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周亚萍
发布日期:2026-10-14 10:14:17   来源:立信金融-金融学院   点击率：

周亚萍


性别：女

职称/学历/职务：讲师，博士

所在系部：金融工程系

办公室：上川路校区第五教学楼

Email：zhouyaping0102@163.com

研究领域：衍生品定价，行为金融

 

教师简介

周亚萍，应用经济学博士，浙江诸暨人。在《Accounting & Finance》《Pacific-Basin Finance Journal.》《Economic Modelling》等学术期刊发表论文多篇。

 

主要成果

（1）论文：

[1] Zhou Y, Diao X. Explaining low returns in SSE 50ETF options away from the money: the role of variance and jump risk premiums[J]. North American Journal of Economics and Finance, 2026, 85: 102664.

[2] Lv D, Zhou Y*, Jiang Y. Quote Limits Rule and Stock Market Efficiency: Evidence from a Regression Discontinuity Design[J]. International Review of Finance, 2025, 25(4): e70047.

[3]周亚萍,刁训娣.融资融券与上证50ETF期权收益[J].中央财经大学学报, 2024, (06): 65-75.

[4] Zhou Y, Diao X, Lv D. Role of OTC options in stock price efficiency: Evidence from the Chinese market[J]. Accounting & Finance, 2023, 63(4): 4629-4655.

[5] Zhou Y, Lu B, Lv D, Ruan Q. The informativeness of options-trading activities: Non-linear analysis based on MF-DCCA and Granger test[J]. Physica A: Statistical Mechanics and Its Applications, 2019, 534: 122269.

[6]Kim H, Diao X, Zhou Y. The time-varying role of implied volatility curvature in information flow: Evidence in China[J]. Pacific-Basin Finance Journal, 2026: 103301.

[7] Ruan Q, Wang Z, Zhou Y, et al. A new investor sentiment indicator (ISI) based on artificial intelligence: a powerful return predictor in China[J]. Economic Modelling, 2020, 88: 47-58.

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