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薛文骏

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职务职称:讲师

教育背景

佛罗里达国际大学,经济学博士,2018
中密歇根大学,经济学硕士, 2015
上海大学,计量经济学硕士,2013
上海大学,金融学学士,2010

学术经历

上海大学悉尼工商学院,经济金融系讲师,2018-至今

研究方向

金融市场和金融机构,金融计量

主讲课程

《金融计量学》, 《时间序列分析与预测》, 《商务统计学》, 《国际金融学》

科研成果

发表论文:

1. Hou, Y., Wang, Y., Xue, W., 2020, What explains trade costs? Institutional quality and other determinants. Review of Development Economics.

2. Hang, Y., Xue, W., 2020, The asymmetric effects of monetary policy on the business cycle: New evidence from the panel smoothed quantile regression model. Economics Letters, 195.

3. Xue, W., Financial sector development and growth volatility: An international study. International Review of Economics and Finance, 70, 67-88.

4. Ni, Z., Lu, X., Xue, W., 2020, The Belt and Road Initiative and the Resolutions of Chinese Steel Overcapacity: Evidence from the Dynamic Model Averaging and Selection Approach. Empirical Economics, 1-29.

5. Caglayan, M., Xue, W., Zhang, L., 2020, Global investigation on country-level idiosyncratic volatility and its determinants. Journal of Empirical Finance, 55, 143-160.

6. Xue, W., Yilmazkuday, H., Taylor, J., 2020, The impact of China’s fiscal and monetary policy responses to the Great Recession: An analysis of firm-level Chinese data. Journal of International Money and Finance, 101, 102-113

7. Jain, P., Xue, W., 2017, Global investigation of return autocorrelation and its determinants. Pacific-Basin Finance Journal, 43, 200-217.

8. Xue, W., Zhang, L., 2017, Stock return autocorrelations and predictability in the Chinese stock market. Economic Modelling, 60, 391–401.

9. Ni, Z., Wang, D., Xue, W., 2015, Investor sentiment and its nonlinear effect on the stock returns. Economic Modelling, 50, 266–274.

 

匿名审稿人:

International Review of Economics and Finance, International Journal of Finance and Economics, Economic Modeling, Journal of Behavioral and Experimental Finance, Emerging Markets Finance and Trade, Journal of Business Economics and Management, SAGE Open, Applied Economics Letters, Economics Bulletin

 

学术报告:

2019: Shanghai Business School, Nanjing Audit University, Shanghai Association of Quantitative Economics Meeting, Shanghai

2018: MEEA Annual Meeting, Philadelphia, Central Michigan University, SEM Conference, Xiamen, China Financial Innovation Conference, Haining, Young Econometricians of Asia Pacific (YEAP) Conference, Shanghai,

2017: Eastern Economic Association Annual Conference, New York City, Southern Economic Association Annual Conference, Tampa        

2016: Eastern Economic Association Annual Conference, Washington, D.C., Southern Economic Association Annual Conference, Washington, D.C.

 

科研项目:

主持上海市青年科技英才扬帆计划项目“我国公募基金经理的羊群行为:成因及其投资绩效的研究”(2020-2023)

各类奖项

1. Best Paper Award, Shanghai Association of Quantitative Economics Meeting, 2019

2. Best Dissertation Award in Economics, Florida International University, 2018

3. Morris and Anita Broad Research Fellowship, Florida International University, 2017-2018

4. Graduate National Scholarship, Ministry of Education of the People's Republic of China, 2013

5. Kwang-Hua First Prize Scholarship, Kwang-Hua Educational Foundation, 2012

联系方式

办公室:文 406

联系电话:69980028#54061

电子邮件:wjxue@shu.edu.cn

个人主页:https://sites.google.com/a/fiu.edu/wenjun/