CV - XIAO Bing

Research:

I’m always fascinated by the quantitative method applied to finance. My research focuses on the "Evaluation of financial assets", especially the equity market. My primary research goals are understanding the different anomalies of the stock market. My future research plans are aimed at improving the capital asset pricing models, to better explain the price formation in the equity market

 

Thesis:

 

Size effect and economic cycles: Empirical Studies on the French equity market, (2012)

 

Articles published and selected for conferences:


Forecasting Volatility of Oil using the ARCH Family Models: A Comparison between the Student Distribution and the Gaussian Distribution, The 1st International Conference on Energy, Finance, and Macroeconomy (ICEFM), Montpellier Business School, 22-24 November 2017, Montpellier. (co-author: RANDRIAMIARANA Joëlle)

The seasonality of Gold Prices in China: Evidence from Shanhai Gold Exchange, The 1st International Conference on Energy, Finance, and Macroeconomy (ICEFM), Montpellier Business School, 22-24 November 2017, Montpellier. (co-author: HOANG Thi-Hong-Van, WONG Wing-Keung, ZHU Zhenzhen)

Forecasting Volatility of Shanghai Gold Market: A Comparison between Student and Gaussian Distributions, extension to Stable models, 11th International Conference on the Chinese Economy, 19-20 October, 2017, CERDI-IDREC, Clermont-Ferrand. (co-author: DURY Marie-Eliette)

The recent evolution of the volatility in the Chinese gold market, GDRI International Development Economic, Clermont-Ferrand, November 3-4, 2016

Beta and size revisited: Evidence from the French stock market, International Journal of Financial Research, Vol 7, N°3, October 2016

Predicting the volatility of the Russell 3000 stock index, International Journal of Financial Research, Vol 7, N°3, July 2016

Conditional relationship between beta and return in the US stock market, Expert Journal of Business and Management, Volume 4, issue 1, 2016, pp. 46-55.

The Monthly effect and the day of week effect in the American stock market, International Journal of Financial Research, Vol 7, N°2, April 2016

The relationship between economic cycles and idiosyncratic risk: A study on the Japanese stock market, World Finance & Banking Symposium – December 17-18 2015, Vietnam National University.

The recent evolution of the seasonal anomalies in China’s stock market: An empirical analysis of the Shenzhen Stock Exchange, 10th International Conference on the Chinese Economy, 22-23 October, 2015, CERDI-IDREC, Clermont-Ferrand. (co-author: COULIBALY Aïssata)

Does Idiosyncratic Risk Matter? Evidence From The Japanese Stock Market, Eurasian Journal of Economics and Finance (EJEF), 3(3) 2015, 12-19.

On the Impact of Firm Size on Risk and Return : Fresh Evidence from the American Stock Market over the recent years, Journal of Applied Business Research, 31(1), 2015. (FNEGE Rang 3) (co-author: ALIOUI Sabrina., CHAIBI Anissa)

Size effect and economic cycles: A study on the French stock market, The International Review of Applied Financial Issues and Economics, Volume 4, Issue 4, December 2012. (co-autor: ALIOUI Sabrina.)