财务金融系系列讲座之五十五

时间：2010年12月14日（周二）下午13：30

地点：史带楼503教室

主持人：周欣博士复旦大学管理学院财务金融系

题目：Doing Empirical Research--- A Tutorial

主讲人：Prof. Yexiao Xu 　School of Management, the University of Texas at Dallas

简介： Professor Yexiao Xu received his Ph.D degree in financial economics from Princeton University in 1996.　 Currently he is an associate professor in the School of Management, the University of Texas at Dallas.　 He has won the 2001 Smith-Breeden prize for a study on idiosyncratic risks--one of the most prestigious awards in Finance.　 His published and working papers have generated over 1,700 citations.　 Professor Xu's research interest covers stock market volatility, the pricing role of idiosyncratic risk, factor models, predictability, mutual fund performance, and adaptive estimators.　 Currently he is working on a number of topics including tax and closed-end fund discounts, analyst research and return comovement, the partial factor structure, econometric models for leverage, and many related issues in the Chinese and the Japanese equity markets.　 Professor Xu has taught Ph.D level theoretical and empirical asset pricing courses, financial econometrics, as well as MBA financial management and investment courses.