为增强学院学术氛围,加强学术科研合作,太阳集团tcy8722持续开展系列学术讲座。2024年7月13日上午,学院特邀请特拉维夫大学金融学教授兼霍格区块链研究所所长Evgeny Lyandres作专题学术讲座。
本次讲座中,Evgeny Lyandres教授介绍了自己近期在区块链领域的重要研究成果。主要内容为:We examine the effect of market efficiency on the efficiency of capital allocation in the setting of decentralized exchanges of crypto assets. Utilizing data on nearly 100 million trades in concentrated liquidity pools on two leading blockchains, we construct a highly granular, capital-market-based measure of capital allocation efficiency. We also design and implement a method of identifying market-efficiency-restoring arbitrage transactions among all blockchain transactions and construct arbitrage-based granular measures of market efficiency. We find that market efficiency has positive, economically and statistically significant, and causal impact on capital allocation efficiency..
讲座结束后,Evgeny Lyandres教授还与学院师生进行深入交流,探讨学术问题,现场气氛踊跃。
主讲嘉宾介绍:
Evgeny Lyandres教授的主要职务是特拉维夫大学金融学教授兼霍格区块链研究所所长,Journal of Corporate Finance(ABS 4星期刊)的联合编辑和多家期刊的副主编。他的研究重点是企业财务战略与运营战略之间的相互作用,以及产品市场竞争对各种企业财务决策的影响,如资本结构选择、并购战略和上市选择。他还对实物期权理论在企业财务和投资决策中的应用感兴趣。最近,他的研究重点主要转向区块链技术在金融领域的应用。他的理论和实证论文发表在The Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Management Science, Journal of Business, Review of Finance, and Journal of Financial and Quantitative Analysis 等国际顶级金融期刊上并获得许多奖项。