Address
9-221, Lau Ming Wai Academic Building, City University of Hong Kong
Phone
+852 34426548
Email
Personal Web
https://sites.google.com/view/zhengyxu
Public CV
Research Areas
Asset Pricing, Investor Behavior, Learning
Qualifications
PhD - Finance (University of Michigan)
MA - Applied Mathematics (University of Pennsylvania)
BS - Computational Mathematics (Fudan University)
Biography
Zhengyang Xu joined the City University of Hong Kong as an Assistant Professor of Finance in 2020. He received his PhD in Finance from the Ross School of Business, University of Michigan. His research interests include asset pricing, investor behavior, and learning.
Awards
| Award Title | Institution |
|---|---|
| 2023 College Research Excellence Award | City University of Hong Kong |
| 2022 Best Conference Paper Prize | European Finance Association |
External Links
Publications
Journal Publications and Reviews
Nagel, Stefan; Xu, Zhengyang / Dynamics of Subjective Risk Premia. November 2023; In: Journal of Financial Economics. Vol. 150, No. 2
Nagel, Stefan; Xu, Zhengyang / Asset Pricing with Fading Memory. May 2022; In: The Review of Financial Studies. Vol. 35, No. 5, pp. 2190-2245
Working Papers
Nagel, Stefan; Xu, Zhengyang / Dynamics of Subjective Risk Premia. February 2022; NBER working paper.
XU, Zhengyang / Expectation Formation in the Treasury Bond Market. 2020;
Nagel, Stefan; Xu, Zhengyang / Asset Pricing with Fading Memory. September 2019;