 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 the Stillman School of Business in the Fall of 2002 as an Associate Professor of Finance. My teaching interests are in investments and fixed income. My research covers mortgage-backed securities, hedge funds, venture capital, emerging markets, risk management and market micro structure. I have published over two dozen research articles in high-quality finance journals and a book on international investments. I have frequently presented at national and international conferences. I was promoted to a Full Professor of Finance in the Fall of 2007 and have served as Chair of the Finance Department since July 2008. I am a winner of many research awards and grants, including the 2008 and 2006 Seton Hall Researcher of the Year Award, the 2007 NJPRO Bright Idea Award in Finance, the 2006 Real Estate Research Institute Research Grant, and the Stillman Research Achievement Wards from 2003 to 2009. I have also received recognition for my teaching achievement at the Stillman School. Prior to joining Seton Hall University, I was an Assistant Professor of Finance with the Cook School of Business at St. Louis University. I received my Ph.D. in Finance from Syracuse University with honors in 1998. I have also been a Chartered Financial Analyst (CFA) and an active sponsor of the CFA student scholarship since 2004.
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)
- Fixed Income Analysis (BFIN 7245)
- Security Analysis (BFIN 7219)
Research Interests
Mortgage-backed securities, hedge funds, venture capital, security market micro structure, emerging markets, and risk management
Representative Research
- Xiaoqing Eleanor Xu, 2009, "Performance of Subprime Mortgage-backed Securities Before and During the Subprime Crisis," Working paper.
- Xiaoging Eleanor Xu, Jiong Liu, and Anthony L. Loviscek, 2009, "Hedge Fund Attrition, Survivorship Bias and Performance: Perspectives from the Global Financial Crisis," Working paper.
- Xiaoging Eleanor Xu, 2009, "On the Performance Drivers of U.S. Treasury Inflation-Protected Securities," Working paper.
- Xiaoging Eleanor Xu, 2008, "What Drives the Return on Venture Capital Funds?" Journal of Private Equity, 12(1), 42-55.
- Xiaoqing Eleanor Xu and Anthony L. Loviscek, 2008. "The Performances of MBS Hedge Funds and Mutual Funds: A Puzzle." Journal of Investment Management, 6(4), 59-89.
- 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: 2002-2009
- Stillman School Teaching award: 2006, 2009
- Researcher of the Year in the Stillman School of Business, Seton Hall University: 2006 and 2008
- Bright Idea Award, NJPRO: 2007
- Faculty Advisor, 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
- Business School Summer Research Grant, Saint Louis University, 1999-2001
- Beaumont Faculty Development Fund, Saint Louis University, 1999-2000
- Doctoral Prize of School of Management, Syracuse University, 1999
- Certificate in University Teaching, Syracuse University, 1998
- Teaching Associateship, Future Professoriate Project, Syracuse University, 1996-1998
- Teaching Fellow, Syracuse University, 1997-1998
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Department of Finance
Telephone (973) 761-9209
Jubilee Hall Rm. 609
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