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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

主要研究方向为金融市场和金融机构,金融计量。


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,2010-2003

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,2018-


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]Xue, W., He, Z., Hu, Y., 2021.Thestabilizingeffects ofpensionfunds vs.mutualfunds oncountry-specificmarketrisk? Journal of Multinational Financial Management.(ABS 2, SSCI,1.965, Q2)

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

[3]. 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)

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

[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.(ABS 3, SSCI,1.566, Q2)

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

[7]. 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)

[8]. 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)

[9]. 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] 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”

执行期:2020-07-2023-07


获奖

2019年,上海市数量经济学学会,优秀论文奖