Carl H. Lindner College of BusinessCarl H. Lindner College of BusinessUniversity of Cincinnati

Carl H. Lindner College of Business

Chen Xue

Thornburgh Professorship, Assistant Professor
Professional Summary
Dr. Chen Xue is an assistant professor of finance. His main research interests include empirical asset pricing, mutual fund performance, and real estate finance. Dr. Xue has published in the Review of Financial Studies and the Journal of Real Estate Finance and Economics. His work has been featured by the Wall Street Journal and Bloomberg TV and has won the second prize at the Chicago Quantitative Alliance Annual Academic Competition in 2015 and 2017. Dr. Xue has taught investments at both the undergraduate and M.B.A. levels, and theoretical and empirical asset pricing at the PhD level. In 2016, he received the Daniel J. Westerbeck Junior Faculty Graduate Teaching Award. Dr. Xue earned a B.S. in Mathematical Statistics from the University of Science and Technology of China in 2003, a M.S. in Statistics from Michigan State University in 2006, and a PhD in Finance from the University of Michigan in 2012.
Contact Information
E-mail:
Office:
405 Carl H. Lindner Hall
Phone:
513-556-7078
Fax:
513-556-0979
Teaching Interest
  • Investments/Asset Pricing
Research Interest
  • Empirical Asset Pricing, Mutual Funds, Real Estate Finance
  • Website: https://sites.google.com/site/xuecx2013
Awards | Honors

Organization:
Chicago Quantitative Alliance (CQA)
Name:
Second Prize, 2017 CQA Annual Academic Competition
Year Received:
2017


Organization:
INQUIRE Europe
Name:
2016 INQUIRE Europe Research Grant
Year Received:
2016


Organization:
Lindner College of Business, University of Cincinnati
Name:
Daniel J. Westerbeck Junior Faculty Graduate Teaching Award
Year Received:
2016


Organization:
Chicago Quantitative Alliance (CQA)
Name:
Second Prize, 2015 CQA Annual Academic Competition
Year Received:
2015


Organization:
Lindner College of Business, University of Cincinnati
Name:
Dean's List of Teaching Excellence
Year Received:
2015


Organization:
Lindner College of Business, University of Cincinnati
Name:
Dean's List of Teaching Excellence
Year Received:
2013


Organization:
Real Estate Research Institute
Name:
Real Estate Research Institute Research Grant
Year Received:
2013


Organization:
Lindner College of Business, University of Cincinnati
Name:
Dean’s List of Teaching Excellence
Year Received:
2012


Education

Institution:
University of Michigan
Location:
Ann Arbor
Major:
Finance
Completed:
2012
Degree:
Ph D


Institution:
Michigan State University
Location:
East Lansing
Major:
Statistics
Completed:
2006
Degree:
MS


Institution:
University of Science and Technology of China
Location:
China
Major:
Statistics
Completed:
2003
Degree:
BS


Published Contributions

Shaun Bond, Chen Xue,  (2017). The cross section of expected real estate returns: Insights from investment-based asset pricing. Journal of Real Estate Finance and Economics, .


Kewei Hou, Chen Xue, Lu Zhang,  (2015). Digesting Anomalies: An Investment Approach. Review of Financial Studies, 650-705.


Frederico Belo, Chen Xue, Lu Zhang,  (2013). A Supply Approach to Valuation. Review of Financial Studies, 3029-3067.



Accepted Contributions



Research in progress

Title:
An Investment-Based Investigation of Mutual Fund Performance


Status:
On-Going

Research Type:
Scholarly


Title:
Global q-factors


Status:
On-Going

Research Type:
Scholarly


Title:
Intangible Assets and Cross-Sectional Stock Returns: Evidence from Structural Estimation


Status:
On-Going

Research Type:
Scholarly


Presentations

Title:
Replicating Anomalies
Organization:
Chicago Quantitative Alliance
Location:
Chicago
Year:
2017


Title:
Discussion of "Taming the Factor Zoo"
Organization:
University of Oregon
Location:
Eugene, Oregon
Year:
2017


Title:
Replicating Anomalies
Organization:
Sauder School of Business, University of British Columbia
Location:
Vancouver, Canada
Year:
2017


Title:
Replicating Anomalies
Organization:
Ivey Business School
Location:
London, Ontario
Year:
2017


Title:
A Comparison of New Factor Models
Organization:
Rotman School of Management, University of Toronto
Location:
Toronto
Year:
2016


Title:
Discussion of "Mispricing Factors"
Organization:
Ivey Business School
Location:
London, Ontario
Year:
2016


Title:
Discussion of "Market Reactions to Internal and External Growth"
Organization:
Society for Financial Studies, University of Toronto
Location:
Toronto
Year:
2016


Title:
Discussion of "Testing Factor Models on Characteristic and Covariance Pure Plays"
Organization:
University of Kentucky
Location:
Lexington
Year:
2016


Title:
The cross section of expected real estate returns: Insights from investment-based asset pricing
Organization:
The American Real Estate and Urban Economics Association (AREUEA)
Location:
Washington DC
Year:
2015


Title:
A Comparison of New Factor Models
Organization:
Sauder School of Business, University of British Columbia
Location:
Vancouver, Canada
Year:
2015


Title:
A Comparison of New Factor Models
Organization:
Financial Intermediation Research Society
Location:
Reykjavik, Iceland
Year:
2015


Title:
A Comparison of New Factor Models
Organization:
McGill University
Location:
Montreal, Quebec
Year:
2015


Title:
The cross section of expected real estate returns: Insights from investment-based asset pricing
Organization:
The American Real Estate and Urban Economics Association (AREUEA)
Location:
Washington DC
Year:
2015


Title:
A Comparison of New Factor Models
Organization:
Society of Financial Studies
Location:
Atlanta, GA
Year:
2015


Title:
A Comparison of New Factor Models
Organization:
Florida State University
Location:
Sandestin Beach, FL
Year:
2015


Title:
The cross section of expected real estate returns: Insights from investment-based asset pricing
Organization:
The University of Connecticut Real Estate Center
Location:
Storrs, CT
Year:
2015


Title:
A Comparison of New Factor Models
Organization:
Wharton School of the University of Pennsylvania
Location:
Philadelphia, PA
Year:
2015


Title:
A Comparison of New Factor Models
Organization:
Arizona State University
Location:
Scottsdale, AZ
Year:
2015


Title:
Discussion: Predicting Time-varying Value Premium Using the Implied Cost of Capital
Organization:
American Finance Association
Location:
Boston
Year:
2015


Title:
The cross section of expected real estate returns: Insights from investment-based asset pricing
Organization:
Real Estate Research Institute
Location:
Chicago
Year:
2014


Title:
Digesting Anomalies: An Investment Approach
Organization:
China Center for Financial Research (CCFR), Tsinghua University, Sloan School of Management, MIT
Location:
Shanghai
Year:
2013


Title:
Cross-Sectional Tobin's Q
Organization:
American Finance Association
Location:
San Diego
Year:
2013


Title:
Cross-Sectional Tobin's Q
Organization:
Financial Intermediation Research Society
Location:
Minneapolis
Year:
2012


Title:
Discussion: Corporate social responsibility and asset pricing in industry equilibrium
Organization:
Financial Intermediation Research Society
Location:
Minneapolis
Year:
2012