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
BFIN4227 Investment Analysis
BFIN4250 Fixed Income Analysis
BFIN7219 Security Analysis
BFIN7245 Fixed Income Analysis
Access to course materials for Seton Hall students: Blackboard
Internet Resources for Investments
Seton Hall University, Stillman School of Business, 2007-Present, Professor of Finance
Seton Hall University, Stillman School of Business, 2008-2010, Chair, Department 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
Exchange-traded Funds, Hedge Funds, Mortgage-backed Securities, Emerging Markets, Risk Management
the Return Deviation Conundrum of Leveraged Exchange-traded Funds ,"
(with Hongfei Tang), Journal of Financial and
Quantitative Analysis, forthcoming.
," (with Hongfei Tang), Journal of Financial and Quantitative Analysis, forthcoming.
"The Effect of Monetary Policy on Real Estate Price Growth in China,"(with Tao Chen), 2012, Pacific Basin Finance Journal, 20(1), 62-77.
“An Examination of Hedge Fund Survivorship Bias and Attrition Before and During the Global Financial Crisis,” (with Jiong Liu and Anthony L. Loviscek) Spring 2011, Journal of Alternative Investments, 13(4), 40-52.
“The Performances of MBS Hedge Funds and Mutual Funds: A Puzzle,” (with Anthony L. Loviscek) December 2008, Journal of Investment Management, 6(4), 59-89.
"What Drives the Return on Venture Capital Funds?” Winter 2008, Journal of Private Equity, 12(1), 42-55.
“What Drives the Return on CMBS?” September 2007, Journal of Portfolio Management, 145-157.
“Time and Dynamic Volume-Volatility Relation,” (with Peter Chen and Chunchi Wu), 2006, Journal of Banking and Finance, 30(5), 1535-1558.
“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.
“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.
“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.
"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.
"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.
"The Intraday Relation between Return Volatility, Transactions and Volume,” (with Chunchi Wu), 1999, International Review of Economics and Finance, 8(4), pp.375-397.
Advances in International Investments: Traditional and Alternative Approaches, (with Hung-Gay Fung and Jot Yau), 2008, World Scientific Publishing.
Researcher of the Year in the Stillman School of Business, Seton Hall University, 2006, 2008, 2009
Bright Idea Award in Finance, NJPRO, 2007
Research Grant Recipient, Real Estate Research Institute, 2006
Stillman School Research Achievement Award, Seton Hall University, 2003-2010
University Research Council Summer Research Grant, Seton Hall University, 2003, 2004, 2006
Stillman School Teaching Achievement Award, Seton Hall University, 2006, 2009
First Place, Investment Research Challenge, New York Society of Security Analysts, 2006
Last modified onFebruary 1, 2012.
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