陈家乐，现任香港中文大学商学院金融学系系主任、伟伦金融学教授，曾任香港中文大学商学院院长、香港科技大学（科大）金融学讲座教授，并兼任工商管理学院署理院长。他于香港中文大学取得经济学理学士学位，其后于美国俄亥俄州立大学获得金融学哲学博士学位。

陈家乐1981至1985年间在香港中文大学社会科学院修读经济学本科，在取得学士学位之后，到美国继续深造，并于俄亥俄州立大学获得金融学哲学博士学位。

早年于美国亚利桑那州立大学任教时，香港中文大学（中大）曾邀请陈家乐回归母校执教鞭，但由于当时的陈家乐希望在美国的大学多汲取经验，所以便婉拒了。直至2014年，他又再次获得中大的邀请出任商学院院长，陈家乐认为以院长身分带领中大商学院，是一个能让他发挥多年来在大学所累积教学、研究和行政经验的好机会，因此便欣然接受了任命。

陈家乐对中大早已建立深厚的感情和归属感，配合商学院同事的支持，在很短的时间内便已适应新岗位。至于挑战方面，陈家乐表示：“中大是一间拥有优良传统和完善制度的大学，有时候需要花点时间游说同事尝试新事物和作出改变。”

陈教授的研究领域包括资产价格、衍生工具、市场微观结构及国际金融市场的动态。他是位著作甚丰的研究学者，曾于多份顶尖财务学术期刊发表论文，更多次获评为亚太区最出色的财务学研究学者。

陈教授于2008至2010年间担任亚洲财务学会主席，以及于1997至2008年间获委任为《Pacific-Basin Finance Journal》的编辑之一。

陈教授亦是CFA协会特许财经分析师。

陈教授对于推动金融界发展不遗余力。他于2008至2010年间担任亚洲金融学会主席，并曾任香港交易及结算所有限公司风险管理委员会委员、香港特别行政区人力资源发展（金融服务）顾问委员会委员、医院管理局投资委员会、恒生指数有限公司及香港房屋委员会的成员。

SELECTED ACADEMIC PUBLICATIONS

“Price Informativeness and Stock Return Synchronicity:Evidence from the Pricing of Seasoned Equity Offerings”, with Y.C. Chan, 2014, Journal of Financial Economics, vol. 114, 36-53.

“Cross-Sectional Stock Return Predictability in China”, with Nusret Cakici and Kudret Topyan, 2014,European Journal of Finance

“When the Tail Wags the Dog: Industry Leaders and Cross-Industry Information Diffusion” with Ling Cen, Sudipto Dasgupta, and Ning Gao, 2013, Management Science, Vol 59, no. 11: 2566-2585.

“Stock Price Synchronicity and Liquidity”, with Allaudeen Hameed and Wenjin Kang. 2013, Journal of Financial Markets,Vol 16, 416-438.

“Why Foreign Investors Trade More Frequently?” with Vicentiu Covrig, 2012, Journal of International Money and Finance, Vol 31, 793-817.

Asymmetric Price Distribution and Bid-Ask Quotes in the Stock Options Market, 2012, with Peter Chung,Asia-Pacific Journal of Financial Studies, Vol 41, .87-102.

“The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from Futures Markets”, with Yiuman Tse and Michael William, 2011, Commodity Prices and Markets, NBER-EASE, edited by Takatoshi Ito and Andrew K. Rose, Vol 20, 47-71

“Home Bias and Firm Value, Evidence from Holdings of Mutual Funds Worldwide”, with Vincentiu Covrig and Lilian Ng, 2009, Journal of International Economics, 230–241

“Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount”, with Albert J. Menkveld and Zhishu Yang, Journal of Finance, 2008, Vol 63, 159-196.

“International portfolio allocations during the Asian financial crisis: Evidence from U.S. closed-end funds”, with Bae, Kee-Hong and Wai-Ming Fong, 2008, in Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing, edited by Greg N. Gregoriou and Francois-Serge Lhabitant.

“Portfolio Concentration and Closed-End Fund Discounts: Evidence from the China market”, with Hung-Wan Kot, 2007, Emerging Market Finance, Vol 9, 129 - 143

“Tick Size Change and Liquidity Provision on the Tokyo Stock Exchange”, with Hee-Joon Ahn, Jun Cai, and Yasushi Hamao, 2007, Journal of the Japanese and International Economies, Vol 21, 173-194.

“The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market , 2007, with Albert J. Menkveld and Zhishu Yang, 2007, Journal of Financial Markets, Vol 10, 391-415

“Stock Price Synchronicity and Analyst Coverage in Emerging Markets,” with Allaudeen Hameed, 2006,Journal of Financial Economics, Vol 80, 115-147

“Price Reversal and Momentum Strategies”, 2006, with Hung Wan Kot, Journal of Investment Management,Vol 4, 70-89.

“Market Segmentation and Share Price Premium: Evidence from Chinese Stock Markets” 2005, with Johnny Kwok, Journal of Emerging Market Finance, 4, 43-61.

“What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide”, with Vincentiu Covrig and Lilian Ng, 2005, Journal of Finance Vol 60, 1495-1534

“Free Float and Market Liquidity: Evidence from Hong Kong Government’s Intervention,” with Yue-Cheong Chan and Wai-Ming Fong, 2004, Journal of Financial Research, Vol 27, 179-197.

Under-pricing and Long-term Performance of IPOs in China, with K.C. John Wei and Junbo Wang, 2004,Journal of Corporate Finance, Vol 10, 409-430.

“What If Trading Location is Different from Business Location? Evidence from Jardine Group Trading”, with Allaudeen Hameed and Sie-Ting Lau, 2003, Journal of Finance, Vol 58, 1221-1246.

“Limit Orders, Depth, and Volatiltiy, Evidence from Stock Exchange of Hong Kong” with Hee-Joon Ahn and Kee-Hong Bae, Journal of Finance, 2001, Vol 56, 767-788.

“Trade Size, Order Imbalance, and the Volatility-Volume Relation,” with Wai-Ming Fong, Journal of Financial Economics, 2000, Vol 57, 247-273.

OTHER PUBLICATIONS

Book review: Asian Money Markets, edited by David Cole, Hal Scott and Philip Wellons, Journal of Comparative Economics, 1997, Vol 24, 362-364.

“A Retrospective Evaluation of the Pacific-Basin Finance Journal, 1993–2002,” with Andrew Karolyi and Ghon Rhee, Pacific-Basin Finance Journal, 2002, Vol 10, 497-516,

WORKING PAPERS

“Does Option Trading Affect the Return Predictability of Short Selling Activity?” with Hung Wan Kot and Sophie X. Ni

“Do Behavioral Biases Affect Order Aggressiveness?”, with Jiangze Bian, Donghui Shi and Hao Zhou

“Effects of Short-sale Constraints on Stock Prices and Trading Activity: Evidence from Hong Kong and Chinese mainland,” with Hung Wan Kot and Zhishu Yang.

Global Currency Hedging: Evidence from Conditional Coskewness and Cokurtosis, with Jian Yang and Yinggang Zhou

“Why Investors Do not Buy Cheaper Securities? An Analysis of Trading by Individual Investors in Chinese Stock Market,” with Baolian Wang and Zhishu Yang.

”Mutual Fund Herding and Dispersion of Analysts’ Earnings Forecasts” , with Chuan-Yang Hwang and Mujtaba Mian (Unpublished Manuscript).