CV - XIAO Bing
I’m always fascinated by the quantitative method applied to finance. My research focuses on the "Evaluation of financial assets", especially the equity market. My primary research goals are understanding the different anomalies of the stock market. My future research plans are aimed at improving the capital asset pricing models, to better explain the price formation in the equity market.
Size Effect and Economic Cycles: Empirical Studies on the French Equity Market, (2012) Under the direction of the Professor Jean-Pierre VEDRINE
Effet Taille et Cycles Economiques : Etudes Empiriques sur le Marché Français des Actions de 2000 à 2009
B. XIAO, P. MAILLEBUAU (2018), The Recent Evolution of the Seasonal Effect in the OECD Stock Markets, IDE-GDRI International Development Economic, Clermont-Ferrand, November 15-16, 2018
M-E. DURY, B. XIAO (2018), A Examination on the
Cross-Sectional Stock Return Anomalies in US Stock Market, IDE-GDRI
International Development Economic, Clermont-Ferrand, November 15-16, 2018
M-E. DURY, B. XIAO (2018), Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models
J. RANDRIAMIARANA, B. XIAO (2018), Asymmetric Information Impacts: Crude Oil Market Forcasting and Analysis
Articles published and selected for conferences:
M-E. DURY, B. XIAO (2018), Nickel Market: A Study on Volatility with Non-Linear GARCH Family Models, Summer Conference on Financial Implications of Sustainability and Corporate Social Responsibility, 22nd June 2018, University Côte d'Azur, Nice, France.
T-H-V. HOANG, W-K. WONG, B. XIAO, Z. ZHU (2017), The seasonality of Gold Prices in China : Evidence from Shanhai Gold Exchange, The 1st International Conference on Energy, Finance, and Macroeconomy (ICEFM), Montpellier Business School, 22-24 November 2017, Montpellier.
M-E. DURY, B. XIAO (2017), Forecasting Volatility of Shanghai Gold Market: AComparison between Student and Gaussian Distributions, extension to Stablemodels, 11th InternationalConference on the Chinese Economy, 19-20 October, 2017, CERDI-IDREC,Clermont-Ferrand.
B. XIAO (2016), The Recent Evolution of the Volatility in the Chinese Gold Market, IDE-GDRI International Development Economic, Clermont-Ferrand, November 3-4, 2016
B. XIAO (2016), Beta and Size Revisited: Evidence from the French Stock Market, International Journal of Financial Research, Vol 7, N°3,October 2016
B. XIAO (2016), Predictingthe Volatility of the Russell 3000 Stock Index, International Journal of Financial Research, Vol 7, N°3, July 2016
B. XIAO (2016), Conditional Relationship between Beta and Return in the US Stock Market, Expert Journal of Business andManagement, Volume 4, issue 1, 2016, pp. 46-55.
B. XIAO (2016), The Monthly Effect and the Day of Week Effect in the American Stock Market, International Journal of Financial Research, Vol 7, N°2, April 2016
B. XIAO (2015), Therelationship between Economic Cycles and Idiosyncratic Risk: A study on the Japanese Stock Market, World Finance& Banking Symposium – December 17-18 2015, Vietnam National University.
B. XIAO, A. COULIBALY (2015), The Recent Evolution of the Seasonal Anomalies in China’s Stock Market: An Empirical Analysis of the Shenzhen Stock Exchange, 10th International Conference onthe Chinese Economy, 22-23 October, 2015, CERDI-IDREC, Clermont-Ferrand.
B. XIAO (2015), Does Idiosyncratic Risk Matter? Evidence From The Japanese Stock Market, Eurasian Journal of Economics and Finance(EJEF), 3(3) 2015, 12-19.
S. ALIOUI, A. CHAIBI, B. XIAO (2015), On the Impact of Firm Size on Risk andReturn : Fresh Evidence from the American Stock Market over the recent years, Journal of Applied Business Research, 31(1), 2015. (FNEGE Rang 3)
S. ALIOUI, B. XIAO (2012), Size Effect and Economic
Cycles: A Study on the French Stock Market,
The International Review of Applied Financial Issues and Economics, Volume 4, Issue 4, December 2012.