Contact
- +44 (0)20 7040 4633
- Xiao.Han.3@citystgeorges.ac.uk
About
Overview
Xiao Han obtained a PhD in Finance from the University of Edinburgh. He holds a Higher Education Fellowship in the UK. He has previously held visiting positions in various institutions such as Wharton School, Peking University, and Shanghai University of Finance and Economics. His research focuses on 1) Subjective expectations of investors and asset pricing, 2) Financial institutions and demand system-based asset pricing, and 3) Machine Learning, Textual Analysis, Big Data, and Fintech.
Expertise
Primary topics
- Asset Pricing
Publications
Journal articles (3)
- Delao, R., Han, X. and Myers, S. (2025). The return of return dominance: Decomposing the cross-section of prices. Journal of Financial Economics, 169, pp. 104059-104059. doi:10.1016/j.jfineco.2025.104059
- van Binsbergen, J.H., Han, X. and Lopez-Lira, A. (2023). Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases. The Review of Financial Studies, 36(6), pp. 2361-2396. doi:10.1093/rfs/hhac085
- Han, X., Sakkas, N., Danbolt, J. and Eshraghi, A. (2022). Persistence of investor sentiment and market mispricing. Financial Review, 57(3), pp. 617-640. doi:10.1111/fire.12301
Working paper
- van Binsbergen, J.H., Han, X. and Lopez-Lira, A. Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases. Elsevier BV.