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Dr Xing Han

Xing HanLecturer

B.Econ (Fudan), MSc (Maastricht), M.Fin (Antwerp), PhD (Ghent)

Tel 64 3 4799066

Office CO3.10

Email xing.han@otago.ac.nz

Dr. Xing Han joined Otago University in September 2016. Prior to that, Xing was a post-doc researcher at the Department of Financial Economics, Ghent University. He obtained his PhD from Ghent University in 2015 with his dissertation entitled “Essays on market microstructure and liquidity”. Some of his academic works are published in peer-reviewed journals such as Energy Economics.

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Publications

Han, X., & Li, Y. (2017). Can investor sentiment be a momentum time-series predictor? Evidence from China. Journal of Empirical Finance. Advance online publication. doi: 10.1016/j.jempfin.2017.04.001

Frömmel, M., Han, X., & Kratochvil, S. (2014). Modeling the daily electricity price volatility with realized measures. Energy Economics, 44, 492-502. doi: 10.1016/j.eneco.2014.03.001

Frömmel, M., Han, X., & Van Gysegem, F. (2015). Further evidence on foreign exchange jumps and news announcements. Emerging Markets Finance & Trade, 51(4), 774-787. doi: 10.1080/1540496X.2015.1046348

Journal - Research Article

Han, X., & Li, Y. (2017). Can investor sentiment be a momentum time-series predictor? Evidence from China. Journal of Empirical Finance. Advance online publication. doi: 10.1016/j.jempfin.2017.04.001

Frömmel, M., Han, X., & Van Gysegem, F. (2015). Further evidence on foreign exchange jumps and news announcements. Emerging Markets Finance & Trade, 51(4), 774-787. doi: 10.1080/1540496X.2015.1046348

Frömmel, M., Han, X., & Kratochvil, S. (2014). Modeling the daily electricity price volatility with realized measures. Energy Economics, 44, 492-502. doi: 10.1016/j.eneco.2014.03.001

More publications...