Xie, Tian

Assistant Professor


Phone:

Email:xietian@xmu.edu.cn

Office:B114

Homepage:http://【just drop by during office hour if email is not functioning well】

Biography Research Papers Research Projects

Work Experience
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, September 2016 - current;
Assistant Professor at Economics and Management School (E&M), Wuhan University, September 2014 - July 2016;
Senior Data Analyst at Janys' Analytics, Boston, US, March 2013 - August 2014;
Financial Analyst at Shanghai Holly Technology Co. Ltd., Shanghai, China, January 2010 - August 2011.

Education
Ph.D. in Economics, Queen's University, 2013; 
M.A. in Economics, Queen's University, 2005; 
Honours B.A. in Economics, Western University (UWO), 2004.

Research Interest
Financial Econometrics, Big Data Analytics, Model Combination and Forecasting

Teaching Interest
Econometrics, Risk Management, Asset Pricing, 
 

Published and Forthcoming

 

     

 

Working Paper 

  • “Forecasting with Social Media Data in the Presence of Heteroscedasticity” with Steven F. Lehrer, 2016
  • “Evaluating Asset Pricing Factors” with Yue Qiu and Yu Ren, 2016
  • “Controling Global Effects in Asset Pricing” with Yue Qiu and Yu Ren, 2016