主持广东省哲学社会科学规划项目2项、广东省基础与应用基础研究基金省市联合基金项目1项。作为主研人员参与了文化名家暨“四个一批”人才项目1项、国家自然科学基金面上及青年项目多项。近年来,在《International Review of Financial Analysis》《Research in International Business and Finance》《Pacific-Basin Finance Journal》《The North American Journal of Economics and Finance》《Journal of Forecasting》《International Review of Economics and Finance》《Finance Research Letters》《Economics Letters》《Economic Systems》《Emerging Markets Finance and Trade》等SSCI索引期刊以及《系统工程理论与实践》《系统管理学报》《金融学季刊》等CSSCI索引期刊发表论文二十余篇。在科学出版社出版专著1部。研究成果曾分别获得教育部人文社科三等奖和四川省社会科学成果二等奖。担任多本SSCI/SCI期刊、CSSCI期刊的匿名审稿人。
已发表论文(*为通讯作者)
[1]Liu, H.,Ye, X., Zhang, Q.* (2024). Foreign ownership and mergers and acquisitions activity: Evidence from China.The North American Journal of Economics and Finance, 73, 102179. SSCI, BUSINESS, FINANCE二区.
[2]Chen, J., Yi, X.,Liu, H.* (2024). The effect of asset redeployability on firm value during COVID-19: A real options perspective.International Review of Financial Analysis. 94, 103298.SSCI, BUSINESS, FINANCE一区.
[3]Yao, H, X., Xia, S, H.,*Liu, H.* (2024). Return predictability via an LSTM-based cross-section factor model: Evidence from Chinese stock market.Journal of Forecasting.SSCI, BUSINESS, FINANCE二区.
[4]Liu, H.,Tang, X., Liu, L., Lai, H.* (2024). Foreign institutional investors and corporate green innovation: Evidence from emerging economics.Emerging Markets Finance and Trade.SSCI, BUSINESS, FINANCE一区.
[5]Liu, H., Lin, C, Y. (2023). Climate change news risk and corporate bond returns in China.Finance Research Letters, 58, 104526.SSCI,BUSINESS, FINANCE一区.
[6]Zhang, Q., Zhang, P.,Liu, H.* (2023). Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? Evidence from China.Research in International Business and Finance, 64, 101839.SSCI,BUSINESS, FINANCE一区.
[7]Yao, H, X., Xia, S, H.,Liu, H.* (2022). Six-Factor asset pricing and portfolio investment via deep learning: Evidence from Chinese stock market.Pacific-Basin Finance Journal,76, 101886.SSCI, BUSINESS, FINANCE二区.
[8]Liu, H.,Zhang, H., Fu, Jyun-Ying.* (2022). Cultural distance, foreign ownership, and corporate innovation in China.Applied Economics Letters,SSCI,ECONOMICS四区.
[9]Liu, H.,Zhang, H., Gao Y., undefinedamp; Chen, X.* (2022). Firm age and beta: Evidence from China,International Review of Economics and Finance,77, 244-261.SSCI,ECONOMICS二区.
[10]Zhang, Q., Chen, J., Zhang, P.,Liu, H.*(2022). How does the business cycle affect firm innovation? Evidence from China’s listed companies.Emerging Markets Finance and Trade, 58(5), 1390-1414.SSCI,ECONOMICS一区.
[11]Li, Q.,Liu, H.,*Zeng, Y. (2022). Size effect and growth options over firm lifecycle.Journal of Management Science and Engineering,7(2), 197-212.SCOPUS, CSCD.
[12]Sandra, C. O., Zeng, Y., Li,Q., Liu,H., Peter, D, A., Tamas C. (2022). The effect of economic growth on banking system performance: An interregional and comparative study of Sub-Saharan Africa and developed economies.Economic Systems, 46(1), 100939.SSCI,ECONOMICS一区.
[13]Liu, H.,Zhang, Q.*(2021). Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints.International Review of Financial Analysis,75, 101745.SSCI, BUSINESS, FINANCE一区.
[14]Liu, H.,Yi, X., Yin, L.*(2021). The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China.Finance Research Letters,38, 101808.SSCI, BUSINESS, FINANCE一区.
[15]Liu, H.,Chen, Y., Wan, W., Zhang, Q.*(2021). A novel explanation for idiosyncratic volatility anomaly: An asset decomposition perspective.Economics Letters,206, 109994.SSCI,ECONOMICS二区.
[16]Liu, H.,Gao, Y.*(2019). The impact of corporate lifecycle on Fama–French three-factor model.Physica A: Statistical Mechanics and Its Applications,513, 390-398.SCI/SSCI, JCR二区.
[17]Liu, H.,Li, Q.,* Zeng, Y. (2018). Firm valuation over lifecycle: A perspective on growth option.Asia‐Pacific Journal of Financial Studies,47(5), 720-743.SSCI, BUSINESS, FINANCE四区.
[18] 周利,刘浩*,李家山.退休冲击、信息获取与中国家庭金融资产配置效率——兼论老龄化背景下家庭的养老选择[J].《福建论坛》(人文社会科学版), 2023(03): 123-139.
[19]刘浩,李强*,曾勇.增长机会,异质信念与企业估值.《系统管理学报》, 2023, 32(1): 167-177.CSSCI.
[20]刘浩,李强*,曾勇.产品市场竞争、企业实体投资与股票预期收益率.《金融学季刊》, 2022, 16(1): 242-269.CSSCI.
[21]刘浩*,李强,曾勇.实物期权视角的CAPM有效性检验.《系统工程理论与实践》, 2017, 37(8): 2015-2023.CSSCI,国家自然科学基金委A类期刊.
正在进行的论文:
[22]Liu, H.,Tang, X., Fu, Jyun-Ying. * Do foreign institutional investors curb corporate carbon emissions: Evidence from an emerging economy?
[23]刘浩,杨卓灵,李观惠.气候风险感知推动了企业绿色创新吗?
[24]Liu, H., Chen, H., Zhou L., Inflexibility, climate change exposure and corporate growth opportunities
[25]刘浩,尹力博.*企业投资对股票预期收益影响的新证据——基于股票收益的长期检验.
[26]Liu, H., Hong, Z, Y., Yi. X, J*. Climate change news risk and the expected stock return in China.
[27]Liu, H.,Yin, L.* The impact of real option on profitability premium: Evidence from China.
[28]Liu, H., Wang, H., Zhang, Q.* The internet plus premium in China.
[29]刘浩,姚俊东.碳市场价格风险被股票市场定价了吗?基于八大高排放行业的实证检验
学术专著
曾勇,李强,刘浩,陈佳,李准.基于增长期权的企业估值与资产定价——企业生命周期的视角.北京:科学出版社. 2021年6月.
科研项目
主持广东省社科规划项目:境外股东持股的环境治理效应、机制与对策研究,项目编号: GD24CYJ07.经费3万,起止日期: 2024/02-2027/02,在研
主持广东省基础与应用基础研究基金广州市联合基金项目:气候风险暴露与企业价值:指标测度、影响机制与应对策略,项目编号: 2023A1515110423.经费10万,起止日期: 2024/01-2026/12,在研
主持广东省社科规划项目:金融开放背景下境外股东持股对中资企业并购的影响研究,项目编号: GD21YYJ09.经费5万,起止日期: 2021/07-2023/06,已结项
主持广州市科技局项目:基于可追随来源地的境外投资者对企业绿色创新的影响研究,项目编号: 2023A04J0328.经费5万,起止日期: 2023/04-2025/03,在研
主持广东省教育厅特色创新类项目:增长期权综合指标构建及对风险溢价的影响研究,项目编号: 2019KTSCX036.经费5万,起止日期: 2020/03-2022/03,已结项
参与国家自然科学基金面上项目:生命周期视角下增长期权对企业估值和资产风险收益特征影响的研究,项目编号: 71472025.经费62万,起止日期: 2015/01-2018/12,已结项
参与文化名家暨“四个一批”人才资助项目:基于生命周期和互联网金融背景的企业融资决策与价值创造,中宣办发[2015]49号.经费50万,起止日期: 2016/01-2019/12,已结项
参加会议及报告
2023年AIB Asia Parcific Conference,2023年12月,泰国曼谷,分会场报告题目:Do foreign institutional investors curb corporate carbon emissions in China?
2023年第二十届中国金融学年会,2023年10月,中国北京,分会场报告题目:气候变化暴露对企业绿色创新的影响研究——基于年报的文本分析
2023年金融科技与金融市场高质量发展国际论坛,2023年7月,中国大连,分会场报告题目:基于文本分析的气候风险暴露对企业价值影响的研究
2023年气候风险与金融市场前沿论坛,2023年6月,中国成都,分会场报告题目:气候变化暴露对企业绿色创新的影响研究——基于年报的文本分析
2023年China Accounting and Finance Conference,2023年1月,陕西西安,分会场报告题目:Do foreign institutional investors curb corporate carbon emissions in China?
2022年第十九届中国金融学年会,2022年10月,中国上海,分会场报告题目:Climate change news beta and the cross-sectional stock return
2022年第二十一届中国金融工程学年会,2022年11月,浙江温州,分会场报告题目:Do foreign institutional investors curb corporate carbon emissions in China?
2020年第十八届金融系统工程与风险管理国际年会,2020年11月,中国北京,分会场报告题目:增长机会,异质信念与企业估值
2020年第十七届中国金融学年会,2020年11月,中国北京,分会场报告题目:The impact of asset redeployability on firm value during COVID-19
2019年第十六届中国金融学年会,2019年10月,中国杭州,分会场报告题目:产品市场竞争,Rundefinedamp;D溢价和投资溢价
2017年第十五届金融系统工程与风险管理国际年会,2017年10月,中国北京,分会场报告题目:产品市场竞争能解释盈利溢价吗?
2015年中国金融国际年会(CICF),2015年7月,中国深圳,分会场报告题目:增长期权与资产定价:生命周期视角
2015年第十三届金融系统工程与风险管理国际年会,2015年8月,中国芜湖,分会场报告题目:实物期权调整的CAPM,获得会议最佳论文