Ju Xiang
Ju Xiang
Assistant Professor


Work Experience

 February 2009 - December 2013 Assistant Professor of Finance, Master's Supervisor, Chinese Academy of Finance and Development, Central University of Finance and Economics, Beijing

 January 2008 - January 2009 Researcher, Opto Global Macro LLC, New York

 April 2006 - January 2008 Senior Business Analyst, Algomod Corp., New York

 January 2001 - December 2001 Risk Management Specialist, Finansium Oy, Finland and Sweden

 August 1997 - September 2000 Financial Analyst / Risk Assistant, Qingtai Securities, Beijing



 Top ten downloads on Behavioral Finance from SSRN - the most famous international social science research website (2010)

 2011 The Best Instructor at the 2nd Hongji Shiye Private Equity Research Competition 

 2012 Guidance Expert at the 3rd Hongji Shiye Private Equity Research Competition  

 Shenzhen Local Leading Personnel (2013)


1. “Intraday asymmetric volatility and asymmetric liquidity”, accepted by the Journal of Empirical Finance (金融前五杂志. Corresponding author, with Xiaoneng Zhu)

2. “A Regime-Switching Nelson-Siegel Term Structure Model and Interest Rate Forecasts”, Journal of Financial Econometrics, Volume 11(3), Page 522-555(2013) (with Xiaoneng Zhu)

3. “Convergence to efficiency in FTSE-100 futures market”, International Journal of Financial Markets and Derivatives, Volume 1(3), Pages 243–257(2010) (with Donald Da-Hsiang Lien)

4. “Price discovery in the foreign exchange futures market”, Journal of Futures Markets, Volume 26, Issue 11, Pages 1131–1143(2006) (with Y. Tse and J. K. W. Fung)

5. “Market quality and price discovery: Introduction of the E-mini energy futures”, Global Finance Journal, Volume 16, Issue 2, Pages 164–179(2005) (with Y. Tse)