012,   No.12

[25] 董大勇,肖作平.证券信息交流家乡偏误及其对股票价格的影响:来自股票论坛的证据, 管理世界, 20111):5261

[26] 董大勇,肖作平. 交易市场与网络论坛间存在信息传递吗?. 管理评论, 201111:311

[27] 董大勇. 投资者参与股票论坛的影响因素, 系统工程, 20111):5156

[28] 金宏,董大勇,林迎庆.典当与银行信贷的比较分析, 银行家, 201011):5153

[29] 金宏,董大勇.商业银行事业部的利益协调机制, 中国城市经济, 201011):7677

[30] 曾召友,龙志和,董大勇.基于贝叶斯理论的空间面板计量模型遴选框架以中国电信服务外溢性分析为例, 统计与信息论坛, 20103):6671

[31] 陆贤伟,董大勇,纪春霞. 债市和股市非波动对称性, 系统工程, 20099):1419

[32] 董大勇、金炜东,收益率分布主观模型及其实证分析,中国管理科学,2007,第1.

[33] 董大勇,金炜东,郑瑶,收益率主观分布与常用分布的拟合能力比较,系统工程,2006,第6.

[34] 董大勇,金炜东,夏国恩,上海、香港和纽约股市的波动结构比较,管理科学,2006,第6.

[35] 董大勇,史本山,曾召友,展望理论的权重函数与证券收益率分布,中国管理科学,2005年,第1.

[36] 金宏、夏国恩、董大勇,农村信用社股东行为与政府约束的进化博弈研究,金融研究,2007,第2.

[37] 曾召友、龙志和、董大勇,基于Bayes理论的空间经济计量模型选择框架,华东经济管理,2008(10):61-64.  

[38] 董大勇、夏国恩.中国股市市场泡沫形成的反馈机制分析.统计与决策(理论版),2007.总第250.

[39] 董大勇,郑瑶,利用价格聚类法对中国股票市场效率的考察,统计与决策(理论版),2006年,总第210.

[40] 董大勇,金炜东,曾召友,考虑投资者非完全理性反应的投资策略,统计与决策,2006年,总第211.

[41] 董大勇,金炜东,郑瑶,展望理论下的收益率分布函数,统计与决策(理论版),2006,总第214.

[42] 董大勇,史本山,曾召友,贝塔估计量收益解释能力的比较,统计与决策,2006,总第217.

[43] 董大勇,金炜东,郑瑶,收益率周末效应的非理性因素,统计与决策(理论版),2006,总第226.

[44] 董大勇, 行为分布组合投资决策方法,学术动态,   2008,No.5

[45] 郑瑶,董大勇.分散化投资对投资行为的影响.统计与决策(理论版),2006,总第224.

[46] 董大勇,金炜东,信息传递、有限理性对市场波动率的影响,科技管理研究,2006年,第12.   (CSSCI)

[47] 王桦,董大勇,官振中,赵娜.存在策略型消费者时联合决策对供应链绩效的影响, 系统工程,   2017.8.28, 35(08)134~144.

[48] 易洪波,蔡玉叶,董大勇. 我国股市投资者情绪指数构建及其影响研究, 价格理论与实践,   2017.10.25,(10)130~133.

[49] Dayong   Dong ; Qian Hao; Qian Xie   Online Investment Forum and the Market Response around Earnings Announcement in the Chinese Stock   Markets, 2018 AAA Annual Meeting, Baltimore 2, 2018.8.3-2018.8.8

[1] Qian   Hao, Dayong Dong, Keke Wu. Online investment forum and the market response   around earnings announcement in the Chinese stock markets [J], International   Journal Of Accounting And Information Management,2019,27(4): 615-631. (SCI)

[2] SishiYue,   Ziying Fan, Dayong Dong. The Research on Factors Influencing Site Visit   Information Disclosure Quality of Listed Companies——Based on   the Evidence of Site Visit Information Disclosure in A Share Market, Reform   of Economic System, 2019,(05): 113-120.

[3] YuweiYan,   DayongDong, Research Progress and Summary of Shanghai R&D Public Service   Platform [J]. Northern Economy and Trade, 2019, (09): 31-34.

[4] DayongDong,   JiaweiCao. Experience and Reference of Zhejiang Online Technology   Market——Based on Analysis of Online Transaction Data[J]. Contemporary   Economy, 2019, (06): 14-18.

[5] DayongDong,   ZiyingFan, XushengLi. Research on the “Forgetting Effect” in the Influence of   Advance Notice on the Formal Financial Report Market[J]. Shanghai Finance,   2019, 462(01): 26-32

[6] Yao   Zheng, Dayong Dong, Hongquan Zhu. "Does Heterogeneous Sentiment   Influence on Stock Market Herding: Evidence from Internet Stock   Community"(in Chinese), System Engineer, 2016,34(9)9-14

[7] Yao   Zheng, Dayong Dong, Hongquan Zhu. "Does Internet Communication of Stock   Information Weak the Stock Market Herding? an Analysis in Chinese   Markets?"(in Chinese), Management Review, 2015No.6,52-61.

[8] HongBo   Yi, Juanjuan Lai, Dayong Dong. “Influence of network forum different investor   sentiment on the trading market: An Empirical Study Based on VAR model   analysis”(in Chinese), financial essays, 2015, No.1:80-88

[9] Tengwen   ZhangMingfeng   TangYong LuDayong   Dong. “Trust Building in Online Peer-to-Peer Lending”Journal   of Global Information Technology Management,2014

[10] Ma lisa,   Jianqiong Wang, Dayong Dong, Yong Zhong. “Cross shareholding relationship   affect the stock price linkage”(in Chinese), 2014 Vol., 35 (4): 59-68

[11] Xianwei   Lu, Jianqiong Wang and Dayong Dong. "Shareholders Link Influence Stock   Price Comovement: Associative Classification or Resource Value?"(in   Chinese) Securities Market Herald 10(2013).

[12] Dayong   Dong, Haibin Liu, Yang Hu and Wei Zhang. "Do Shareholders Link Network   Influence Relation of Stock Price Comovement?"(in Chinese) Journal of   Industrial Engineering and Engineering Management 3(2013):20-26.

[13] Jianjun   Hu, Dayong Dong and WeidongJin. "A Study on Relationship between   Corporate Social Responsibility Disclosure and Stock Market Prices: Evidence   from Private Enterprises Listed in SSE."(in Chinese) Journal of Business   Economics 4(2013):73-80.

[14] Xianwe   Lu, Jianqiong Wang, Dayong Dong. "Board Network,Information Transmission   and the Debt Financing Costs."(in Chinese) Journal of Management Science   3(2013):55-64.

[15] Jianjun   Hu, WeidongJin and Dayong Dong. "Research on Corporate Social   Responsiveness Based on Ecological Events: A Case Study of Penglai 19-3 Field   Incident in Bohai Bay."(in Chinese) Ecological Economy1(2013):155-159.

[16] Qilin   Cao, Yong Lu, Dayong Dong, Zongming Tang, Yongqiang Li. The roles of Bridging   and Bonding in Social Media Communities. JASIST,2013,64(8): 1671-1681.

[17] Xianwei   Lu, Jianqiong Wang and Dayong Dong. Busy Boards and Corporate Performance.   China Finance Review International,Vol.3 No.2,2013.

[18] Dong D.,   Li L., Yang D., Zhu H. and Lu Y. "Is There Asynchronous Information   Transmission between Stock Markets and Stock Discussion Boards?"   International Journal of Information Technology & Decision   Making.2012,Vol.11(4).

[19] Dayong   Dong, Wei Zhang, Xiaodong Lai, Haibin Liu. "Who is Leading to Release?   The Empirical Study about Influencing Factors of the Security Aanalysts   Leading-Following Forecast in China."(in Chinese) Nankai Business Review   5(2012):95-104.

[20] Jianjun   Hu, Jianqiong Wang, Dayong Dong. "A Study on Social Responsibility   Practice Model for Small and Micro-sized Enterprises."(in Chinese)   Enterprise Ecomomy 12(2012):82-85.

[21] Xianwei   Lu, Jianqiong Wang, Dayong Dong. "Do Multiple Directorships Harm   Shareholder Value?"(in Chinese) Chinese Review of Financial Studiese   5(2012):34-45.

[22] Dayong   Dong, Benshan Shi. "Factor Analysis on the Implementation effect of   Student Research Training Program."(in Chinese) Journal of Higher   Education 1(2012):65-73.

[23] Dayong   Dong, Zuoping Xiao. "The Home Bias in the Exchange of the Stock   Information and its Impact on Stock Prices:Evidences from the Stock   Forum." (in Chinese) Management Word 1(2011):52-61.

[24] Dayong   Dong, Zuoping Xiao. "Is There Information Transmission between Market   and Internet Forum?"(in Chinese) Management Review 11(2011):3-11.

[25] Dayong   Dong. "Influencing Factors of Investors’ Participation in Stock   Forums."(in Chinese) Systems Engineering 1(2011):51-56.

[26] Dong,   D., Li, L., & Lu, Y.(2010). Internet Postings and Stock Prices: Evidence   from China. Proceedings of Midwest Economics Association Annual   Conference,Evanston, IL.

[27] Yong Lu,   Liaoliao Li, Dong Dayong, Dan Yang. Is there Two-Way Information Transmission   between Stock Markets and Stock Discussion Boards? International Conference   on Information Systems(2010).

[28] Hong   Jin, Dayong Dong, Yingqing Lin. "Comparison between Pawn and Bank   Credit."(in Chinese) The Chinease Banker 11(2010):49-51.

[29] Hong   Jin, Dayong Dong. "The Interests Coordination Mechanism In Commercial   Bank Division."(in Chinese) China Urban Economy 11(2011):76-77.

[30] Zhaoyou   Zeng, Zhihe Long, Dayong Dong. "Model Choice based on Bayesian Theory in   Spatial Panel Data Models:an Example of Spillovers of Chinese Telecom   Services."(in Chinese) Statistics & Information Forum 3(2010):66-71.  

[31] Xianwei   Lu, Dayong Dong, Chunxia Ji. "An Empirical Analysis of the Volatility Asymmetry   between Bond and Stock Market."(in Chinese) Systems Engineering   9(2009):10-15.

[32] Dayong   Dong, WeidongJin. "A Subjective Model of the Distribution of Returns and   Empirical Analysis."(in Chinese) Chinese Journal of Management Science   1(2007):112-120.

[33] Dayong   Dong, WeidongJin, Yao Zheng. "A Comparison between the Subjective   Distribution and the Familiar Distributions of Returns in Fitness." (in   Chinese) Systems Engineering 6(2006):81-84.

[34] Dayong   Dong, WeidongJin, Guoen Xia. "Comparison of the Volatility Structure of   Shanghai,Hong Kong and New York Stock Market."(in Chinese) Management   Sciences in China 6(2006):69-74.

[35] Dayong   Dong, Benshan Shi, Zhaoyou Zeng. "The Weighting Function of Prospect   Theory and Stock Returns Distributions."(in Chinese) Chinese Journal of   Management Science 1(2005):24-29.

[36] Hong   Jin, Guoen Xia, Dayong Dong. "A Research on Evolutionary Game between   RCCs’ shareholder behavior and the Government behavior."(in Chinese)   Journal of Financial Research 2(2007):166-173.

[37] Zhaoyou   Zeng, Zhihe Long, Dayong Dong. "Model Choice Based on Bayesian Theory in   Spatial Econometrics——An Example from Spillovers of Chinese Telecom   Services."(in Chinese) East China Economic Management 10(2008):61-64.

[38] Dayong   Dong, Guoen Xia. "The Feedback Mechanism Analysis on China Stock Market   Bubble."(in Chinese) Statistics and Decision 22(2007):105-107.

[39] Dayong   Dong, Yao Zheng. "A Study on Efficiency of China’s Stock Market by Price   Clusering."(in Chinese) Statistics and Decision 210(2006):113-115.

[40] Dayong   Dong, WeidongJin, Zhaoyou Zeng. "Investement Strategy Considering the   Non-fully Rational Reaction of Investors."(in Chinese) Statistics and   Decision 4(2006):60-61.

[41] Dayong   Dong, WeidongJin, Yao Zheng. "The Return Distribution Function under   Prospect Theory."(in Chinese) Statistics and Decision 214(2006):57-58.

[42] Dayong   Dong, Benshan Shi, Zhaoyou Zeng. "A Comparison of Beta estimator of   Return in explaination."(in Chinese) Statistics and Decision   7(2006):8-9.

[43] Dayong   Dong, WeidongJin, Yao Zheng. "Irrational Factors of weekend Effect in   Rate of Return."(in Chinese) Statistics and Decision 226(2006):97-99.

[44] Yao   Zheng, Dayong Dong. "The Impact of Diversified Investment on Investment   Behavior."(in Chinese) Statistics and Decision 224(2006):32-33.

[45] Dayong   Dong, WeidongJin."The Impact of Information Transmission,Bounded   Rationality on Market Volatility."(in Chinese) Science and Technology   Management Research 12(2006):230-233.

[46] Wang   Hua, DONG Dayong, GUAN Zhenzhong,ZHAO Na. “The Impact of Joint   Decision-making on Supply Chain Performance in the Presence of Strategic   Consumers”,(in Chinese), System Engineer, 2017,35(8)134-144

[47] HongboYi,YuyanCai,Dayong   Dong. The Research on Construction and Effect of Stock Market Investor   Sentiment Index in China,(in Chinese), Price theory and Practice,   2017.10.25,(10)130~133.

[48] Dayong   Dong ; Qian Hao; Qian Xie   Online Investment Forum and the Market Response around Earnings Announcement in the Chinese Stock   Markets, 2018 AAA Annual Meeting, Baltimore 2, 2018.8.3-2018.8.8

b) Teaching   &Learning Scholarship教学类

[1] 董大勇,史本山,影响大学生科研训练计划(SRTP)实施效果的因素分析. 高等教育研究,   2011(29), 656873

[1] Dayong   Dong, Benshan Shi. “The Analysis of Factors Impacting the Implementation   Effect of College Student Research Training Program”, Journal of Higher   Education, 2011(29), 656873.

FUNDED PROJECTS 受资助项目

a) Basic or Discovery Scholarship学术类

[1] 有限理性下的自媒体证券信息传播:资源价值与负面效应”,国家自然科学基金项目,2013.1-2016.12,   项目编号:71271174,主持。

[2] 网络信息传播下的股票市场风险研究”,主持中央高校基本科研科技创新项目,2011.1-2012.12,   项目编号:SWJTU11CX08,   主持。

[1]   “Security Information Transmission of We Media under Bounded Rationality:   Resource Value and Negative Effect”. National Natural Science Foundation of   China, 2013.1-2016.12Reference   No. 71271174Principal   Investigator, 550,000 RMB.

[2]   “Research on Stock Market Risk under Network Information Transmission”,   Research Fund for the Central Universities, 2011.1-2012.12, Reference No.   SWJTU11CX08, Principal Investigator, RMB50,000.

 

COURSES TAUGHT   AT SWJTU 教授课程

 

博士生课程:金融工程前沿

硕士生课程:多元统计分析

MBA课程:管理统计学,金融大数据

本科生课程:财务风险管理,网络金融

 

PhDFinancial   Engineering Frontier

PostgraduateMultivariate   Statistical Analysis

MBAManagement   StatisticsFinance   Big Data

UndergraduateFinancial   Risk Management, Internet Finance