Faculty Directory

Nancy Xu

Assistant Professor

Department

Finance

Profile

Nancy Xu is an assistant professor in the Seidner Department of Finance at the md传媒国产剧 College Carroll School of Management. Her primary research interests are asset pricing and financial econometrics. Her current work focuses on the identification of the dynamics of risk aversion (price of risk) and economic uncertainties (amount of risk) and their effects on both domestic and international asset markets. She developed a听听that is consistent with economic models and can be extracted from high frequency financial information. This research has been covered by academic and research-based policy analysis and commentaries (e.g.,听). She received her Ph.D. in finance from Columbia Business School and B.S. in statistics from University of Washington.听She is also a consultant for the European Central Bank in Frankfurt.听

Publication

  • 鈥.鈥 Journal of Financial Economics, 139 (1), 288-312. January, 2021.听

  • 鈥溾 (With Geert Bekaert and Eric Engstrom.) Management Science, 68 (6), 3975-4004. June, 2022.听

  • 鈥.鈥 (With Juan M. Londono.) Management Science, forthcoming.

Working Papers

  • "" (With听Vyacheslav Fos and听Tommaso Tamburelli.)
  • "" (With Slava Fos.)
  • 鈥.鈥 (With Yang You.)听

  • 鈥溙Dissertation Award, Federal Reserve Bank of New York

  • 鈥.鈥 (With Geert Bekaert and Marie Hoerova.)

  • 鈥 (With Xing Huang.)

Grants

  • INQUIRE Europe research grant 2020

Selected Appointments and Awards

  • 2022-2023: md传媒国产剧 College Kelley Research Grant, "Fiscal Policy Expectation"
  • 2021 Spring: Carroll School of Management, Teaching Star
  • 2019:听Semifinalist, 2019 FMA Global Conference Best Paper Awards
  • 2018:听Global Association of Research Professionals Research Excellence Award, CIRF
  • 2018-19:听md传媒国产剧 College Research Expense Grant, 鈥淢ood Propagation鈥
  • 2017: Federal Reserve Bank of New York Summer PhD Dissertation Internship
  • 2015-2016:听Werner L. and Adriana Chilton Doctoral Fellowship, Columbia Business School
  • 2015: 28th Australasian Finance and Banking Conference 2nd best paper at the Ph.D. Forum
  • 2012-2016:听Columbia Business School Doctoral Full Fellowship