Shixiang Xia

Assistant Professor of Finance

City University of Hong Kong

About me

I am an Assistant Professor of Finance in the Department of Economics and Finance at City University of Hong Kong. I received my Ph.D. in Finance from the Kellogg School of Management at Northwestern University. My research interests include asset pricing, ESG, and macro-finance.

Interests

Asset pricing
ESG
Macro-finance

Education

Ph.D. in Finance
Kellogg School of Management, Northwestern University
M.S. in Quantitative Finance
Olin Business School, Washington University in St. Louis
B.S. in Mathematics
University of Wisconsin-Madison

Working Papers

Marco Rossi, Yujie Ruan, Shixiang Xia (2024). Real Effects of Corporate Bond ETF Ownership. Management Science, revise & resubmit.

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Ngoc-Khanh Tran, Shixiang Xia (2024). Recovery and Consistency. Review of Financial Studies, revise & resubmit.

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Ravi Jagannathan, Soohun Kim, Robert McDonald, Shixiang Xia (2023). Environmental Activism: Endogenous Risk and Asset Prices.

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Works in Progress

Sharpe Ratio Shrinkage

Ngoc-Khanh Tran, Andrea Vedolin, Shixiang Xia

Pricing Implications of Inter-Cohort Heterogeneity in FX Markets

Thomas Maurer, Shixiang Xia

Publications

Vefa Goksel, Shixiang Xia, Nigel Boston (2015). A Refined Conjecture for Factorizations of Iterates of Quadratic Polynomials over Finite Fields. Experimental Mathematics.

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Contact

shixiang.xia (at) cityu.edu.hk
+852 34427314