中文版
Yuhang Xing
Associate Professor, Rice University

yxing@rice.edu

CV

Support Staff: Xiaojun Gao xjgao@saif.sjtu.edu.cn

  • PROFILE
  • RESEARCH
  • TEACHING
Yuhang Xing is a Special-Term Professor of Finance at Shanghai Advanced Institute of Finance (SAIF) and an Associate Professor (with tenure) at the Jesse H. Jones Graduate School of Business at Rice University. Professor Xing became a faculty member after earning her Ph.D. in Finance, with distinction, from the Graduate School of Business, Columbia University, in 2003.


Professor Xing’s research covers a wide range of topics in empirical asset pricing. Her papers have been published in Journal of Finance, Journal of Financial Economics, Review of Financial Studies and other leading academic journals.
 
Currently Professor Xing’s teaching areas include Capital Markets & Investments, Futures and Options, Fixed Income Management and Investments.
 
Professor Xing is a member of American Finance Association and Western Finance Association. She received the Excellence in Research in Jones School of Management in 2007, along with other awards and grants.
 
Professor Xing holds a Ph.D. in Finance from Graduate School of Business, Columbia University (2003) and an M.S. in Decision Science and Economics from Northwestern University (1998).

Research Interests
Empirical Asset Pricing

Journal Publications & Working Papers
1. Jennifer Conrad, Nishad Kapadia, Yuhang Xing, 2014, Death and Jackpot: Why do individual Investors Hold Overpriced Stocks?, Journal of Financial Economics.
2. Huseyin Gulen, Yuhang Xing, Lu Zhang, 2011, Value versus Growth: Time-varying Expected Stock Returns, Financial Management (USA).
3. Andrew Ang, Vineer Bhansali, Yuhang Xing, 2010, Build America Bonds, Journal of Fixed Income.
4. Andrew Ang , Vineer Bhansali, Yuhang Xing, 2010, Taxes on Tax-exempt Bonds, Journal of Finance.
5. Yuhang Xing, Xiaoyan Zhang and Rui Zhao, 2010, What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?, Journal of Financial and Quantitative Analysis.
6. Chris Downing, Shane Underwood, Yuhang Xing, 2009, The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis, Journal of Financial and Quantitative Analysis.
7. Geert Bekaert, Eric Engstrom, Yuhang Xing, 2009, Risk, Uncertainty, and Asset Prices, Journal of Financial Economics.
8. Xiaoyan Zhang, Andrew Ang, Robert J. Hodrick, Yuhang Xing , 2009, High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence, Journal of Financial Economics.
9. Yuhang Xing, 2008, Interpreting the Value Effect Through the Q-theory: An Empirical Investigation, Review of Financial Studies.
10. Yuhang Xing, 2007, Uncovered Interest Rate Parity and Term Structure, Journal of International Money and Finance.
11. Yuhang Xing, 2006, The Cross-Section of Volatility and Expected Returns, Journal of Finance.
12. Yuhang Xing, 2006, Sector Investment Growth Rates and The Cross –Section of Equity Returns, Journal of Business.
13. Yuhang Xing, 2006, Downside Risk, Review of Financial Studies.
14. Yuhang Xing, 2004, Default Risk and Equity Returns, Journal of Finance.
15. Yh.Xing with Maria Vassalou, Equity Returns Following Changes in Default Risk: New Insights into the Informational Content of Credit Ratings.
16. Yh.Xing with Lu Zhang and Huseyin Gulen, Value versus Growth: Time-Varying Expected Stock Returns.
17. Yuhang Xing With Andrew Ang and Vineer Bansali, The Muni bond spread: Credit, :iquidity, and Tax.
18. Yuhang Xing with Zhiyao Chen, Ilya A. Strebulaev and Xiaoyan Zhang, Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle.
19. Yuhang Xing with Andrew Ang and Richard C. Green, Advance Refundings of Municipal Bonds.
20. Yuhang Xing with Xiaoyan Zhang, Anticipating Uncertainty: Straddle return around Earnings Announcement.
21. Yuhang Xing with Steve Sibley, Yanchu Wang and Xiaoyan Zhang, Informational Content of Sentiment.

Teaching Interests
Fixed Income Securities

Current Courses

Term Program Course Total Hours
2017Spring MF Fixed Income Securities 24
Faculty & Research
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