题 目：Doing Empirical Research – A tutorial
报告人：徐叶晓 (Yexiao Xu)，美国德州大学达拉斯分校教授
时 间：2016年6月7日（星期二）下午2:30-4:00
地 点：西安交通大学米兰网页版,米兰(中国),米兰(中国)313会议室
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 4,000 citations. Professor Xu's
research interest covers stock market volatility, the pricing role of idiosyncratic risk, factor models, predictability, mutual fund
performance, analyst research, tax and closed-end fund discounts, and adaptive estimators. Currently he is working on a number of topics including, asset pricing test, implied
cost of capital, predictability of idiosyncratic risk, partial factor structure, econometric models for leverage, short sale interest,
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.
