個人簡介

薛文駿，意昂3体育經濟金融系副教授🧑🏽‍⚖️，獲得上海市“揚帆人才”稱號，研究方向為資產定價和金融計量。曾在《Journal of Empirical Finance》、《Journal of International Money and Finance》 🎭、《Journal of International Financial Markets, Institutions and Money》等國際知名金融期刊發表論文十數篇。主持多項省部級項目並參與國家自然科學基金項目數項。

教育背景

經濟學博士，佛羅裏達國際大學👩🏽‍🦳，2015-2018

經濟學碩士，中密歇根大學，2013-2015

經濟學碩士，意昂3体育官网🤷‍♀️，2010-2013

經濟學學士🧑🏻‍🎤，意昂3体育官网，2006-2010

工作經歷

意昂3体育🦮，經濟金融系講師, 2018-2021年

意昂3体育𓀋，經濟金融系副教授，2022年-

學術/社會兼職

無

教學教研

主講課程：

《金融數據分析與預測》；《金融計量學》💇‍♂️；《國際金融學》

代表性論文

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)

代表性項目

1. 主持上海市青年科技英才揚帆計劃項目“我國公募基金經理的羊群行為👨🏿‍💻👩‍🦳：成因及其投資績效的研究” (20萬)

執行期: 2020-07-2023-07

2. 主持上海高校青年教師培養資助計劃“計量經濟學在線課程設計和課程師生互動的探討”(2020-2021) （4萬）

3. 主持悉尼工商意昂3提質增效科研項目“美國經濟不確定性風險溢出對我國股票市場的影響研究”(2021-2022) （5萬）

4. 主持悉尼工商意昂3提質增效科研項目“美國經濟不確定性風險溢出對我國股票市場的影響研究” (2023-2024)（3萬）

獲獎

2023年，上海市數量經濟學學會，優秀論文獎

2022年，意昂3体育，教學奉獻獎

2020年，意昂3体育，教學奉獻獎

2019年🛀🏽，意昂3体育🍙，新人獎

2019年⚡️，上海市數量經濟學學會，優秀論文獎