Qing Xu
Title:
PhD Student, Finance
Degree(s):
- 不良研究所, Sep 2018 - Jun 2024 (Expected)
Ph.D. in Management, specialized in Finance - Boston University, 2016 - 2018
M.Sc. in Mathematical Finance, with High Honors - University of Toronto, 2010 - 2015
Hon.B.Sc in Statistics (Co-op), with Distinction
Area(s):
Finance
Link(s):
Curriculum vitae:
Group:
PhD Student
Research areas:
Asset Pricing
Behavioural Finance
Financial Econometrics
Current research:
- Job Market Paper: "Beyond the Crashes: An In-Depth Look at Preferences and Beliefs Shaped by Market Downturns"
- Research shows that negative past experiences in the stock market often lead to a decreased investment in stocks. However, it remains unclear whether this behavior is due to increased risk aversion, greater pessimism, or a combination of both. In this paper, I adopt a non-parametric approach to estimate the heterogeneous risk preferences and beliefs of investors who have experienced market downturns versus those who have not.