Department of Economics and Finance | Staff List

Prof. XU Zhengyang (徐正揚教授)

PhD - Finance (University of Michigan)
MA - Applied Mathematics (University of Pennsylvania)
BS - Computational Mathematics (Fudan University)

Assistant Professor

Contact Information

E-mail:
Address:	9-221, Lau Ming Wai Academic Building City University of Hong Kong
Phone:	+852 34426548
zhengyxu@cityu.edu.hk
Personal Web:
https://sites.google.com/view/zhengyxu
SSRN Web:
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2949664
Public CV:	Download

Research Areas

Asset Pricing, Investor Behavior, Learning

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

Google Scholar

Selected 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;