研究兴趣
宏观市场中的公司金融
资本市场上的行为金融
科研论文
1. Wujun Lv, Jie Wang, Chengxue Yao, Saiwei Zhuo. “Robust consumption and portfolio choice under the 4/2 stochastic volatility model”. The Journal of Derivatives Summer 2025, 32 ( 4) 116 - 140
2. Halim, Nafisa, Fan Jiang, Sisi Meng, Pallab Mozumder*, and Chengxue Yao. “Traveling for Safety: Price and Income Elasticities of Hurricane Evacuation Behavior”. Transportation Research Record 2024: 03611981241292593
3. Chengxue Yao, Fan Jiang, and Liang Guo. “Fixed investment or financial assets investment: Evidence from political uncertainty in China”. Accounting & Finance 63, no. 1 2023: 427-450.
4. Yizhong Wang, Chengxue Yao, Di Kang. Political connections and firm performance: Evidence from government officials' site visits Pacific-basin finance journal, 2019，57: 101021.
5. Alan Wang, Chengxue Yao, “Risks of Latin America sovereign debts before and after the financial crisis.” Applied Economics, 2014, 46(14): 1665-1676.
科研项目
1. 上海市“科技创新行动计划”软科学研究项目，24692108400，产业链数字化驱动上海现代化企业跨界创新的传导机制与影响效应研究，10万，主持，2024.6-2025.6
2. 上海市哲社办青年课题，全球产业链重构格局下上海现代化企业跨界创新提升产业链韧性的作用机制与升级效果研究，6万，主持，2024.10-2026.12
