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Dr Xing Han

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

Tel +64 3 479 9066
Office OBS 3.10
Email xing.han@otago.ac.nz

Dr. Xing Han’s research focuses on empirical asset pricing and financial markets. He has published in peer-reviewed finance journals such as Critical Finance Review and Journal of Empirical Finance.

Dr. Xing Han has presented his work extensively at international academic conferences including annual meetings of the Financial Management Association International (FMA), the European Financial Management Association (EFMA), the Royal Economics Society (RES), the German Finance Association (DGF), and the New Zealand Finance Meeting (NZFM).

Visit Xing's personal website for recent working papers, data, etc.

Teaching interests

  • FINC 202: Investment Analysis and Portfolio Management
  • FINC 403: Studies in Capital Markets

Research interests

  • Empirical asset pricing
  • Market microstructure and liquidity
  • Volatility forecasting

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Publications

Han, X. (2019). Understanding the performance of components in betting against beta. Critical Finance Review. Advance online publication. Retrieved from http://cfr.ivo-welch.info/home/

Han, X., & Li, Y. (2017). Can investor sentiment be a momentum time-series predictor? Evidence from China. Journal of Empirical Finance, 42, 212-239. doi: 10.1016/j.jempfin.2017.04.001

Journal - Research Article

Han, X. (2019). Understanding the performance of components in betting against beta. Critical Finance Review. Advance online publication. Retrieved from http://cfr.ivo-welch.info/home/

Han, X., & Li, Y. (2017). Can investor sentiment be a momentum time-series predictor? Evidence from China. Journal of Empirical Finance, 42, 212-239. doi: 10.1016/j.jempfin.2017.04.001

More publications...