Dr. XU Zhengyang
9-221, Lau Ming Wai Academic Building, City University of Hong Kong
Asset Pricing, Investor Behavior, Learning
PhD - Finance (University of Michigan)
MA - Applied Mathematics (University of Pennsylvania)
BS - Computational Mathematics (Fudan University)
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.
Journal Publications and Reviews
Nagel, Stefan; Xu, Zhengyang / Asset Pricing with Fading Memory. May 2022; In: The Review of Financial Studies. Vol. 35, No. 5, pp. 2190-2245
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;