Dr. Yang Xu is currently an associate professor at School of Economics and Management, Beihang University. Her research interests focus on empirical asset pricing, international finance, exchange rate pricing, corporate finance, digital transformation, and etc.. Her research has been published in academic journals such Journal of Futures Market, International Review of Financial Analysis, Energy Economics, Emerging Markets Review, among others.

【Education/Work Experiences】

Associate Professor,Beihang University, since2021.12

Postdoctoral Fellow,Beihang University,2019.09—2021.12

Assistant Professor, Beijing University of Technology, 2018.07—2019.07

Ph.D., in Management Science and Engineering (Financial Engineering), Beihang University, 2014.09—2018.03

【Selected Papers】

1.Xue Jiang, Liyan Han,Yang Xu*. How does skewness perform in the Chinese commodity futures market?Journal of Futures Market, 2021, 1–18. (SSCI, ABS 3)

2.Yang Liu, Liyan Han,Yang Xu*. The Impact of Geopolitical Uncertainty on Energy Volatility.International Review of Financial Analysis, 2021, 75, 101743. (SSCI, ABS 3)

3.Rian Dolphin, Barry Smyth,Yang Xuand Ruihai Dong. Measuring Similarity Between Financial Time Series with a View to Identifying Profitable Stock Market Opportunities. Accepted paper at theInternational Conference on Case-Based Reasoning, Salamanca, Spain, 2021.

4.Li Wan, Liyan Han,Yang Xu*, Roman Matousek.Dynamic linkage between the Chinese and global stock markets: A mixture normal approach.Emerging Markets Review, 2021, 49: 100764. (SSCI, Q1)

5.Liyan Han, Li Wan,Yang Xu*. Can the Baltic Dry Index predict foreign exchange rates?Finance Research Letters, 2020, 32: 101157.(SSCI, Q1)

6.Yang Xu, Li Wan, Liyan Han, Libo Yin^*. Structural relationship between oil prices and exchange rates.Energy Economics, 2019, 84: 104488. (SSCI, ABS 3)

7.Liyi Yang,Yang Xu, Tin Lok James Ng, Ruihai Dong. Leveraging BERT to Improve the FEARS Index for Stock Forecasting. Proceedings ofFinNLP Workshop at Financial Technology and Natural Language Processing. 54–60, Macao, China, August 12, 2019.

8.Liyan Han,Yang Xu, Libo Yin^*. Forecasting the CNH-CNY pricing differentials: The role of investor attention.Pacific-Basin Finance Journal, 2018, 49: 232–247. (SSCI, ABS 2)

9.Liyan Han,Yang Xu, Libo Yin^*. Does investor attention matter? The attention-return relationships in FX market.Economic Modelling, 2018, 68: 644–660. (SSCI, ABS 2)

【Professional Service】

Ad hoc reviewer of North American Journal of Economics and Finance, Economic Modelling, Finance Research Letters.