PENG Ke
Address:
Room 202E,Building E, HIT Campus of ShenZhen University Town, XiLi, Shenzhen, China (518055)
Email:
k.peng@hit.edu.cn
Phone:
+86-755-26612113
+86-755-26033494(Fax)
PERSONAL PROFILE
 
RESEARCH INTEREST
 
Financial market empirical analysis; securitization; investment strategy; Finance and enviromental issue interface; econometrics;
EDUCATION  
2006
PhD(Finance), University Strathclyde, U.K.
2000
MSc(Finance), National University of Singapore
1997
MA(International Finance), Southwestern University of Finance and Economics, P. R. China
1994
BA(Public Finance), Southwestern University of Finance and Economics, P. R. China
RESEARCH & WORK EXPERIENCE  
2010- Now
Associate Professor in Finance, School of Urban Planning and Management, Harbin Institute of Technology Shenzhen Graduate School
Associate Director, School of Urban Planning and Management
Director, Centre for Applied Economics and Finance
2008 – 2010
Lecturer in Finance, School of Management, University of Southampton, U. K.
Programme Director, MSc International Financial Markets,
Uiversity of Southampton, U. K.
2003 – 2007
Lecturer in Finance, School of Management, University of Bradford, U. K.
PROFESSIONAL QUALIFICATION & ACADEMIC SERVICE
 
RESEARCH PROJECTS
2012.1-2014.12
Project supported by the National Natural Science Foundation of China (Grant No. 71103050). "Environmental Performance, Financial Performance and Corporate Risk". PI.
2012.10-2014.12
Project supported by Harbin Institute of Technology Educational Innovation Fund: "Fixed Income Securities Textbook". PI.
2010-2011
Project supproted by the Soft Science Foundation of ShenZhen City (No. RKX201009200002A): "Assessing Index of Independent Innovation Capability in Shenzhen".
RESEARCH ACHIEVEMENT & AWARDS
2013.3
Excellent Teacher‘s Prize. Awarded by the First National University Students Competition on Quantitative Investment Strategy.
2012.7
Excellent Teacher‘s Prize. Awarded by the 2012 National University Students Simulation Competition on Financial Investment Strategy (Student won the first place)
2012.1
"One.Hundred.Ten thousand" Low-income Housing Planning Competition organized by ShenZhen government, First Prize.
2010
2010 Autumn HITSGS Teaching Demonstration Activities. Second Prize.
PATENT
   
PAPER & BOOK PUBLICATIONS
1) 王苏生,常凯,彭珂等.国际碳排放持有成本N因素仿射模型[J].管理工程学报,2013

2) Kai Chang,Su Sheng Wang, Ke Peng et al. The valuation of futures options on carbon emissions under the term structure of stochastic multi factors[J]. WSEAS Transaction on System, 2013(01)

3) Choudhry, Taufiq, McGroarty, Frank, Peng, Ke and Wang, Shiyun (2012) High frequency exchange rate prediction with an artificial neural network. Intelligent Systems in Accounting Finance & Management, 19, (3), 170-178.

4) Choudhry, T., Lu, L. and K. Peng (2010). Time-Varying Beta and the Asian Financial Crisis: Evidence from the Asian Industrial Sectors. Japan and the World Economy, 22, 228-234

5) Peng, K and S. Wang, (2008) ‘The Momentum and Mean Reversion of Nikkei Index Futures: A Markov Chain Analysis’. Advances in Quantitative Analysis of Finance and Accounting, Vol.6, pp. 239-251

6) Choudhry, T., Lu, L. and K. Peng, (2007) ‘Common Stochastic Trend among Far East Stock Prices: Effect of the Asian Financial Crisis’. International Review of Financial Analysis, 16(3), pp. 242-261

7) Peng, K, (2006) ‘Does Liquidity Information Matter? A View from Fixed Income Dealers’. Working paper series 06/03, Bradford University School of Management

8) Peng K., J. Liu, and S. Wang, (2004) ‘Time Varying Prediction of UK Asset Returns’. China Journal of Finance, 2(1), pp. 107-128

9) Peng, K, T. Choudhry, and E. Ng, (2004) ‘Dynamic Interaction among Asian Exchange Rates: Evidence from Asian Financial Crisis’. Working paper series 04/08, Bradford University School of Management

10) Peng, K, L. Jang, and S. Wang, (2003) ‘Time Varying Prediction of UK Asset Returns’. Working paper series 03/13, Bradford University School of Management
CONFERENCE PAPERS/TALKS
 
1) The 16th Forecasting Financial Markets Conference, 2009, Luxembourg: University of Luxembourg. Paper presented: Artificial Neural Network and High Frequency Exchange Rate Prediction

2) The All China Economic International Conference, 2009, Hong Kong. Paper presented: Time-Varying Beta and the Asian Financial Crisis: Evidence from the Asian Industrial Sectors.

3) The 4th China International Conference in Finance, 2006, Xi’an, China. Paper presented: Risk management in a dealership market—evidence from fixed income market. June 2006. This paper was invited for EFMA 2006 annual meeting.

4) The 3rd China International Conference in Finance, 2005, Kunming, China. Paper presented, “Does liquidity matter—evidence from London fixed income market”, July 2005. This paper was invited for EFMA2005 annual meeting.

5) The European Financial Management Association 2004 Meeting, Basel, Switzerland. Paper presented, “Common Stochastic Trend among Far East Stock Prices: Effect of the Asian financial Crisis”, June 2004.

6) International conference on Macroeconomic Analysis and International Finance, Crete, Greece. Paper presented: “Dynamic Interaction Among Asian Exchange Rates: Evidence from Asian Financial Crisis”, May 2004

7) The Chinese Financial Development Conference, Chengdu, China. Paper presented: “Inventory control behaviour of fixed income market makers”, December 2003

8) European Financial Management Association (EFMA) 2003 conference. Helsinki, Finland. Paper presented: “Time varying prediction of UK asset returns”, June 2003

9) Scottish Institute for Research in Investment and Finance (SIRIF) Doctoral Colloquium. Paper presented: “Liquidity of fixed income security—evidence from London”, August 2002

10) BAA Doctoral Colloquium held in Manchester Business School. Paper presented: “Dynamic Interaction of exchange rates—evidence from Asian financial crisis”, April 1999.
TEACHING/SUPERVISING EXPERIENCE
Teaching (2010-now)
Fixed Income Securities Analysis
Derivatives
Graduated Students
Chenyin Tian, Master's Student, 2010-2012, Won the Golden Scholarship for the Postgraduate students in HITSGS, and the 1st place in the 2012 National University Students Simulation Competition on Financial Investment Strategy

Yongbo Kang, Master's Student. 2010-2012. Won the 2012 National Scholarship for Postgraduate students
Teaching (2008-2010)
Institutional Asset Allocation
Fixed Income Securities Analysis
Financial Management
Derivatives

Supervise PhD student:

Jo-yu Wang
Teaching (2003-2007)
International Finance
Financial Market and Instrument
Financial Management

Supervise PhD student:

Dima W. H. Alrabadi
Updated:2017-09