 Xiaoqing Eleanor Xu Chair and Professor, Department of Finance Address: Jubilee Hall, 609 Phone: (973) 761-9209 E-mail: xuxe@shu.edu I came to Seton Hall University from Saint Louis University in 2002. I teach investments at the undergraduate and MBA levels, and fixed income analysis at the MBA level. I am a CFA charter holder. I have been recognized for outstanding research productivity, publishing 17 articles and one book since my arrival. I have received the “Researcher of the Year Award" from the Seton Hall, two of the last three years and have received the “Bright Idea Award" from NJPRO. In 2007, I was promoted to Full Professor. I assumed the duties of department chair in 2008. Education
- Ph.D., Syracuse University, 1998
- M.B.A., Indiana State University, 1994
- B.A., Sun Yat-Sen University, Guangzhou, PRC, 1992
Courses at Seton Hall
- Investment Analysis (BFIN 4227)
- Security Analysis (BFIN 7219)
- Fixed Income Analysis (BFIN 7245)
Research Interests
Mortgage-backed securities, hedge funds, venture capital, security market microstructure, emerging markets, and risk management
Representative Research
- Xiaoqing Eleanor Xu and Anthony L. Loviscek, "The Performances of MBS Hedge Funds and Mutual Funds: A Puzzle." Journal of Investment Management, forthcoming.
- Hung-Gay Fung, Xiaoqing Eleanor Xu, and Jot Yau, 2008, Advances in International Investments: Traditional and Alternative Approaches, World Scientific Publishing.
- Xiaoqing Eleanor Xu, “What Drives the Return on CMBS?” September 2007, Journal of Portfolio Management, 145-157.
- Xiaoqing Eleanor Xu, Peter Chen, and Chunchi Wu, 2006, "Time and Dynamic Volume-Volatility Relation." Journal of Banking and Finance, 30(5), 1535-1558.
- Xiaoqing Eleanor Xu, and Hung-Gay Fung, 2005, "What Moves the Mortgage-backed Securities Market?” Real Estate Economics, 33(2), 397-426.
- Xiaoqing Eleanor Xu, 2004, "Evaluating Venture Capital and Buyout Funds as Alternative Equity Investment Classes." Journal of Investing, 13(4),74-82.
- Hung-Gay Fung, Wai K. Leung, and Xiaoqing Eleanor Xu, 2003, "Information Flows between the U.S. and China Commodity Futures Trading." Review of Quantitative Finance and Accounting, 21(3), 267-285.
- Hung-Gay Fung, Xiaoqing Eleanor Xu, and Jot Yau, 2002, "Global Hedge Funds: Risk, Return, and Market Timing." Financial Analysts Journal, 58(6), 19-30.
Awards
- Stillman School Research awards: 2002-2008
- Stillman School Teaching award: 2006
- Researcher of the Year in the Stillman School of Business, Seton Hall University: 2006 and 2008
- Bright Idea Award, NJPRO: 2007
- First place, Investment Research Challenge, New York Society of Security Analysts: 2006
- Summer research grants, 2003, 2004, and 2006
- Research grant, Real Estate Research Institute, 2006
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Department of Finance
Telephone (973) 761-9209
Jubilee Hall Rm. 609
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