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Faculty

Xiang Ju


Assistant Professor

Finance

+755-88018611

xiangj@sustc.edu.cn

Professional Experience:

◆ 2009/02-2013/12 Assistant Professor in Finance, Chinese Academy of Finance & Development (CAFD), Central University of Finance & Economics (CUFE), Beijing

◆ 2008/01-2009/01 Research Consultant, Opto Global Macro LLC, New York

◆ 2006/04-2008/01 Senior Business Analyst, Algomod Corp., New York

◆ 2001/01-2001/12 Risk Management System Specialist, Finansium Oy, Sweden & Finland

◆ 1997/08-2000/09 Financial Analyst / Risk Assistant, Qintai Securities Corp., Beijing

Educational Background:

◆PhD (finance), University of Texas at San Antonio (AACSB-accredited) ,  

08/2002-12/2005     

◆Advanced Financial Engineering PhD course (IEOR E6703), Columbia University, 

05/2003-11/2003 

◆Master of Science in Computational Finance, Swedish School of Economics & Business Administration (HANKEN),10/2000-05/2002

◆B.Econ. in Investment Economics, Central U. of Finance and Economics, Beijing, China 

09/1993-07/1997   

Honors & Awards:

◆ Paper among the top-10 downloads in behavioral finance on www.ssrn.com (2010)

◆ The Best Tutor of the 2nd Hongji Private Equity contest (2011)

◆ Advisory Committee member of the 3rd Hongji Private Equity contest (2012)

◆ Shenzhen Leadership talents (2013) 

Selected Publication:

*  “Intraday asymmetric volatility and asymmetric liquidity”, accepted by the Journal of 

Empirical Finance (Top 5 finance journal. Corresponding author, with Xiaoneng Zhu) 

*  “A Regime-Switching Nelson-Siegel Term Structure Model and Interest Rate 

Forecasts”, Journal of Financial Econometrics, Volume 11(3), Page 522-555(2013) 

(with Xiaoneng Zhu) 

*  “Convergence to efficiency in FTSE-100 futures market”,  International Journal of 

Financial Markets and Derivatives, Volume 1(3), Pages 243–257(2010) (with Donald 

Da-Hsiang Lien) 

*  “Price discovery in the foreign exchange futures market”, Journal of Futures Markets, 

Volume 26, Issue 11, Pages 1131–1143(2006) (with Y. Tse and J. K. W. Fung) 

*  “Market quality and price discovery: Introduction of the E-mini energy futures”, 

Global Finance Journal, Volume 16, Issue 2, Pages 164–179(2005) (with Y. Tse)

Other Info:

◆Anonymous Referee: Journal of Banking & Finance, International Journal of Business

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