Chenjie Xu

Associate Professor, School of Finance, Shanghai University of Finance and Economics

Research Interests:

Macro-Finance, Empirical Asset Pricing, Green Finance

Professional Experience:

2023 - Now, Associate Professor of Finance,
2019 - 2023 Assistant Professor of Finance,
School of Finance, Shanghai University of Finance and Economics.

Education:

2019 Ph.D. in Finance, Hong Kong University of Science and Technology.
2013 M.S. in Finance, Peking University.
2011 B.A. in Economics and B.S. in Mathematics, Peking University.

Contact Information:

Rm 218, Yuxiu Bldg, Wudong Road 100,
Shanghai University of Finance and Economics,
Shanghai, 200433, China.
Email: chenjiexu101@gmail.com

Curriculum Vitae:

You can find my resume here [Download].


Publications

Intermediary-Based Equity Term Structure

with Kai Li, Journal of Financial Economics, Volume 157, July 2024.

Learning and the Capital Age Premium

with Kai Li and Chi-Yang Tsou, Journal of Monetary Economics, Volume 136, May 2023.

Asset Pricing with a Financial Sector

with Kai Li, Financial Management, Volume 52, Issue 1, Spring 2023.

Regime Shifts in a Long-run Risks Model of Stock and Treasury Bond Markets

with Kai Li, China Finance Review International, Leading Article (Editor's Choice), Volume 12, No. 4, October 2022.

Working Papers

Allocative Efficiency of Green Finance Instruments

with Kai Li and Yicheng Wang.

Leasing and Corporate Risk Management

with Weiwei Hu and Kai Li, draft available upon request.

Idiosyncratic Tail Risk and the Credit Spread Puzzle

Ph.D. Thesis.