Yexiao Xu

Associate Professor, Finance & Managerial Economics

Email: yexiaoxu@utdallas.edu
Phone: 972-883-6703

Home page: http://www.utdallas.edu/~yexiaoxu

Education:
Ph.D, Economics, Princeton University, 1996

Classes:
-Undergraduate: Business Finance
-Masters: Financial Management, Introduction to Econometrics
-Doctorate: Asset Pricing, Advanced Econometrics

Current / recent research:
1) The Changing Factor Structure of Equity Returns
2) Investigating Underperformance by Mutual Fund Portfolios
3) Why Does Beta Not Explain the Cross-sectional Return Differences?
4) Investigating the Behavior of Idiosyncratic Volatility
5) A First Look at the Chinese Close-end fund 

Awards and recognition:
My research work on volatility has been cited on The Wall Street Journal (twice), The New York Times, The Financial Times, Money Magazine, Fortune Magazine, Business Work, and other financial media.