Jianguo Xu


Duke University, Ph.D. in Economics, May 2005

Beijing University, M.A. in Economics, July 2000

Beijing University, B.S. in Probability and Statistics, July 1997

Academic appointments

2009 – at present  Associate Professor of Finance, Beijing University

2007 – 2009  Assistant Professor of Finance, McGill University

2005 – 2007  Assistant Professor of Finance, University of Hong Kong

Publications related to this theme

“Short sale constraints and the information content of trading,” China Economic Journa,l volume 3, 2010 No.1, 87-104.

“Price Convexity and Skewness”, Journal of Finance, LXII, October 2007, 2521-2552.

“Liquidity Risk and the Hedging Role of Options”, with Keith Wong, Journal of Futures Markets, vol. 26, June 2006, 789-808.

“China’s Urban Pension System: Reforms and Problems”, with Yaohui Zhao, Cato Journal, vol. 21, winter 2002, 395-414.