讲座时间Time： 2019.04.15（Monday） 15:00-17:00
讲座地点Location： 管理学院210教室 Room 210, School of Management (Chang'an Campus)
讲座语言Language：英语English
主 持 人Host： 贾明教授 Professor Ming Jia
（Ⅰ）
报告题目Theme： Third-party Purchase–newer Trends in Value-added Services by 3PL
providers
报 告 人Reporter： 史杨炎 博士 Dr. Yangyan Shi
报告简介Abstract：
Third-party purchase (3PP) is an emerging value-added service offered by third-party logistics (3PL) providers. In this paper, we first present a real-life 3PP service model to illustrate its innovative aspect. We then develop a conceptual model that integrates multiple theoretical viewpoints to probe the value propositions of a 3PP service. Existing studies have focused on basic services offered by 3PL providers using transaction cost analysis. This study provides evidence that 3PP as a new value-added service will generate mutual benefits for both 3PL providers and users.
第三方采购（3PP）是第三方物流（3PL）供应商提供的一种新兴的增值服务。在本研究中，我们将首先提出了一个真实的3PP服务模型来阐述它的创新之处。然后，我们开发了一个集多个理论观点的概念模型，来探究3PP服务的命题价值。本研究主要利用交易成本理论对3PL供应商提供的基本服务来展开讨论。同时，本研究证明，3PP作为一种新的增值服务，将为3PL供应商和用户带来互利与共赢。
报告人简介Introduction of Reporter：
史杨炎, 澳大利亚麦考瑞大学管理学院高级讲师/副教授，博士生导师。研究领域为运营管理、物流管理、供应链管理等。目前已在SSCI、SCI，ABDC (A/A*)，ABS(4/3星)期刊发表多篇学术论文，包括: International Journal of Production Economics, International Journal of Operations and Production Management, Supply Chain Management: An International Journal, Applied Economics, Production, Planning and Control, Journal of Cleaner Production, International Journal of Logistics Management, Supply Chain Management Review, International Journal of Logistics Systems and Management, APICS Magazine等。国际期刊IJAL副主编，英国皇家物流与运输协会注册会员，美国供应链管理专业委员会会员，国家教育部和科技部举办的第十届“春晖杯”优胜奖获得者。
（Ⅱ）
报告题目Theme： A prelude of the GFC: The existence of stock bubbles in emerging
markets and the role of international equity flows
报 告 人Reporter： 颜诚 博士 Dr. Cheng Yan
报告简介Abstract：
We employ the state-of-art Backward Supremum Augmented Dickey-Fuller (BSADF) test and its panel variant to detect stock bubbles in 22 Emerging Markets Economies (EMEs) from 1995 to 2015. We identify the existence of synchronized stock bubbles across EMEs prior to the 2000s Global Financial Crisis (GFC), and the timeline of bubbles coincides with the movements of international short-term capital flows. Since stock bubbles are non-linear and explosive, we further employ the binary choice regression method to investigate the link between bubbles and flows. Unlike the literature, our results underscore the importance of portfolio equity flows rather than bank credit.
报告人简介Introduction of Reporter：
颜诚， 2015年毕业于Cass Business School获金融学博士学位，曾在Durham University任助理教授，目前在University of Essex 任副教授，兼任卡斯商学院新兴市场集团研究员等职务。他的研究领域主要包括国际金融，计量经济学和宏观金融等，曾主持10多个科研项目，已经在Journal of Empirical Finance, Journal of International Money and Finance和Journal of Futures Market等中英文期刊上发表20多篇学术论文。
