Dr Yuxin Xie

School of Finance

Southwestern University of Finance and Economics

LiuTai Avenue 555, Chengdu, China

Email:yuxinxie@swufe.edu.cn

Tel: (+86) 158-8237-3079

Education

2010-2014, University of Liverpool, Department of Mathematical Science,Ph.D. in Quantitative Finance, United Kingdom

2009-2010, University of Exeter, Business School,MSc in Finance and Investment, United Kingdom

2008-2009, University of Southampton, School of Management,MSc in International Financial Markets, United Kingdom

2004-2008, Southwestern University of Finance & Economics, Finance Department,Bsc in Financial Management, China

Employment

2017-present, Associate Professor of Finance, Southwestern University of Finance and Economics

2016-2017, Assistant Professor of Finance, Southwestern University of Finance and Economics

2015-2016, Quantitative Software Manager, Silicon Markets Co., Ltd., London, U.K.

Short Visiting Positions

2018 Spring, Business School, Monash University, Australia

2017 Autumn, Management School, Shanghai University, Shanghai, China

Publications

Journal articles:

“Bid outcome processing in Vickrey auctions: an ERP study” (with Newton-Fenner, A., Tyson-Carr., Roberts, H., Henderson, J., Byrne, A., Hewitt, D., Fallon, N., Gu, Y., Gorelkina, O., Pantelous, A.A., Giesbrecht, T., Stancak, A), 2022,Psychophysiology, forthcoming.

“Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation” (with Wen, X. and Pantelous, A.A.), 2022,Energy Economics, forthcoming.

“Loss aversion and individualism around the world: empirical evidence” (with Hwang, S., Pantelous, A.A.), 2018,Journal of Banking and Finance, 88, pp.52-62.

“Effects of loss aversion on neural responses to loss outcomes: an event-related potential study”(with Katerina, K., Cook, S., Wright, H., Vicente, Soto., Fallon, N., Thomas, A., Pantelous, A. A. and Stancak, A.), 2017,Biological Psychology, 126, pp.30-40.

“Disappointment aversion and the equity premium puzzle: new international evidence” (with Pantelous, A. A. and Florackis, C.), 2016,European Journal of Finance, 22(12), pp. 1189-1203.

“Unpleasant odors increase aversion to monetary losses” (with Stancak, A., Fallon, N., Bulsing, P., Giesbrecht, T., Thomas, A. and Pantelous, A. A.), 2015,Biological Psychology, 107, pp. 1-9.

Books & professional reports:

“Behavioral finance: predictable irrationality”,Southwestern University of Finance and Economics Press, ISBN 978-7-5504-5303-6, 2022.

“Extreme Price Co-movement of Commodity Futures and Industrial Production Growth: An Empirical Evaluation”(with Wen, X. and Pantelous, A.A.), 2021, J.P. Morgan Center for Commodities,the Global Commodities Applied Research Digest, 6(2), pp.55-59.

Active Working Papers

“Time-Varying Loss Aversion of Mutual Fund Managers, as a Response to Incentives” (with Liu,L., Pantelous, A.A and Zheng,L).

“Narrow framing and household portfolio choices” (with Pantelous, A.A., Lu,X. and Tang, R.).

“Loss aversion and mental accounting” (with Hwang, S. and Pantelous, A.A.).

“Prospect theory and behaviors of fund investors” (with Pantelous, A.A. and RuoHua, T.).

“Preference strength, attitude to risk, and equity premium” (with Hwang, S. and Pantelous, A.A.).

Teaching Experiences

2016-present, Instructor, Southwestern University of Finance & Economics

Investment (Bsc); Securities, Futures and Trades (Bsc); Household Finance (Bsc); Risk Management (Msc); Behavioral Finance (MBA, Msc)

2010-2014, Teaching Assistant, University of Liverpool

Financial Mathematics (Bsc); Probability (Bsc)

Affiliations and Professional Services

Guest Editor

China Finance Review International

Ad-hoc Referee

Quantitative Finance, European Journal of Finance, North American Journal of Economics and Finance, China Finance Review International, Energy Economics

Management Chair Committee Member

Symposium on Quantitative Finance and Risk Analysis (QFRA)

Senior Research Fellow

Survey and Research Center for China Household Finance (CHFS)

Founder of the Belief Analytics, a social media data lab which specializes in textual data collection and semantic analysis

https://www.belief-analytics.com

Registered research scientistin Mayi Data lab (Ant Financial Services Group)

https://www.dfor.org.cn/index

Registered Members

American Economic Association

Society for Financial Studies

Awards & Grants

2019 "GuangHua Elite Plan", issued by Southwestern University of Finance & Economics

2018 "TianFu Ten Thousand Plan - Financial Elite”, co-issued by Organization Department of Sichuan Province, Human Resources and Social Security Department of Sichuan Province and Financial Supervision and Administration Bureau of Sichuan Province

2022Teaching Grant, by Southwestern University of Finance and Economics, "Parsing textual data in financial markets: Natural Language Processing based on Python"

2022Teaching Grant, by Southwestern University of Finance and Economics, "Neuroeconomics "

2021Teaching Grant, by Southwestern University of Finance and Economics, "Family Wealth Management and Investment Practice"

2021Teaching Grant, by Southwestern University of Finance and Economics, "Family Wealth Management and Investment Practice"

2021Teaching Grant, by Southwestern University of Finance and Economics, "Behavioral Finance: Predictable Irrationality"

2020Teaching Grant, by Southwestern University of Finance and Economics, "Family Wealth Management"

2019Teaching Grant, by Southwestern University of Finance and Economics, "Algorithmic Trading: Practice and Computer-Based Implementation"

2018Research Grant, by National Natural Science Foundation of China, "Past performance and subsequent risk attitudes: empirical analysis of Chinese mutual funds"

2018Teaching Grant, by Teaching Committee of Southwestern University of Finance & Economics, "Advances in Behavioral Finance"

2017Teaching Grant, by Teaching Committee of Southwestern University of Finance & Economics, "Algorithmic Trading: Practice and Computer-Based Implementation"

2017Research Grant, by The Fundamental Research Funds for the Central Universities, "Narrow Framing and Household Portfolio Choice"

2016Research Grant, by The Fundamental Research Funds for the Central Universities, "Mental Accounting and Loss Aversion"

2016Research Grant, by Southwestern University of Finance & Economics, "Oversee Talent Start-Up"

Conference Discussions

2021 AEA Poster Session

2021 The 7th International Young Finance Scholars’ Conference

2021 The 33rd Asian Finance Association Annual Meeting

2021 The 7th Camphor Economic Conference

2019 Quantitative Finance and Risk Analysis Symposium

2019 INFINITI Finance Conference 2019 in Asia-Pacific

2018 Quantitative Finance and Risk Analysis Symposium

2017 Tianfu Finance Conference

2015 World Finance Conference

2015, Symposium on Quantitative Finance and Risk Analysis, Annual Conference of Southwestern Finance Association

2014 ASCE-ICVRAM-ISUMA Conference

2013 International Forecasting Financial Markets 2012 Common Themes in Financial & Actuarial Mathematics

Invited Academic Presentations

2022 Seminar in mutual fund loss aversion, International Business School Suzhou, Xi'an Jiaotong-Liverpool University

2021 Workshop on Behavioral Finance, Sun Yat-Sen University; Workshop on Dynamic Risk Attitude of Mutual Fund, Capital University of Economics and Business

2017 Workshop on Quantitative Finance and Actuarial Science, Xi’an Jiaotong-Liverpool University; Tianfu Finance Conference, Southwestern University of Finance & Economics

2016 Workshop on Financial Mathematics and Actuarial Science, Xi’an Jiaotong-Liverpool University; Recent trends in Decision making under risk and uncertainty, Shanghai University