Dr XiaoHua Chen
+44 (0) 1225 383883
Dip, MSc, MBA, PhD
Job Title:
Lecturer in Finance
Subject Group:
Key Research Interests:
Asset Pricing. Financial market, Investment strategy. Applied Econometrics.
Research Interests
My research interests are in the fields of financial economics, empirical finance and applied econometrics. Current topics of interest include: time-varying asset returns over business cycles, multifactor asset pricing models, impact of information disclosure on pricing behaviour in financial markets, co-movement of asset returns at firm- and aggregate-level, investment strategy against time horizon, and behavioural finance.
Publications
Refereed journal papers
Chen XH & Maringer D (2010) Detecting time-variation In corporate bond index returns: A smooth transition regression model. Journal of Banking & Finance. 35(1): 95-103 DOI:10.1016/j/bankfin.2010.07.023
