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薛文骏

博士 副教授 硕士研究生导师

电子邮箱:wjxue@shu.edu.cn


个人简介

薛文骏,上海大学悉尼工商学院经济金融系副教授,获得上海市“扬帆人才”称号,研究方向为资产定价和金融计量。曾在《Journal of Empirical Finance》、《Journal of International Money and Finance》 、《Journal of International Financial Markets, Institutions and Money》等国际知名金融期刊发表论文十数篇。主持多项省部级项目并参与国家自然科学基金项目数项。

教育背景

经济学博士,佛罗里达国际大学,2015-2018

经济学硕士,中密歇根大学,2013-2015

经济学硕士,上海大学,2010-2013

经济学学士,上海大学,2006-2010

工作经历

上海大学悉尼工商学院,经济金融系讲师, 2018-2021

上海大学悉尼工商学院,经济金融系副教授,2022-

学术/社会兼职

教学教研

主讲课程:

《金融数据分析与预测》;《金融计量学》;《国际金融学》

代表性论文

1. Gong, Y., Li, X., Xue, W., 2023. The impact of EPU spillovers on the bond market volatility: Global evidence. Financial Research Letters, (ABS 3, SSCI, 3.527, Q1)

2. Xue, W., He, Z., Hu, Y., 2023. The destabilizing effect of mutual fund herding: Evidence from the China's stock market. International Review of Financial Analysis, 88(C). (ABS 3, SSCI, 8.235, Q1)

3. Liu, C., Wang, F., Xue, W. The positive tone in the annual report and return comomement: Evidence in China. International Review of Financial Analysis, 88(C). (ABS 3, SSCI, 8.235, Q1)

4. Gong, Y., He, Z., Xue, W., 2022, EPU spillovers and stock return predictability: A cross-country study. Journal of International Financial Markets, Institutions and Money, 78. (ABS 3, SSCI, 4.169, Q2)

5. Caglayan, M., Hu, Y., Xue, W., 2021, Mutual fund herding and return comovement in Chinese equities, Pacific-Basin Finance Journal, 68. (ABS 2, SSCI, 1.73, Q2)

6. Xue, W., He, Z., Hu, Y., 2021. The stabilizing effects of pension funds vs. mutual funds on country-specific market risk? Journal of Multinational Financial Management. (ABS 2, SSCI, 1.965, Q2)

7. 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. (ABS 3, SSCI, 1.745, Q2)

8. Xue, W., 2020. Financial sector development and growth volatility: An international study. International Review of Economics and Finance, 70, 67-88. (ABS 2, SSCI, 1.818, Q2)

9. 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. (ABS 2, SSCI, 0.968, Q3)

10. Caglayan, M., Xue, W., Zhang, L., 2020. Global investigation on country-level idiosyncratic volatility and its determinants. Journal of Empirical Finance, 55, 143-160. (ABS 3, SSCI, 1.566, Q2)

11. 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. (ABS 3, SSCI, 2.014, Q2)

12. Jain, P., Xue, W., 2017, Global investigation of return autocorrelation and its determinants. Pacific-Basin Finance Journal, 43, 200-217. (ABS 2, SSCI, 1.73, Q2)

13. Xue, W., Zhang, L., 2017, Stock return autocorrelations and predictability in the Chinese stock market. Economic Modelling, 60, 391–401. (ABS 2, SSCI, 2.056, Q2)

14. Ni, Z., Wang, D., Xue, W., 2015, Investor sentiment and its nonlinear effect on the stock returns. Economic Modelling, 50, 266–274. (ABS 2, SSCI, 2.056, Q2)


代表性项目

1. 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” (20)

执行期: 2020-07-2023-07

2. 主持上海高校青年教师培养资助计划“计量经济学在线课程设计和课程师生互动的探讨”(2020-2021) 4万)

3. 主持悉尼工商学院提质增效科研项目“美国经济不确定性风险溢出对我国股票市场的影响研究”(2021-2022) 5万)

4. 主持悉尼工商学院提质增效科研项目“美国经济不确定性风险溢出对我国股票市场的影响研究” (2023-2024)3万)


获奖

2023年,上海市数量经济学学会,优秀论文奖

2022年,上海大学悉尼工商学院,教学奉献奖

2020年,上海大学悉尼工商学院,教学奉献奖

2019年,上海大学悉尼工商学院,新人奖

2019年,上海市数量经济学学会,优秀论文奖