Profile image of Robert Xiao

Dr Robert Xiao

STAFF PROFILE

Position

Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Contact

r.xiao@deakin.edu.au
+61 3 924 46543

Biography

Dr Robert Xiao is a lecturer in the Department of Finance at Deakin University. Robert's research interests are in the area of socially responsible investments (SRI), and aims to understand the relationship between corporates’ social performance and financial performance and the linkage between SRI and the macroeconomy — he develops a theoretical framework and financial models to identify and explain the relationships. Furthermore, he tests his financial models with various financial and SRI data available on WRDS, CRSP, MSCI, DJSI, CompuStat and other databases. His theoretical and empirical results provide useful suggestions and policy recommendations for investors and regulators around the world.

Read more on Robert's profile

Research interests

  • Empirical and theoretical asset pricing
  • Socially responsible investment
  • Utility functions
  • Economic tracking portfolios

Teaching interests

  • Corporate Finance and investment portfolio management
  • Finance

Units taught

MPF753 Finance

MBA722 Finance

Professional activities

Publications

Filter by

2017

The financial performance of socially responsible investments: insights from the intertemporal CAPM

Y Xiao, R Faff, P Gharghori, B Min

(2017), Vol. 146, pp. 353-364, Journal of business ethics, New York, N.Y., C1

journal
2015

Migration and the environment : policy reform in a polluted open economy

C-C Chao, J-P Laffargue, X Liu, P Sgro, Y Xiao

(2015), Vol. 38, pp. 48-62, World economy, London, Eng., C1

journal
2013

Pricing innovations in consumption growth: a re-evaluation of the recursive utility model

Y Xiao, R Faff, P Gharghori, B Min

(2013), Vol. 37, pp. 4465-4475, Journal of banking and finance, Amsterdam, The Netherlands, C1-1

journal

An empirical study of the world price of sustainability

Y Xiao, R Faff, P Gharghori, D Lee

(2013), Vol. 114, pp. 297-310, Journal of business ethics, Dordrecht, The Netherlands, C1-1

journal

Funded Projects at Deakin

Other Public Sector Funding

Structural economic policy research with heterogeneity

Dr Robert Xiao

  • 2015: $7,000

Supervisions

No completed student supervisions to report