معرفی
Yexiao Xu is an Associate Professor in Finance at the School of Management, The University of Texas at Dallas. His research focuses on stock market volatility, idiosyncratic risk, factor models, and mutual fund performance, with regional expertise in Chinese and Japanese equity markets.
- PhD in Finance, Princeton University (1996)
- MA in Finance, Princeton University (1994)
- MS in Economics, Brigham Young University (1992)
- MA in Economics, Brigham Young University (1991)
His research explores the interplay between risk and return, including adaptive estimators in censored regression models and time-series predictability. Recent work addresses analyst research, partial factor structures, and restoring beta's explanatory power in modern markets.
Yexiao Xu's publications (15+ years) show a research trajectory from foundational studies on volatility and factor models to contemporary analyses of market structure and behavioral finance. Key thematic areas include market anomalies, risk decomposition, and empirical asset pricing.
- 2001 Smith-Breeden Prize
- Multiple conference awards
- 1,900+ citations
He teaches graduate courses in empirical asset pricing, investment management, and econometrics, and maintains active research collaborations with scholars across finance and economics disciplines.
