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Dr. Yan XU

Finance

Associate Professor

[ Personal Website ]

2859 7037
Dr. Yan XU

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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.sef.hku.hk/~xuyan/

Areas of Interest

  • International Financial Markets
  • Empirical Asset Pricing
  • Applied Time-Series Analysis
  • Financial Development and Economic Growth

Education

  • Ph.D., University of South Carolina

Publications

  • “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, 1 April 2014, pp. 16-135
  • “The Asset Growth Effect: Insights from International Stock 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 U.S. Cross-Listing,”
    (with Shingo Goto and Masahiro Watanabe), Review of Financial Studies, 22, April 2009, pp. 1585-1620.

For a full and up-to-date profile, please visit http://www.sef.hku.hk/~xuyan/

Contact

Office Room 929, KK Leung Building
Tel. (852) 2859 7037
Email yanxuj@hku.hk
Website http://www.sef.hku.hk/~xuyan/

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