Jinming Xue
Tenure and Tenure-Track Faculty
Assistant Professor
Finance
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DBMQ 2181聽 |
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Education
PhD, Finance, the University of Maryland, College Park
Biography
Jinming Xue is an Assistant Professor of Finance at the Cox School of Business at 爆走黑料. His research focuses on financial intermediation, market microstructure, and empirical asset pricing, with an emphasis on institutional investors, exchange-traded funds, and fixed-income markets. His work has been published in the Journal of Financial and Quantitative Analysis and accepted for publication in the Review of Financial Studies. He earned his Ph.D. in Finance from the University of Maryland, College Park.
Teaching
FINA 4326 Investment Analysis & Portfolio Management
Research
Financial intermediation; institutional investors, mutual funds, and exchange-traded funds; market microstructure and liquidity; fixed-income markets; empirical asset pricing and derivatives.
Publications
Bessembinder, Hendrik, Shuaiyu Chen, Michael J. Cooper, Jinming Xue, and Feng Zhang, “Mutual Fund Flows at Long Horizons,” Review of Financial Studies, forthcoming.
Bakshi, Gurdip, John Crosby, Xiaohui Gao, Jinming Xue, and Wei Zhou, 2024, “The Options-Inferred Equity Premium and the Slippery Slope of the Negative Correlation Condition,” Journal of Investment Management 22(3), 56–80.
Bakshi, Gurdip, Xiaohui Gao, and Jinming Xue, 2023, “Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market,” Journal of Financial and Quantitative Analysis 58(4), 1808–1842.