Menggen Chen, Ph.D., Professor

School of Statistics, Beijing Normal University

Address: No.19 Xinjiekouwai St., Beijing, P.R.China

Tel: 0086-10-58808012

Zip Code: 100875

E-mail: cmg@bnu.edu.cn

 

School of Statistics, Dongbei University of Finance and Economics

Ph.D., Economics, 2005

Guanghua School of Management, Peking University

Post-doctor, Finance, 2007

Department of economics, University of York (UK)

Visiting scholar, 2006-2007

Hongyuan Securities Company, Ltd.

Senior economist, 2010

 

Research Interests

Economic statistics, Empirical finance, Capital markets

Publications

Papers

1)        Risk-Return Tradeoff in Chinese Stock Markets: Some Recent Evidence. International Journal of Emerging Markets, Vol. 10 Iss: 3, 2015, pp.448-473.

2)        International Comparative Study on the Government Debt Statistics (with Yin Decai). Statistical Research, 2015, 32(11): 79-87.

3)        Development, Revision and Influence of the International Standard for Monetary and Financial Statistics (with Zhang Weijing). International Economic Review,2015(5), pp.100-110.

4)        Financial Crisis and Information Gaps: Statistical Analysis. Statistical Research, 2014, 31(11): 15-23.

5)        Research on the Comparison and Integration Between ICP and CPI(with Hu Xuemei). Statistics Research,2014(4),pp.13-21.

6)        Analysis on the Latest Revision of IMF’s Monetary and Financial Statistical Framework(with Zhang Weijing). Comparison of Economics and Society System, 2014(3).

7)        Analysis on Optimal Structure for Investment and Consumption. Finance and Trade Research, 2014(2),pp.1-6.

8)        Chen Menggen, Research on the Securities Risk-Return Tradeoff in China. Journal of Information & Computational Science, Vol.10, No. 7, May 2013, pp.2109-2116. (EI)

9)        The Rise and Latest Research Progress of Algorithmic Trading. Securities Market Herald, 2013 (9), pp.11-17.

10)    A Study of Relationship between Stock Market Risks and Returns Based on Mixed-Frequence Sampling Methods. Contemporary Finance＆Economics, 2013(11), pp.47-55.

11)    Empirical Evidence on the Dynamic Risk-Return Tradeoff in China’s Stcok Markets after the Entry into WTO. Investment Research, 2013(11),pp.138-149.

12)    Inflation and Industry Split in Stock Market(With Lu Zuqiang), Research on Fiancial and Economic Issues, 2012(2), pp.50-56.

13)    Implementation Approach and the Progress of National Strategy for the Development of Statistics. China Soft Science, 2012(5),pp.11-19.

14)    Implementation of 2008 SNA and National Strategy for the Development of Statistics. Statistics Research,2012(3),pp.14-21.

15)    Analysis on the Development of Financial Accounting in 2008 SNA and Issues for Further Research. Finance&Trade Economics, 2011(11), pp.74-81.

16)    Study on the Risk-Return Relationship in Chinese Stock Markets: Sampling from the Mixed Data(with Xie Yingni), in Recent Advance in Statistics Application and Related Areas, AUSSINO ACADEMIC PUBLISHING HOUSE, Australia, 2009, pp.508-515. (ISTP)

17)    Influence of Rights Issue on the Stock Reutrns in Long Run: Study by a Modified Three-factor Model(with Mao Xiaoyuan and Yang Yunhong). Financial Research, 2008(5), pp.114-129.

18)    Statistical Capacity Building in China Based on the View of Data Quality(with Qiu Dong). Contemporary Finance＆Economics, 2008(3). pp.113-117.

19)    Testing for the Long-range Dependence in Chinese Stock Markets, Conference of 2008 International Institute of Applied Statistics Studies, 2008, pp.985-990. (ISTP)

20)    Statistical Capacity Building and National Strategy for the Development of Statistics. Statistics Research, 2008(4), pp.7-15.

21)    There Should Be Less Self2accusation on Chinese Resource Consumption : Pondering on Resource Consumption Stratification Hypothesis(with Qiu Dong). Statistics Research, 2007(2), pp.14-26.

22)    Economic Analysis on the Equity Financing Preference of Listed Companies. Statisitics& Information Forum, 2007(5), pp.26-34.

23)    Empirical Study on Price Co-movement Effect in Chinese Securities Market(with Mao Xiaoyuan). Fiance &Trade Research,2007(5),pp.93-99.

24)    Stock Price Informativeness and the Activity of Market Trading(with Mao Xiaoyuan). Financial Research, 2007(3),pp.125-139.

25)    An Empirical Study on the Consistency of Price Fluctuation in Chinese Securities Market and the Macro-economy.Economy Management, 2005(16), pp.79-85

26)    Analysis on the Transmission Effect of Price Shocks in Chinese Securities Market(With Cao Fengqi). Management World, 2005(10), pp.24-33.

27)    On the Theory Basis and Measuring Method of Green GDP. China Population Resources and Environment, 2005(1).

28)    Strategic Steps and Policy Selection to Develop China Securities Market under the Transition Conditions. Social Science Journal, 2005(2).

29)    Corpora Returning, Order Reconstructing and the Development of China Securities Market (with Qiu Dong), Management World, 2004(3).

30)    Path Selection of Chinese Securities Market Next Development, Finance & Trade Economics, 2004(8).

31)    The International Development of “Tracking Stock” and the Enlightenment to China. Economical Management, 2004(5).

32)    Policy Selection on Speeding up the Marketization of Chinese Securities Market. China Business and Market, 2004(8).

33)    Chinese Securities Market Needs Institution Innovation, Economic Daily, 2004(11), No.7.

34)    How to Develop Chinese Securities Market: Opinions by Institutional Economics. Social Science Journal, 2004(4).

35)    Chinese Incomplete Stock Market: Generating Causes and Features Analysis. Finance and Trade Research, 2004(4).

36)    On the Function Chinese Contortion and Policy-Expectation in Chinese Stock Market. Journal of Shandong College of Finance and Economics. 2004(4).

37)    Empirical Study on the Long-memory Effect in Chinese Stock Market. Economic Research Journal,2003(3).

38)    Empirical Study on the Fractal Structure Feature of Stock Prices: a Modified R/S Analysis. Statistical Research, 2003(4).

39)    The S-D Gap Sudden Turnover in China Huge Market——A Kind of Synthesizing Falsehood in Product Supply. Reform, 2003(4).

40)    Tracking stock: an Innovational Equity-restructuring Instrument, the Journal of Management Modernization, 2003(6).

41)    Output Improvement Inertia in China Huge Market:A Feature of small trade Goods Supply. Finance and Trade Research, 2003(4).

42)    Academic Analysis on One Supply Feature in Huge Market. Journal of Yunnan University Of Finance and Economics (bimonthly), 2003(5).

43)    An Analysis on the Characters of Tracking Stock. Securities Market Herald (Monthly) , 2003(11).

44)    How to Accelerating the Process of Stock Market Institutional Innovation. Market and Development, 2003(12).

45)    China Should Adopt Totally-circulating Stock Issue Institution. Journal of Dongbei University of Finance and Economics, 2003(2).

46)    Strategies of Chinese Stock Market Development: Mechanism Transformation and Path-switching. Contemporary Finance & Economics. 2002(5).

47)    Economical Analysis on the Pricing of State-owned Shares. Market and Development, 2002(4).

48)    Securities Market Development and The Actor Transferring of Government. Market and Development, 2002(10).

49)    The Breakthrough Point of the Following Institutes Innovation of China Stock Market (with Li Zhanmeng). Journal of Shandong College of Finance and Economics, 2002(6).

50)    The Strong Exogeneity and Institutional Innovation of Chinese Securities Market. Research on Fiancial and Economic Issues. 2001(10).

51)    Policy Selection During the Process of Accelerating China Stock Market Marketization in the Future(with Li Zhanmeng)，Journal of Yunnan University Of Finance and Economics (bimonthly), 2001(4).

52)    A Discussion on the Approach of Circulating and Reducing the State-owned Stocks. Investment and Cooperation, 2000(4).

53)    How to Resolve the Problem of State-owned Shares  (with Sun Gang). Economic Herald , 2000(4).

54)    The Efficiency and Drawback of an Institution. Economic Highlights, 1999(10), No.1.

55)    Study on the Abnormal Fluctuation of Soybean Future Contract. Chinese Securities and Futures, 1999(5).

56)    Study on Financial Statititics in China. Statistical Research, 1999(1).

57)    An Sample Investigation on the Chinese Investors’ Behavior. China Reform, 19998(4).

58)    The Role of Futures Market in the Reform of Grain Trade Market. Futures Herald, 1998(8).

59)    On the Pricing Model of IPO. Securities Research, 1998(6).

60)    How to Excavate the Potential Chance in Marketing (with Li Shao). China Business and Market, 1997(1).

61)    The Popular CALS in the World. World Economy, 1997(5).

62)    Improve the Qualification of FDI and Reemerging the Economy of Liaoning Province: an Investigation. Foreign Economy and Trade Research, 1997(2)，No.811.

63)    Reform of the SOEs in China. Decision Journal, 1996(1).

Books

1)        Fronties of Some Problems in the Economic Statistics. Chinese Statistics Publication House,2014.

2)        Securities Market’s Maturing and Institutional Evolution in the Transition Economy. Publish House of Chinese Finance&Economics,2007.

3)        Analysis on the Price-comovement Effect in Chinese Securities Markets. Publish House of Dongbei University of Finance & Economics,2010.

4)        Study on the Institutional Efficiency of Chinese Listed Company. Publish House of Social Science Bibliography, 2006.

Research Project

1)        Key Project of National Social Science Fund of China (13AZD086): The Technologic Innovation of Implementing the ICP for China, supported by National Planning Office of Philosophy and Social Science, China, 2013-2015.

2)        Program for New Century Excellent Talents in University (NECT-11-0029): Measuring the Bias of Consumer Pricing Index(CPI), Ministry of Education,China,2011-2014.

3)        The Fundamental Research Funds for the Central Universities (2012WZD02)

4)        Key Research Project of National Statistical Science (2012LZ042), Bureau of National Statistics,2012-2014.

5)        Humanities and Social Science Project of the Ministry of Education (13YJA630005): Social Science Research Foundation of the Ministry of Education of China,2013-2016.

6)        Fok Ying Tung Education Foundation (No. 101088): Empircal Study on the Comovement Effect of Stock Price in China, 2006-2009.

7)        National Natural Science Foundation of China (No.70503005), Study on the Transimmion Mechanism of Stock Price Shock, 2005-2008.

8)        Humanities and Social Science Project of the Ministry of Education (No.05JC910005): Social Science Research Foundation of the Ministry of Education of China, 2006-2008.

9)        Project of National Social Science Fund of China (03CJY026): The Efficiency Loss of Securities Market for Strong Exogeneity and the Path of Reformation, supported by National Planning Office of Philosophy and Social Science, China, 2003-2004.

10)    Firms’ Capital Structure and how to Participate Capital Market, financially supported by The Department of Education, Liaoning Province, 2002-2004.

11)    The Classification of Society and its Effect on Procreation Culture, financially supported by National Bureau of Population, China, 2001-2002.