Faculty and ResearchExpert Guide

Education

• PhD, Finance
  University of Houston, Houston, Texas
• Master of Science, Economics
  Texas A&M University, College Station, Texas
• Master of Arts, Business Education
  Northern State University, Aberdeen, South Dakota
• Master of Arts, Economics
  Sichuan University, Sichuan, China
• Bachelor of Science, Electric and Mechanical Engineering
  University of Electronic Science and Technology of China, Sichuan, China

Areas of Expertise

• Empirical Asset Pricing and Valuation
• Insider Trading
• Capital Market Research in Accounting

Professional Activities

Dr. Jiang has published extensively in professional periodicals such as the Journal of Banking and Finance, Financial Management, Journal of Business, and Economic Research Journal.

He has presented at the CRSP Forum (2006), the SFA Conference (2006, 2004), the FMA Conference (2001, 2004, 2005, 2006, and 2006 European Conference), and the AFA Conference (2005). He won the best paper award in investments at the 2004 SFA Conference.

Dr. Jiang has taught at Sichuan University, University of Houston, University of Alaska, and University of Northern Iowa, at which he taught at both the undergraduate and graduate levels.

Courses Taught

• Corporate Finance
• Fin Mangt Policies
• Finance Doctoral Independent Study
• Financial Economics I
• Financial Futures and Fixed Income Investments
• Financial Management
• Financial Theory I
• Foundations of Financial Models
• Ph.D. Dissertation
• Securities Analysis
• Statistical Methods in Finance II

Refereed Journal Articles

Jiang, X., & Kang, Q. (2018). Cross-sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity. Journal of Accounting, Auditing and Finance. (Accepted)

Hardin, B., Jiang, X., Wu, Z., & Zhang, Q. (2017). Inflation Illusion, Expertise and Commercial Real Estate. Journal of Real Estate Finance and Economics, 55. View Article

Jiang, X., & Kang, Q. (2017). Cross-sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity. Journal of Accounting, Auditing and Finance. (Accepted)

Jiang, X., Harding, B., & Wu, G. (2017). Inflation Illusion, Expertise and Commercial Real Estate. Journal of Real Estate Finance and Economics.

Fei, Z., Jiang, X., Zeng, L., & Peng, J. (2016). The Shocks in Interbank Market: An Analysis in China and the US. Asia-Pacific Journal of Financial Studies, 44.

Chen, Y., Jiang, X., & Lee, B. S. (2015). Long-Term Evidence on the Effect of Aggregate Earnings on Prices. Financial Management, 44(2).

Rolgh, D., Neal, R., Dupyet, B., & Jiang, X. (2015). Interest Rates and Credit Spread Dynamics. Journal of Derivatives, 23(1).

Fei, Z., Jiang, X., Zeng, L., & Peng, J. (2015). The Shocks in Interbank Market: An Analysis in China and the US. Asia-Pacific Journal of Financial Studies.

Neal, R., Rolph, D., Dupoyet, B., & Jiang, X. (2015). Interest Rates and Credit Spread Dynamics. Journal of Derivatives.

Jiang, X., & Lee, B. (2014). The intertemporal risk-return relation: A bivariate model approach. Journal of Financial Markets, 18.

Jiang, X., & Lee, B. S. (2014). The dynamic relations between market returns and two types of risk with business cycles. Financial Review, 49.

Cai, K., Jiang, X., & Lee, H. W. (2013). Debt IPO Waves, Investor Sentiment, Market Conditions and Issue Quality. Journal of Financial Research.

Jiang, X. (2013). Equity Issues and Aggregate Market Returns under Information Asymmetry. Quantitative Finance, 13.

Hardin, W. G., Jiang, X., & Wu, Z. (2012). REIT Stock Prices and Inflation: Inflation Hedge or Inflation Illusion? Journal of Real Estate Finance and Economics, 25(1).

Chang, C., Chou, W. (., & Jiang, X. (2012). Domestic, international, and global funds performance. International Journal of Finance. (Accepted)

Jiang, X., & Lee, B. S. (2012). Do decomposed financial ratios predict stock returns and fundamentals? Financial Review, 47.

Jiang, X. (2010). Aggregate insider trading: Contrarian beliefs or superior information? Journal of Banking & Finance, 34(6).

Jiang, X. (2010). Return dispersion and stock returns. Financial Markets and Portfolios Management, 24(2).

Jiang, X., & Lee, B. S. (2009). The inter-temporal risk-return relation in the stock market. Financial Review, 44(4).

Jiang, X., Chiang, K., & Lee, M. (2009). REIT idiosyncratic risk. Journal of Property Research, 26(4).

Jiang, X., & Cai, K. (2008). Corporate bond returns and volaitlity. Financial Review, 43(1).

Jiang, X., & Lee, B. S. (2007). Stock returns, dividend yield and book to market. Journal of Banking & Finance, 31(2).

Jiang, X., & Lee, B. S. (2007). The dynamic relation between returns and idiosyncratic volatility. Financial Management, 35(2).

Jiang, X., & Soo, L. B. (2005). An Empirical Test of the Accounting-Based Residual Income Model and the Traditional Dividend Discount Model. Journal of Business, 78(4).

Books

Jiang, X., & Lee, B. (2011). Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?

Jiang, X., & Lee, B. (2011). The intertemporal risk-return relation: A bivariate model approach.

Jiang, X., & Lee, B. (2010). Equity Issues and Aggregate Market Returns under Information Asymmetry.