Nottingham University Business School
  • Print
   
   

Dr Ye Bai

Image of Staff Member
BA, MSc (Loughborough), PhD (Loughborough), PGCHE (Edinburgh Napier), Fellow of The Higher Education Academy (The Higher Education Academy)
Assistant Professor in Finance

Division: Industrial Economics and Finance
Centre/Institute: China Research Group
E-mail: Ye.Bai@nottingham.ac.uk
Tel: +44 (0) 115 8468487
Location: C27 (South Building, Jubilee Campus)

Ye Bai is Assistant Professor in Finance. She joined the School in 2010. Her current publications focus on the co-movements in international stock returns and risks and effects impeding perfect integration among national equity markets. She is module convenor of the third year finance core module "Financial Markets".

Research Interests
Portfolio analysis, asset pricing, financial markets in industrial and developing countries, law and finance

Administrative Roles
Extenuating Circumstances Co-Ordinator
Extenuating Circumstances Officer (UG)
Extenuating Circumstances Officer (PhD)
MSc Admissions Tutor (Banking and Finance)
I am module convenor of the following modules:


Undergraduate

Financial Markets (N13302)
Current Research Activities
Portfolio analysis, asset pricing, financial markets in industrial and developing countries, law and finance

International Collaborations, Organisation & Contributions
2012 - 2013    Spark Research Fund, Business School, University of Nottingham^^^Staff Mobility Fund, University of Nottingham
2008 - 2009    Business school research funding, Edinburgh Napier University
2008 - 2008    Business school research funding, Edinburgh Napier University
2003 - 2007    Development Fund Studentship, Loughborough University
I am currently supervising the following Research Students:

Haozhe Su
Rozita Saadan
 

Publications prior to 2005



Publications prior to 2005

Conferences

Bai, Y.; Green, C. 2004, "The Euro: Did the Markets cheer or jeer?", at Third Annual Conference of the "European Economics and Finance Society, held at the University of Gdansk, Poland.



Discussion Papers

Bai, Y. 0, "Global, Country and Industry Factors in International Equity Returns: A Review of Literature".

Bai, Y. 0, "A Comparison Study of the Experiences between European and Non-European Students in NUBS".



Publications from 2005 to the present day

Journal Articles

Bai, Y.; Chow, D.Y.P. (2017), "Shanghai-Hong Kong Stock Connect: An Analysis of Chinese Partial Stock Market Liberalization Impact on the Local and Foreign Markets", Journal of International Financial Markets, Institutions and Money, Vol.50, pp. 182-203.

Green, C.; Bai, Y.; Murinde, V.; Ngoka, K.; Maana, I.; Tiriongo, S. (2016), "Overnight interbank markets and the determination of the interbank rate: A selective survey", International Review of Financial Analysis, Vol.44, pp. 149-161, doi:10.1016/j.irfa.2016.01.014.

Bai, Y. (2014), "Cross-border sentiment: an empirical analysis on EU stock markets", Applied Financial Economics, Vol.24 (4), pp. 259-290, DOI: 10.1080/09603107.2013.864035.

Bai, Y. (2014), "Country factors in stock returns: reconsidering the basic method", Applied Financial Economics, Vol.24 (13), pp. 871-888.

Bai, Y.; Green, C.; Leger, L. (2012), "Industry and country factors in emerging market returns: did the Asian crisis make a difference?", Emerging Markets Review, Vol.13 (4), pp. 559-580.

Alagidede, P.; Bai, Y. (2011), "Analysis of Long-run Benefits from International Portfolio Diversification: Evidence from BRICS", International Journal of Economic Issues, Vol.3 (2), pp. 263.277.

Bai, Y.; Green, C. (2011), "Determinants of cross-sectional stock return variation in emerging markets", Empirical Economics, Vol.41 (1), pp. 81-102.

Bai, Y.; Green, C. (2010), "International diversification strategies: revisited from the risk perspective", Journal of Banking and Finance, Vol.34 (1), pp. 236-245.

Bai, Y.; Green, C. (2008), "The Euro: Did the markets cheer or Jeer?", Journal of Policy Modelling, Vol.30 (3), pp.431-446.



Chapters in Books

Green, C.; Murinde, V.; Bai, Y.; Ngoka, K.; Maana, I.; Tiriongo, S. (2017), "The Development of Keyna\'s Overnight Interbank Market.", in IAD/ADB Spring Symposium 2014: Financing Innovation and Development in Africa, Cambridge Scholars Publishing/ IAD Book Series, Cambridge Scholars Publishing, forthcoming 2017.



Conferences

Bai, Y. 2010, "Differing Responses of EU Stock Markets to the Financial Crisis: Analysis and Implications for"Old"and "New" Europe.", in 17th Annual Global Finance Conference,. Poznan University of Economics, Poznan, Poland..

Bai, Y.; Alagidede, P. 2009, "Analysis of Long-run Benefits from International Portfolio Diversification: Evidence from BRICS", at 29th Annual International Symposium on Forecasting, Hong Kong.

Bai, Y.; Green, C. 2008, "International Diversification Strategies Revisited from the Risk Perspective", at 6th INFINITI conference on International Finance, Trinity College Dublin, Ireland.

Bai, Y.; Green, C. 2008, "Determinants of Cross-Sectional Stock Return Variations in Emerging Markets", in Presented in the 2nd EMG Conference on "Emerging Markets Finance, City University, London.

Bai, Y.; Green, C.; Leger, L. 2008, "International Diversification Strategies Revisited: Are Emerging Markets Different?", at 15th Annual Global Finance Conference,, Zhejian University of Technology, Hangzhou, China.

Bai, Y.; Green, C.; Leger, L. 2006, "Industry and country factors in stock returns and risks", at Presented in Macro and Financial Economics/Econometrics Conference, Brunel University.



Discussion Papers

Bai, Y.; Green, C. 2010, "Stock Return Decompositions: Are they consistent with the CAPM?".

 

 

Nottingham University Business School

Jubilee Campus
Nottingham
NG8 1BB

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667
email: business-enquiries@nottingham.ac.uk