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Dr. Eleanor Xu is a Professor of Finance at the
Stillman School of Business
MBA, 1994, Indiana State University, Terre Haute, Indiana
BA, Economics, 1992, Zhongshan (Sun Yat-Sen) University, Guangzhou, P.R. China
BFIN7245 Fixed Income Analysis (Spring 2009)
BFIN4227 Investment Analysis (Fall 2008)
BFIN7219 Security Analysis (Fall 2007)
Access to course materials for Seton Hall students: Blackboard
Internet Resources for Investments
Seton Hall University, Stillman School of Business, 2008-Present, Chair, Department of Finance
Seton Hall University, Stillman School of Business, 2007-Present, Professor of Finance
Seton Hall University, Stillman School of Business, 2002-2007, Associate Professor of Finance
Saint Louis University, John Cook School of Business, 1998-2002, Assistant Professor of Finance
Mortgage-backed Securities, Hedge Funds, Venture Capital, Security Market Microstructure, Risk Management, International Financial Markets
"What Drives the Return on Venture Capital Funds?” Winter 2008, Journal of Private Equity, 12(1), 42-55.
“The Performances of MBS Hedge Funds and Mutual Funds: A Puzzle,” (with Anthony L. Loviscek) December 2008, Journal of Investment Management.
“What Drives the Return on CMBS?” September 2007, Journal of Portfolio Management, 145-157.
"On the Financial Performance of Private Enterprises in China," (with Hung-Gay Fung and Qi-Zi Zhang), 2007, Journal of Developmental Entrepreneurship, 12(4), 399-414.
“Venture-backed IPOs and the Exiting of Venture Capital in China,” 2006, Journal of Entrepreneurial Finance and Business Venture, 11(3), 39-55.
“Time and Dynamic Volume-Volatility Relation,” (with Peter Chen and Chunchi Wu), 2006, Journal of Banking and Finance, 30(5), 1535-1558.
“Consumer Credit Risk Management in an Emerging Market: The Case of China,” (with Jiong Liu), 2006, China and World Economy, 14(3), 86-94.
“Performance of Securities Investment Funds in China,” 2005, Emerging Markets Finance and Trade, 41(5), 27-42.
"What Moves the Mortgage-backed Securities Market?” (with Hung-Gay Fung), 2005, Real Estate Economics, 33(2), 397-426.
"Cross-Market Linkages between US and Japanese Precious Metals Futures Trading," (with Hung-Gay Fung), 2005, Journal of International Financial Markets, Institutions & Money, 15(2), 107-124.
“A Comparative Study of Venture Capital Performance in US and Europe,” 2004, Journal of Entrepreneurial Finance and Business Ventures, 9(3), pp. 61-76.
“Evaluating Venture Capital and Buyout Funds as Alternative Equity Investment Classes,” 2004, Journal of Investing, 13(4), pp.74-82.
“Do Hedge Fund Managers Display Skill?” (with Hung-Gay Fung and Jot Yau), 2004, Journal of Alternative Investments, 6(4), pp. 22-31. Abstracted in The CFA Digest, vol. 34, no. 4 (November 2004), pp. 11-13.
“Information Flows between the U.S. and China Commodity Futures Trading,” (with Hung-Gay Fung and Wai K. Leung), 2003, Review of Quantitative Finance and Accounting , 21(3), pp. 267-285.
"The Predictive Power of Economic Indicators in Consumer Credit Risk Management," (with Jiong Liu), 2003, The RMA Journal, 86(1), pp. 40-45.
"ETF Premium/Discount and Index Futures Basis,” (with Jiong Liu), 2003, Corporate Finance Review, 8(1), pp.21-27.
"Global Hedge Funds: Risk, Return, and Market Timing," (with Hung-Gay Fung and Jot Yau), 2002, Financial Analysts Journal, 58(6), pp.19-30.
"Information Flows across Markets: Evidence from China-backed Stocks Dual-listed in Hong Kong and New York," (with Hung-Gay Fung), 2002, The Financial Review, 37(4), pp.563-588.
"Information Role of U.S. Futures Trading in a Global Financial Market," (with Hung-Gay Fung and Wai K. Leung), 2001, Journal of Futures Markets, 21(11), pp.1071-1090.
"Short-term Dynamic Transmission and Long-term Foreign Share Discount: Evidence from the Chinese Stock Markets,” (with Jiong Liu), 2001, International Journal of Business, 6(2), pp.33-51.
"Venture Capital Finance in China," 2001, Journal of Entrepreneurial Finance and Business Ventures, 1(1), pp.11-23.
"Market Structure, Volatility and Performance of H Shares," 2001, The Chinese Economy, 34(1), pp.49-73.
"Return Volatility, Trading Imbalance and the Information Content of Volume,” (with Chunchi Wu), 2000, Review of Quantitative Finance and Accounting, 14(2), pp.131-153. Abstracted in The CFA Digest, vol. 30, no. 4 (Fall 2000), pp. 102.
"Information, Liquidity Effects, and Transactional Price Movements," 2000, Corporate Finance Review, 5(3), pp.32-39.
"Evolution of the U.S. Banking System: from Glass-Steagall to Universal Banking," (with Janikan Supanvanij and Fred C. Yeager), 2000, Journal of International Banking Regulation, 1(4), pp.7-22.
"The Intraday Relation between Return Volatility, Transactions and Volume,” (with Chunchi Wu), 1999, International Review of Economics and Finance, 8(4), pp.375-397. Abstracted in The CFA Digest, vol. 30, no. 3 (Summer 2000), pp. 83-84.
Advances in International Investments: Traditional and Alternative Approaches, (with Hung-Gay Fung and Jot Yau), 2008, World Scientific Publishing.
"A Premier on the Securities Investment Fund Industry in China," 2007, in Kam C. Chan, Hung-Gay Fung and Wilson Liu, eds., China’s Capital Market: Challenges from WTO Membership, Edward Elgar Publishing Co., pp.231-248.
"Venture Capital Finance in China," 2002, in Allan Young, Ivan Teodorovic and Peter Koveos, eds., Economies in Transition: Conception, Status and Prospects, World Scientific Publishing, pp. 277-300.
"Market Structure, Volatility and Performance of H Shares," 2001, in Hung-Gay Fung and Kevin Zhang, eds., Financial Markets and Foreign Direct Investment in Greater China, M.E. Sharpe, pp.137-162.
Researcher of the Year in the Stillman School of Business, Seton Hall University, 2006, 2008
Bright Idea Award in Finance, NJPRO, 2007
Research Grant Recipient, Real Estate Research Institute, 2006
Stillman School Research Achievement Award, Seton Hall University, 2003, 2004, 2005, 2006, 2007, 2008
University Research Council Summer Research Grant, Seton Hall University, 2003, 2004, 2006
Stillman School Teaching Achievement Award, Seton Hall University, 2006
First Place, Investment Research Challenge, New York Society of Security Analysts, 2006
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xuxe@shu.edu