Dr XiaoHua Chen
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Dip, MSc, MBA, PhD
Job Title: Lecturer in Finance Subject Group: Accounting and Finance Key Research Interests: Asset Pricing. Financial market, Investment strategy. Applied Econometrics. |
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. |
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Recent Publications 2001 to dateChen 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 |
