Faculty and ResearchExpert Guide

Xiaoquan Jiang

Xiaoquan Jiang

Ryder Systems Research Fellow

Associate Professor
Department of Finance

College of Business
Florida International University

Modesto A. Maidique Campus
11200 S.W. 8th St, RB 208B
Miami, FL 33199

P: (305) 348-7910
E: jiangx@fiu.edu


  • 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. (2017). (in press) Cross-sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity.  Journal of Accounting, Auditing and Finance.

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. (2016). The Shocks in Interbank Market: An Analysis in China and the US.  Asia-Pacific Journal of Financial Studies. 44, 877-898.

Chen, Y., Jiang, X. & Lee, B. (2015). Long-Term Evidence on the Effect of Aggregate Earnings on Prices.  Financial Management. 44 (2), 323-351.

Rolgh, D., Neal, R., Dupyet, B. & Jiang, X. (2015). Interest Rates and Credit Spread Dynamics.  Journal of Derivatives. 23 (1), 25-39.

Jiang, X. & Lee, B. (2014). The dynamic relations between market returns and two types of risk with business cycles.  Financial Review. 49, 593-618.

Jiang, X. & Lee, B. (2014). The intertemporal risk-return relation: A bivariate model approach.  Journal of Financial Markets. 18, 158-181.

Jiang, X. (2013). Equity Issues and Aggregate Market Returns under Information Asymmetry.  Quantitative Finance. 13, 281-300.

Cai, K., Jiang, X. & Lee, H. (2013). Debt IPO Waves, Investor Sentiment, Market Conditions and Issue Quality.  Journal of Financial Research., 435-452.

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

Jiang, X. & Lee, B. (2012). Do decomposed financial ratios predict stock returns and fundamentals?.  Financial Review. 47, 531-564.

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), 262-287.

Jiang, X. (2010). Aggregate insider trading: Contrarian beliefs or superior information?.  Journal of Banking &; Finance. 34 (6), 1225-1236.

Jiang, X. (2010). Return dispersion and stock returns.  Financial Markets and Portfolio Management. 24 (2), 107-135.

Jiang, X. & Lee, B. (2009). The inter-temporal risk-return relation in the stock market.  Financial Review. 44 (4), 541-558.

Jiang, X., Chiang, K. & Lee, M. (2009). REIT idiosyncratic risk.  Journal of Property Research. 26 (4), 349-366.

Jiang, X. & Cai, K. (2008). Corporate bond returns and volaitlity.  Financial Review. 43 (1), 1-26.

Jiang, X. & Lee, B. (2007). The dynamic relation between returns and idiosyncratic volatility.  Financial Management. 35 (2), 43-65.

Jiang, X. & Lee, B. (2007). Stock returns, dividend yield and book to market.  Journal of Banking &; Finance. 31 (2), 455-475.

Jiang, X. & Soo Lee, B. (2005). An Empirical Test of the Accounting-Based Residual Income Model and the Traditional Dividend Discount Model.  Journal of Business. 78 (4), 1465-1504.

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