于博 副教授

聯絡資料

辦公室: 2203

辦公室電話：8590-2809

電郵: boyu@cityu.edu.mo

WOS ResearcherID: KOC-4545-2024
ScopusID: 57211031859
ORCID: 0000-0002-6985-5205

學術工作經驗

2026-今： 澳門城市大學 副教授

2021-2026： 澳門城市大學 助理教授

學歷:

澳門大學 工商管理博士

澳大利亞國立大學 金融管理碩士

遼寧大學 管理學學士

簡介

于博博士現任澳門城市大學金融學院副教授。他本科畢業于遼寧大學，並於澳大利亞國立大學取得碩士學位。澳門大學授予他博士學位。他的主要研究興趣是資產定價、交易策略及公司治理。他的論文曾經在International Review of Financial Analysis, Asia-Pacific Journal of Accounting and Economics和Economies上發表，並擔任International Review of Financial Analysis和 Emerging Markets Finance and Trade的審稿人。另外于博士的研究在多個學術會議上進行講演，包括：the 12^th International Symposium of Quantitative Economics、2023 International Conference on Firm Governance、2nd and 4th International Conference on Financial Regulation and Financial Stability、32nd Australasian Finance and Banking Conference及2019 Cross Country Perspectives in Finance (CCPF) – Sustainable Finance Conference。

教學科目

• 固收債券
• 投資組合管理
• 金融學原理
• 學術專題項目I
• 風險管理簡介

研究方向

• 資產定價
• 交易策略
• 公司治理

論文發表

1. Dong, L., Yu, B., & Lam, K.S.K., (2025). "The Profitability of Integrating Technical Analysis with Liquidity Premium Trading Strategy." The European Journal of Finance, 31(15): 1921-1947. (SSCI: Q1, ABS3)
2. Shang, Z. L., Yu, B., & Lam, K.S.K., (2025). "Does ESG Explain Stock Returns? Evidence from Chinese Stock Markets." Finance Research Letters (107214). (SSCI: Q1, ABS2)
3. Yu, B., Dong, L., Qin, Z.J., & Lam, K.S.K., (2025). "What is the best composite liquidity proxy for stock return explanation? Evidence from the Chinese stock market." Pacific-Basin Finance Journal 102686. (SSCI: Q1)
4. Lin, Y. E., Teng, S., Yu, B., and Lam, K.S.K., (2025). "ESG rating, rating divergence and investment efficiency: International evidence." The Quarterly Review of Economics and Finance 100(101975). (SSCI: Q1)
5. Lin, Y. E., Xu, Y. X., Yu, B., and Lam, K.S.K., (2025). "The impact of outcome uncertainty on corporate investment compensation peer effects." North American Journal of Economics and Finance 76(102349). (SSCI: Q1)
6. Yu, B. (2024). "Is the Chinese stock market efficient? Evidence from a combined liquidity trading strategy." China Finance Review International 61(96). (CAS: Q1)
7. Dong, L., Yu, B., Qin, Z., & Lam, K. S. (2024). Liquidity risk and expected returns in China’s stock market: A Multidimensional Liquidity approach. Research in International Business and Finance, 102247. (SSCI: Q1)
8. Lin, Y.E., Jiang, X. T., Yu, B., Lam, K., (2023) Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets, International Review of Financial Analysis, vol. 89, no. 102774, 1-15. (SSCI: Q1)
9. Dong, L., Kot, H.W., Lam, K. and Yu, B., (2020), China vs. U.S.: Is co-skewness risk priced differently?, Asia-Pacific Journal of Accounting and Economics, vol. 28, no. 1, 1-21. (SSCI, ABS2, ABDC: B)
10. Lam, K., Dong, L. and Yu, B., (2019), Value Premium and Technical Analysis: Evidence from China’s Stock Market, Economies (Special Issue), vol. 92, no. 7, 1-25. (ABS1)

學術會議

1. Yu-En Lin, Xuanyu Gao, Bo Yu, Keith S.K. Lam, Brand Capital, Digital Application and Investment Efficiency, Proceedings of the 3^rd China International Conference on Intelligent Accounting & Finance, CICIAF (Tianjin, China).
2. Yu-En Lin, Xuanyu Gao, Bo Yu, Keith S.K. Lam, Brand Capital, Digital Application and Investment Efficiency, Proceedings of the 11^th China Financial Management Annual Conference (Changsha, China).
3. Yu-En Lin, Shi Teng, Kunpeng Hao, Bo Yu, 2025, The Impact of ESG Rating Divergence on Dividend Policy, Proceedings of 2025 the SBS International Conference for Finance (SBSICF).
4. Yu-En Lin, Shi Teng, Bo Yu, Keith S.K. Lam, August 2023, ESG Rating Divergence and Investment Efficiency: International Evidence, Proceedings of the 12th International Symposium of Quantitative Economics (Huludao, China).
5. Yu-En Lin, Yuxin Xu, Bo Yu, Keith S.K. Lam, July 2023, The Impact of Outcome Uncertainty on Compensation Peer Effects of Corporate Investments, Proceedings of the 2023 International Conference on Firm Governance (Qinhuangdao, China).
6. Yu-En Lin, Xiaotong Jiang, Bo Yu, Keith S.K. Lam, November 2021, Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets, Proceedings of the 4nd International Conference on Financial Regulation and Financial Stability (Taiyuan, China, Online).
7. Keith S.K. Lam, Bo Yu and Liang Dong, December 2020, The optimal combined liquidity proxy: Evidence from the Chinese stock market, Proceedings of the 2nd International Conference on Financial Regulation and Financial Stability (Online).
8. Liang Dong, Bo Yu and Keith S.K. Lam, December 2019, Liquidity and expected returns: Lessons from Asia-Pacific Stock Markets, Proceedings of the 32nd Australasian Finance and Banking Conference (Sydney, Australia).
9. Keith S.K. Lam, Liang Dong and Bo Yu, October 2019, Liquidity and Expected Returns: Cross-sectional evidence from Chinese Stock Market, Proceedings of the 2019 Cross Country Perspectives in Finance (CCPF) – Sustainable Finance Conference (Taiyuan, China).

參與課題

1. 復興絲綢之路：偏遠地區基建的證據與澳門的角色研究, 澳門基金會資助.
2. 退市软约束硬化对我国资本市场定价效率的影响效应与机制(No.24YJC790033), 教育部人文社科青年基金.

所獲獎項

1. Outstanding Paper Award at the 11th China Financial Management Annual Conference.
2. Highly Cited Paper in Economics and Business by Essential Science Indicators (ESI).