Yexiao Xu, PhD
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Associate Professor
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Education: |
PhD, Princeton University, 1996 MA, Princeton University, 1994 MS, Brigham Young University, 1992 MA, Brigham Young University, 1991 |
Courses: |
FIN 6301 Financial Management FIN 6310 Investment Management |
Current / Recent Research: |
Professor Xu’s research interest covers stock market volatility, the pricing role of idiosyncratic risk, factor models, predictability, mutual fund performance, tax and closed-end fund discounts, the Chinese and the Japanese equity markets, and adaptive estimators. Currently he is working on a number of topics including, analyst research and return comovement, the partial factor structure, heterogeneity in leverage, short sale interest, and restoring the explanatory power of the beta measure. |
Awards and Recognition: |
Professor Xu has won the 2001 Smith-Breeden prize for a study on idiosyncratic risks–one of the most prestigious awards in Finance. Recently he has won many awards from several conferences. His published and working papers have generated over 1,900 citations. Hi research has also been cited in The Wall Street Journal , The New York Times, Financial Times, Money Magazine, Fortune Magazine, Business Work; and other financial media |
