吳仰儒是美國(guó)俄亥俄州俄亥俄州立大學(xué)博士。中央財(cái)經(jīng)大學(xué)中國(guó)金融發(fā)展研究院院長(zhǎng)。現(xiàn)任美國(guó)新澤西州州立大學(xué)Rutgers商學(xué)院金融學(xué)教授，數(shù)量金融碩士學(xué)位項(xiàng)目主任。兼任北京大學(xué)，南開(kāi)大學(xué)，大連理工大學(xué)客座教授；Journal of Money Credit and Banking副編輯；Afro Asian Journal of Finance and Accounting編委；經(jīng)濟(jì)與金融學(xué)報(bào)編委。吳教授曾擔(dān)任新加坡管理大學(xué)和新加坡國(guó)立大學(xué)訪問(wèn)教授，香港金融管理局客座研究員，和上海證券交易所高級(jí)金融專家。
教育背景
1993年6月，美國(guó)俄亥俄州俄亥俄州立大學(xué)，博士學(xué)位
1987年12月，特拉華大學(xué)，碩士學(xué)位.
1982年2月，中國(guó)廣東海洋大學(xué)，學(xué)士
個(gè)人學(xué)術(shù)
吳教授的主要研究工作在國(guó)際金融，家庭金融，資產(chǎn)定價(jià)，和宏觀經(jīng)濟(jì)實(shí)證研究。他已在國(guó)際著名的金融和經(jīng)濟(jì)學(xué)術(shù)刊物上發(fā)表了四十多篇論文，包括Journal of Finance, International Economic Review, Journal of Monetary Economics, Economic Journal, Biometrika等頂尖刊物。吳教授曾榮登Tom’s Ranking全球頂尖500名經(jīng)濟(jì)學(xué)家排行榜(華人經(jīng)濟(jì)學(xué)家排名第19名。
研究方向：國(guó)際金融，家庭金融，資產(chǎn)定價(jià)，和宏觀經(jīng)濟(jì)實(shí)證研究
個(gè)人榮譽(yù)
榮登全球1000名經(jīng)濟(jì)學(xué)家排行榜，全球華人經(jīng)濟(jì)學(xué)家排名第1位
2003，美國(guó)新澤西州州立大學(xué)Rutgers商學(xué)院，資深教授杰出研究獎(jiǎng)
2002，Crowell Award Finalist, PanAgora Asset Management, Boston
1999，金融管理國(guó)際學(xué)會(huì)，全會(huì)最佳論文獎(jiǎng)
1999，金融管理國(guó)際學(xué)會(huì)，金融投資最佳論文獎(jiǎng)
1996-97，美國(guó)西佛吉尼亞大學(xué)商學(xué)院，杰出研究獎(jiǎng)
1992，美國(guó)俄亥俄州俄亥俄州立大學(xué)，戴思獎(jiǎng)學(xué)金
1986-1987, 1987-1988，特拉華大學(xué)，研究院獎(jiǎng)學(xué)金
Publications in English
1. “Explosive Behavior in the 1990s 納斯達(dá)克股票交易所: When Did Exuberance Escalate Asset Values?” (with Peter Phillips and Jun Yu), International Economic Review, forthcoming.
2. “Risk Adjustment and Momentum Sources” (with Jun Wang), Journal of Banking and Finance, forthcoming.
3. “Momentum Trading, Mean Reversal and Overreaction in Chinese Stock Market,” Review of Quantitative Finance and Accounting, forthcoming.
4. “Optimal Transaction Filters under Transitory Trading Opportunities: Theory and Empirical Illustration” (with Ronald Balvers), Journal of Financial Markets 13, 2010, 129-156.
5. “VAR Models: Estimation, Inferences and Applications” (with Xing Zhou), Handbook of Quantitative Finance and Risk Management, 2010, 1391-1398.
6. “Effective Fair Pricing of International Mutual Funds” (with Choong Tze Chua and Sandy Lai), Journal of Banking and Finance 32, 2008, 2307-2324.
7. “松香酸 Trading Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market” (with Min Qi), Journal of Money, Credit and Banking 30, 2006, 2135-2158.
8. “Momentum and 平均數(shù) Reversion across National Equity Markets” (with Ronald Balvers), Journal of Empirical Finance 13, 2006, 24-48.
9. “Predictability of Short-Horizon Equity Returns in International Equity Markets” (with Dilip Patro), Journal of Empirical Finance 11, 2004, 553-584.
10. “On the Size and 功率 of Normalized Autocorrelation Coefficients” (with 安德魯 Kwan and Ah-Boon Sim), Applied Financial Economics 15, 2005, 1-11.
11. “A Comparative Study of the Finite-sample 表演 of Some Portmanteau Tests for Randomness of a 時(shí)間 Series” (with Andy Kwan and Ah-Boon Sim), Computational 統(tǒng)計(jì)學(xué) and Data Analysis 48(2), 2005, 391-413.
12. “Random Walk versus Breaking Trend in Stock Prices: Evidence from Emerging Markets” (with Kausik Chaudhuri), Journal of Banking and Finance 27, 2003, 575-592.
13. “Mean Reversion in Stock Prices: Evidence from Emerging Market” (with Kausik Chaudhuri), Managerial Finance 30, 2004, 22-37.
14. “Nonlinear Prediction of Exchange Rates with Monetary Fundamentals” (with Min Qi), Journal of Empirical Finance 10, 2003, 623-640.
15. “Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply” (with Junxi Zhang), Annals of Economics and Finance 4, 2003, 353-367.
16. “On the Use of the Sample Partial Autocorrelation for Order Determination in a Pure Autoregressive Process: A Monte Carlo Study and Empirical Example” (with 安德魯 Kwan), Applied Economics Letters 12, 2005, 133-139.
17. “Further Results on the Finite-Sample Distribution of Separate Tests for Univariate 時(shí)間 Series Models” (with Andy Kwan and Fassil Nebebe), Journal of Statistical Research 36(1), June 2002, 99-110.
18. “Explaining Exchange Rate Risk in World Stock Markets: A Panel Approach” (with Dilip Patro and John Wald), Journal of Banking and Finance 26, 2002, 19511972.Reprinted in Financial Markets, edited by Jeff Madura, SAGE Library in Business and Management, 2004.
19. “The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns” (with Dilip Patro and John Wald), European Financial Management 8(4), 2002, 421-448.
20. “The Effects of Inflation on the Number of Firms and Firm Size” (with Junxi Zhang), Journal of Money, Credit and Banking 33(2), 2001, 251-271.
21. “Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies” (with Ronald Balvers and Erik Gilliland), Journal of Finance 55(2), 2000, 745-772.Summarized (by Roger Ignatius) in The CFA Digest, 34(4), 2000.
22. “Monopolistic Competition, Increasing Returns to Scale and the Welfare Costs of Inflation” (with Junxi Zhang), Journal of Monetary Economics 46(2), 417-440, 2000.
23. “Exchange Rates and Fundamentals: Evidence from Out-of-Sample Forecasting Using Neural Networks,” (with Min Qi), in Computational Finance, a refereed book edited by Y.S. Abu-Mostafa, B. LeBaron, A.W. Lo and A.S. Weigend, Cambridge, MA: MIT Press, 1999, Chapter 18, 271-286.
24. “Endogenous Markups and the Effects of Income Taxation: Theory and Evidence from OECD Countries” (with Junxi Zhang), Journal of Public Economics 77, 2000, 383-406.
25. “Rethinking Deviations from Uncovered Interest Parity: the Role of Covariance Risk and Noise” (with Nelson Mark), The Economic Journal 108, 1998, 1686-1706.
Reprinted in New Developments in Exchange Rate Economics, edited by Lucio Sarno and Mark Taylor, Edward Elgar Publishing, 2001.
26. “Are the U.S. Exports to and Imports from Japan Cointegrated?” (with Junxi Zhang), Journal of Economic Integration 13(4), 1998, 626-643.
27. “Identifying Trends and Breaks in Primary 大宗商品 Prices” (with Badillo and Labys), European Journal of Finance 5(4), 1999, 315-330.
28. “Endogenous Growth and the Welfare Costs of Inflation” (with Junxi Zhang), Journal of Economic 動(dòng)力學(xué) and Control 22(3), 1998, 465-482.
29. “前鋒 Premiums as Unbiased Predictors of Future Currency Depreciation” (with Hua Zhang), Journal of International Money and Finance 16(4), 1997, 609-623.
30. “An Empirical Investigation on the 時(shí)間Series Behavior of the U.S.-China Trade Deficit” (with Junxi Zhang), Journal of Asian Economics 9(3), 1998, 467-485.
31. “Fixed Investment and Economic Growth in China” (with 安德魯 Kwan and Junxi Zhang), Economics of Planning 31(1), 1999, 67-79.
32. “Further Results on the Finite-Sample Distribution of Monti’s Portmanteau Test for the Adequacy of an ARMA(p,q) Model” (with Andy Kwan), Biometrika 84(3), 1997, 733-736.
33. “Hysteresis in Unemployment: Evidence from OECD Countries” (with Frank Song), Quarterly Review of Economics and Finance 38(2), 1998, 181-192.
34. “Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility” Economic Inquiry XXXV, 1997, 309-319.
35. “Understanding Spot and 前鋒 Exchange Rate Regressions” (with Weike Hai and Nelson Mark), Journal of Applied Econometrics 12(6), 1997, 715-734.
Reprinted in New Developments in Exchange Rate Economics, edited by Lucio Sarno and Mark Taylor, Edward Elgar Publishing, 2001.
36. “Capital Controls and Covered Interest Parity in the EU” (with Mark J. Holmes), Weltwirtschaftlichcs Archiv 133(1), 1997, 76-89.
37. “Hysteresis in Unemployment: Evidence from 48 U.S. States” (with Frank Song), Economic Inquiry XXXV, 1997, 235-243.
38. “An Exogeneity Analysis of Financial Deepening and Economic Growth: Evidence from Hong Kong, South Korea and Taiwan” (with Andy Kwan and Junxi Zhang), Journal of International Trade and Economic Development 7(3), 1998, 339-354.
39. “The Trend Behavior of Real Exchange Rates: Evidence from OECD Countries,” Weltwirtschaftlichcs Archiv 133(2), 1997, 282-296.
40. “Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries” (with Hua Zhang), Journal of Money, Credit and Banking 28, 1996, 604-621.
41. “A Comparative Study of the Finite-Sample Distribution of Some Portmanteau Tests for Univariate Time-Series Models” (with Andy Kwan), Communications in 統(tǒng)計(jì)學(xué)Simulation and Computation 25(4), 1996, 867-904.
42. “Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test,” Journal of Money, Credit and Banking 28, 1996, 54-63.
43. “Mean Reversion in Equilibrium Real Exchange Rates,” International Economic Journal 10, 1996, 85-104.
44. “Asymmetry in 前鋒 Exchange Rate Bias: A Puzzling Result” (with Hua Zhang), Economics Letters 50, 1996, 407-411.
45. “Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury-Bill Yields” (with Hua Zhang), Review of Quantitative Finance and Accounting 8, 1997, 87-99.
46. “Are There Rational Bubbles in Foreign Exchange Markets?” Journal of International Money and Finance 14(1), 1995, 2746.
47. “The Opportunity Cost of Coastal LandUse Controls” (with George Parsons), Land Economics 67, 1991, 308316.
Publication in Chinese 48. “我國(guó)上市公司可持續(xù)發(fā)展的計(jì)量模型與實(shí)證分析”, (蘇冬蔚, 吳仰儒), 經(jīng)濟(jì)研究，2005年第一期，106-116。
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