Xinrui DUAN
Professeur Assistant
- Département Finance
Domaines de recherche
Empirical Asset Pricing
Behavioral Finance
FinTech
Publications
2019
ZHU, Z., DUAN, X., Tu, J. (2019) . Relative Strength over Investment Horizons and Stock Returns, Journal of Portfolio Management, 46 (1), 91-105
ZHU, Z., DUAN, X., TU, J. (2019) . The Trend in Short Selling and the Cross Section of Stock Returns, Annals of Economics and Finance, 20 (2), 565-586
ZHU, Z., DUAN, X., Sun, L., Tu, J. (2019) . Momentum and reversal: The role of short selling, Journal of Economic Dynamics and Control, 104 (July 2019), 95-110
Formation
PhD in Finance
Singapore Management University, Singapour (2019)
M.S in Statistics
National University of Singapore, Singapour (2010)
B.S. in Mathematics and Applied Mathematics
University of Science and Technology of China, Chine (RPC) (2009)