ZHEN XIAOMU

Skilled multitasker with superior work ethic and good teamwork, problem-solving and organizational skills. Willing to take on any task to help team. Reliable and dedicated team player with hardworking and resourceful approach.

• Research Assistant "Financialization, Earnings Management and Stock Pricing", 12/2021, 12/2022, Based on the trading volume and daily closing price of domestic A-share main board stocks, wrote R code and divided the 3,083 stocks into 10 groups according to frequency of trading, Based on the analysis of the trading characteristics of the three groups, calculated the indicator “Probability of Informed Trading”(PIN), which was an important reference data for this research
• Risk Contagion Effect among Financial Sectors in Securities Market: Based on CCA-RVine-Copula Model, 09/2022, 12/2022, Measured the systemic risk of various financial sectors of China's securities market through CCA model, used cutting-edge VINE theory to compose the sectors as a whole, and used Copula as a medium to determine the correlation between the risks among the sectors, Built a quantitative model and defined the risk contagion effect of different financial sectors
• HUIYUAN Cup" Scientific Research Project, 10/2021, 05/2022, Project Director: planned the project schedule and communicated with the instructors, Considered the spatial spillover effect of energy allocation and environmental pollution, built independently a dynamic Spatial Dubin Model for econometric analysis and analyzed the environmental benefits of green credit
• The Dynamic Relationship between ‘Natural Resource Curse’ and Financial Development", 01/2022, 01/2022, Studied the relationship between oil rent price and financial development of China, innovatively used QADF test instead of traditional ADF test, constructed QARDL model and wrote GAUSS code to analyze both the short-term and long-term effect, Put forward policy suggestions to reduce the negative correlation between resource rent and financial development, at the same time focused on green and sustainable development
• Project "New Development of China-Russia Economic and Trade Relations in the Field of Logistics under the framework of A Belt and A Road", Outstanding Achievement Award, 11/2020, 11/2021, Comprehensively analyzed the political, historical and economic background of China-Russia cross-border trade, explored the driving force of its development and the future development of China-Russia trade relations and logistics