上海市“扬帆科技人才”，研究方向是资产定价和金融市场。在《Journal of Empirical Finance》、《Journal of International Money and Finance》 、《Journal of Financial Research》、《European Journal of Finance》等国际知名金融期刊发表论文三十余篇。主持国家社科项目和多项省部级项目。

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

经济统计硕士，2138cc太阳集团，2010-2013

金融学学士，2138cc太阳集团，2006-2010

工作经历

2138CC太阳集团，经济金融系副教授，2021年-

2138CC太阳集团，经济金融系讲师，2018-2020年

学术/社会兼职

担任期刊匿名审稿人：Journal of International Money and Finance, Journal of International Financial Markets, Institutions & Money, Journal of Futures Markets, International Review of Financial Analysis, International Journal of Finance and Economics等

教学教研

主讲课程

本科生：《金融数据分析与预测》；《金融计量学》；《金融前沿》

研究生：《金融市场与机构》；《商业银行管理与实务》

代表性论文

1. Dandapani, K., Lawrence, E., Xue, W., 2026. Country culture and shadow banking, Journal of Financial Research. (ABS 3, Q1, SSCI)

2. Xue, W., Zhang, N., The global investigation on the effect of press freedom on country-level idiosyncratic volatility. European Journal of Finance, 2025, 31 (15), 1891-1920. (ABS 3, Q1, SSCI)

3. Gong, Y., He, Z., Xue, W., 2025. EPU spillovers and exchange rate volatility. International Review of Financial Analysis 97. (ABS 3, Q1, SSCI)

4. Caglayan, M., Gong, Y., Xue, W., 2024. Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility. European Journal of Finance 30 (11), 1212-1238. (ABS 3, Q1, SSCI)

5. Gong, Y., He, Z., Xue, W., 2024. EPU spillovers and sovereign CDS spreads: A cross-country study. Journal of Futures Markets 43 (12), 1770-1806. (ABS 3, Q1, SSCI)

6. Xue, W., He, Z., Hu, Y., 2023. The destabilizing effect of mutual fund herding: Evidence from the China's stock market. International Review of Financial Analysis, 88(C). (ABS 3, Q1, SSCI)

7. Liu, C., Wang, F., Xue, W. The positive tone in the annual report and return comomement: Evidence in China. International Review of Financial Analysis, 88(C). (ABS 3, Q1, SSCI)

8. Gong, Y., He, Z., Xue, W., 2022, EPU spillovers and stock return predictability: A cross-country study. Journal of International Financial Markets, Institutions and Money, 78. (ABS 3, Q1, SSCI)

9. Hang, Y., Xue, W., 2020. The asymmetric effects of monetary policy on the business cycle: New evidence from the panel smoothed quantile regression model. Economics Letters, 195. (ABS 3, Q1, SSCI)

10. Caglayan, M., Xue, W., Zhang, L., 2020. Global investigation on country-level idiosyncratic volatility and its determinants. Journal of Empirical Finance, 55, 143-160. (ABS 3, Q1, SSCI)

11. Xue, W., Yilmazkuday, H., Taylor, J., 2020. The impact of China’s fiscal and monetary policy responses to the Great Recession: An analysis of firm-level Chinese data. Journal of International Money and Finance, 101, 102-113. (ABS 3, Q1, SSCI)

ABDC期刊目录A类论文

1. Xue, W., He, Z., Yun, X., 2025. The effect of mutual fund herding on stock mispricing. Pacific-Basin Finance Journal, 93. (Q1, SSCI)

2. Xue, W., He, Z., Wang, F., 2024. MD&A tone and stock returns. Journal of Contemporary Accounting & Economics, 20 (3). (Q1, SSCI)

3. Gong, Y., Li, X., Xue, W., 2023. The impact of EPU spillovers on the bond market volatility: Global evidence. Finance Research Letters, 55. (Q1, SSCI)

4. Caglayan, M., Hu, Y., Xue, W., 2021. Mutual fund herding and return comovement in Chinese equities. Pacific-Basin Finance Journal, 68. (Q1, SSCI)

5. Ni, Z., Lu, X., Xue, W., 2021. Does the belt and road initiative resolve the steel overcapacity in China? Evidence from a dynamic model averaging approach, Empirical Economics 61 (1), 279-307.

6. Xue, W., 2020. Financial sector development and growth volatility: An international study, International Review of Economics & Finance 70, 67-88.

7. Jain, P., Xue, W., 2017. Global investigation of return autocorrelation and its determinants. Pacific-Basin Finance Journal 43, 200-217.

8. Xue, W., Zhang, L., 2017. Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. Economic Modelling 60, 391-401.

9. Ni, Z., Wang, D., Xue, W., 2015. Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. Economic Modelling 50, 266-274.

科研项目

1. 主持国家社会科学基金一般项目（2024）：美国货币政策不确定性溢出对我国金融市场的影响和对策研究（20万）

2. 主持上海市哲学社会科学规划课题一般项目（2023）：“一带一路”国家主权信用风险溢出对我国金融市场的影响研究（8万）

3. 主持上海市青年科技英才扬帆计划项目（2020）：我国公募基金经理的羊群行为：成因及其投资绩效的研究 (20万)

4. 主持上海高校青年教师培养资助计划（2020）：计量经济学在线课程设计和课程师生互动的探讨(2020-2021) （4万）

获奖

1. 上海市数量经济学学会，优秀论文奖（2019，2023）

2. 2138CC太阳集团，科研成果奖（2024）

3. 2138CC太阳集团，教学奉献奖（2020，2022）