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薛文骏简介
上海大学悉尼工商学院 副教授 硕士研究生导师 个人简介 主要研究方向为金融市场和金融机构，金融计量 教育背景 经济学博士，佛罗里达国际大学，2015-2018 经济学硕士，中密歇根大学，2013-2015 经济学硕士，上海大学，2010-2003 经济学学士，上海大学，2006-2010 工作经历 上海大学悉尼工商学院，经济金融系讲师, 2018- 教学教研 主讲课程： 《金融数据分析与预测》；《金融计量学》；《国际金融学》 代表性论文 [1] Xue, W., He, Z., Hu, Y., 2021. The stabilizingeffects of pension funds vs. mutual funds on country-specific market risk?Journal of Multinational Financial Management. (ABS 2, SSCI, 1.965, Q2) [2] Hang, Y., Xue, W., 2020. The asymmetriceffects of monetary policy on the business cycle: New evidence from the panelsmoothed quantile regression model. Economics Letters, 195. (ABS 3, SSCI, 1.745,Q2) [3]. Xue, W., 2020. Financial sectordevelopment and growth volatility: An international study. International Reviewof Economics and Finance, 70, 67-88. (ABS 2, SSCI, 1.818, Q2) [4]. Ni, Z., Lu, X., Xue, W., 2020. TheBelt and Road Initiative and the Resolutions of Chinese Steel Overcapacity:Evidence from the Dynamic Model Averaging and Selection Approach. EmpiricalEconomics, 1-29. (ABS 2, SSCI, 0.968, Q3) [5]. Caglayan, M., Xue, W., Zhang, L., 2020.Global investigation on country-level idiosyncratic volatility and itsdeterminants. Journal of Empirical Finance, 55, 143-160. (ABS 3, SSCI, 1.566,Q2) [6]. Xue, W., Yilmazkuday, H., Taylor, J.,2020. The impact of China’s fiscal and monetary policy responses to the GreatRecession: An analysis of firm-level Chinese data. Journal of InternationalMoney and Finance, 101, 102-113. (ABS 3, SSCI, 2.014, Q2) [7]. Jain, P., Xue, W., 2017, Globalinvestigation of return autocorrelation and its determinants. Pacific-BasinFinance Journal, 43, 200-217. (ABS 2, SSCI, 1.73, Q2) [8]. Xue, W., Zhang, L., 2017, Stock returnautocorrelations and predictability in the Chinese stock market. EconomicModelling, 60, 391–401. (ABS 2, SSCI, 2.056, Q2) [9]. Ni, Z., Wang, D., Xue, W., 2015,Investor sentiment and its nonlinear effect on the stock returns. EconomicModelling, 50, 266–274. (ABS 2, SSCI, 2.056, Q2)
代表性项目 [1] 上海市青年科技英才扬帆计划项目“我国公募基金经理的羊群行为：成因及其投资绩效的研究” 执行期: 2020-07-2023-07
获奖 2020年，上海大学悉尼工商学院，教学奉献奖 2019年，上海大学悉尼工商学院，新人奖 2019年，上海市数量经济学学会，优秀论文奖
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