The Chinese University of Hong Kong, Shenzhen is hosting a summer school in finance research. The aim of the summer school is to teach cutting edge methodology in finance research, from both theoretical and empirical perspectives, to PhD students and junior researchers. A wide range of topics will be covered, including financialization of commodity markets, dynamic corporate finance theory, active asset management and mutual funds, empirical financial contracting, liquidity and asset pricing, and behavioral finance. Instructors are chosen from the world’s top scholars actively working in these areas. The summer school is structured to stimulate ideas for frontier research in finance, as well as for practical financial applications such as risk management and asset management.

Lectures and Instructors (tentative schedule):

Over four days, there will be six lectures each of three hours in length, scheduled as follow:

Thursday July 9

6:00-9:00PM

·         Wei Xiong [ (Princeton University and CUHK(SZ): The Financialization of Commodity Markets

Friday July 10

1:30-4:30PM

·          Neng Wang (Columbia University): Corporate Liquidity and Risk Management

Saturday July 11

8:30-11:30AM

·          Robert Stambaugh (University of Pennsylvania): Active Asset Management and Mutual Funds

1:30-4:30PM

·         Efraim Benmelech (Northwestern University): Empirical Financial Contracting

Sunday July 12

8:30-11:30AM

·         Jiang Wang (MIT): Liquidity and Asset Pricing

1:30-4:30PM

·          Jianfeng Yu [CUHK(SZ) and University of Minnesota: Empirical Behavioral Finance

Funding

There is no attendance fee for admitted participants. The summer school will provide accommodation from Thursday July 9 to Tuesday July 13 (4 nights) at a nearby hotel to students from outside Shenzhen area. Participants are responsible for their own travel costs and other local expenses.

Application

Junior faculty members and PhD students in finance and related fields are welcome to submit applications to the summer school.  Please send CV, a half-page statement of research interests along with the application form to Ms. Hattie He at heshuyun@cuhk.edu.cn before June 21, 2015. Please also provide one contact (email or phone number) for reference along with your application. No official reference letter is required in the application. Summer school organizers may seek reference from the contact if needed.

Practitioners are also welcome to attend the summer school. For practitioners, please also send CV along with the application form to Ms. Hattie He at heshuyun@cuhk.edu.cn before June 21, 2015.

Successful applicants will be notified by June 25, 2015.