Biography

Xin He (Sean) is a Tenure-Track Associate Professor of Finance at Faculty of Business for Science and Technology, School of Management, University of Science and Technology of China. His research interest is Asset Pricing and Quantitative Investment. His work has been published in leading journals such as Journal of Financial Economics, Journal of Banking and Finance, and International Review of Finance. Sean’s research has been acknowledged by practitioners, receiving research awards from INQUIRE Europe and IQAM Research Prize.

News

  • In December 2024, the manuscript “Predicting Individual Corporate Bond Returns” was accepted to Journal of Banking and Finance.
  • In October 2024, the manuscript “Growing the Efficient Frontier on Panel Trees” was accepted to Journal of Financial Economics.
  • Research Students: Actively hiring research students interested in Quantitative Investment, with background from FIN/MATH/ORMS/STAT. Please email your transcript, cv, and cover letter to mlfina.ustc@gmail.com.

Interests

  • Asset Pricing
  • Quantitative Investment

Education

  • Ph.D in Management Sciences, 2022

    City University of Hong Kong

  • BSc in Industrial Engineering, 2018

    Shanghai Jiao Tong University

Research

Selected Publication:

SSRN

Working Paper:

Code & Data

Panel Tree

China A-Share Market

US Market

Sorted Portfolio

Dictionaries for Financial Textual Analysis

Belt and Road Initiative

Contact

学校网页 - School Website - Curriculum Vitae - Github - Google Scholar - LinkedIn - ORCID - SSRN