Faculty and ResearchExpert Guide
Xiaoquan Jiang
Ryder Systems Research Fellow
Professor
Department of Finance
College of Business
Florida International University
Modesto A. Maidique Campus
11200 S.W. 8th St, RB 210
Miami, FL 33199
(305) 348-7910
(305) 348-2680
jiangx@fiu.edu
Education
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Areas of Expertise
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Professional ActivitiesDr. 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. |
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Courses Taught
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Refereed Journal ArticlesJiang, X., Chen, Y., & Weng, M. (2020). Can government industrial policy enhance corporate bidding? The evidence of China. Pacific-Basin Finance Journal, 60. Jiang, X., & Kang, Q. (2018). Cross-sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity. Journal of Accounting, Auditing and Finance. (Accepted) Jiang, X., & Kang, Q. (2017). 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., 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. Chang, C., Chou, W. (., & Jiang, X. (2012). Domestic, international, and global funds performance. International Journal of Finance. (Accepted) 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). 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). |
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BooksJiang, 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. |
