People and Research People

People Details

Dr. XU Zhengyang

徐正揚博士

Assistant Professor

Address
9-221, Lau Ming Wai Academic Building, City University of Hong Kong
Phone
+852 34426548
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.

External Links

Publications

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

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;