Xiaoqing Eleanor Xu, Ph.D., CFA  
Professor of Finance
Stillman School of Business
Seton Hall University
South Orange, NJ 07079-2692, USA
          Phone: (973) 761-9209; Fax: (973) 761-9217
Office: Jubilee Hall 609
          Personal Homepage: http://pirate.shu.edu/~xuxe; Official Homepage
xuxe@shu.edu
         

Dr. Eleanor Xu is a Professor of Finance at the Stillman School of Business of Seton Hall University.  Her teaching interests are in investment analysis and fixed income analysis.  Her research interests are in exchange-traded funds, hedge funds, mortgage-backed securities, emerging markets, and risk management. She has published over three dozen research articles in journals such as the Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, Real Estate Economics, Financial Analysts Journal, Journal of Portfolio Management, Journal of Futures Markets, Journal of Fixed Income, and Review of Quantitative Finance and Accounting. In addition, she has frequently presented at national and international conferences. Dr. Xu is a CFA charterholder and the principal contact for the Stillman School's CFA University Recognition Program. She is a winner of many academic awards and research grants, including the 2013, 2009, 2008 and 2006 Stillman Researcher of the Year Award, the 2007 Bright Idea Award, and the 2006 Real Estate Research Institute Research Grant. Prior to joining Seton Hall University, Dr. Xu was an Assistant Professor of Finance with the Cook School of Business at Saint Louis University.  She received her Ph.D. in Finance from Syracuse University in 1998, MBA from Indiana State University in 1994, and BA in Economics from Sun Yat-Sen University in 1992. 

 

Education

Ph.D., Finance, 1998, Syracuse University, Syracuse, New York

MBA, 1994, Indiana State University, Terre Haute, Indiana

BA, Economics, 1992, Zhongshan (Sun Yat-Sen) University, Guangzhou, P.R. China  

 

Teaching

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 

 

Experience

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

 

Research Interests

Exchange-traded Funds, Hedge Funds, Mortgage-backed Securities, Emerging Markets, Risk Management

 

Selected Journal Publications

1.     Do Leveraged Exchange-traded Products Deliver Their Stated Multiples? (with Anthony Loviscek and Hongfei Tang), Journal of Banking and Finance, forthcoming.

Tracking Performance of Leveraged and Regular Fixed Income ETFs,” (with Hongfei Tang), 2014, Journal of Fixed Income, 23 (3), 64-90.

“Solving the Return Deviation Conundrum of Leveraged Exchange-traded Funds,” (with Hongfei Tang), 2013, Journal of Financial and Quantitative Analysis, 48(1), 309-342.

"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.

 

Book

Advances in International Investments: Traditional and Alternative Approaches, (with Hung-Gay Fung and Jot Yau), 2008, World Scientific Publishing.

 

Recent Awards and Grants   

 


Last modified on March 1, 2014. 

 


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