Dr. Yan XU
Finance
Associate Professor
2859 7037
yanxuj@hku.hk
KK 929
http://www.fbe.hku.hk/~xuyan/
Academic & Professional Qualification
Ph.D., University of South Carolina
Biography
Dr. Yan XU received his Ph.D. from the University of South Carolina in 2007.? Yan joined The University of Hong Kong (HKU) as an Associate Professor of Finance in 2013.? Prior to joining HKU, Yan had worked as a quantitative research analyst in State Street Global Advisors and had been an Assistant Professor of Finance in the University of Rhode Island from 2008 to 2013.
Yan’s main research interests are in international financial markets, empirical asset pricing, applied time-series analysis, financial development and economic growth.? His research was published in academic journals such as Journal of Financial Economics, Review of Financial Studies, and Journal of Financial and Quantitative Analysis.?
Currently Yan teaches Derivatives and International Financial Management at the undergraduate level.? For more details of his research and teaching, please visit webpage: http://www.fbe.hku.hk/~xuyan/
Research Interest
International Financial Markets
Empirical Asset Pricing
Applied Time-Series Analysis
Financial Development and Economic Growth
Selected Publications
“Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data,”
(with Xin Chen, Dan Yang, Yin Xia, Dong Wang, and Haipeng Shen), Journal of Econometrics, forthcoming.
“Corporate R&D and Stock Returns: International Evidence,”
(with Kewei Hou, Po-Hsuan Hsu, Shiheng Wang, and Akiko Watanabe), Journal of Financial and Quantitative Analysis, forthcoming.
“What Affects Innovation More: Policy or Policy Uncertainty?”
(with Utpal Bhattacharya, Po-Hsuan Hsu, and Xuan Tian), Journal of Financial and Quantitative Analysis, 52, Oct 2017, pp. 1869-1901.
“Improving Mean Variance Optimization through Sparse Hedging Restrictions,”
(with Shingo Goto),?Journal of Financial and Quantitative Analysis, 50, Dec 2015, pp. 1415-1441.
“Financial Development and Innovation: Cross-Country Evidence,”
(with Po-Hsuan Hsu and Xuan Tian),?Journal of Financial Economics, 112, April 2014, pp. 116-135.
“The Asset Growth Effect: Insights from International Equity Markets,”
(with Akiko Watanabe, Tong Yao, and Tong Yu),?Journal of Financial Economics, 108, May 2013, pp. 529-563.
“Strategic Disclosure and Stock Returns: Theory and Evidence from US Cross-Listing,”
(with Shingo Goto and Masahiro Watanabe),?Review of Financial Studies, 22, April 2009, pp. 1585-1620.
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香港大学经济管理学院导师教师师资介绍简介-Yan Xu
本站小编 Free考研考试/2021-12-04
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