Biography
Dr Vincent Xiang is a Lecturer in the Department of Finance in Deakin Business school. Vincent's research interests include asset pricing, credit risk modelling, and market microstructure.
Vincent's research papers have been accepted for publication in Journal of Financial and Quantitative Analysis, Journal of Futures Market, International Review of Finance etc.
Vincent presented his research in leading finance conferences such as SFS Cavalcade Asia-Pacific, CICF, FMA and received a number of best paper awards.
Read more on Vincent's profileCareer highlights
Teaching:
- Australia Award for University Teaching (AAUT) Citation Award, 2018 (MAF767 and MAF367, with Sohel Azad, Victor Fang, and Sharon Pittaway)
- 2. Vice-Chancellor’s Award for Teaching Excellence—MAF767, 2017
Research
- “Risk Neutral Skewness, Informed Trading and Cross-section of Stock Returns”, forthcoming in Journal of Quantitative and Financial Analysis, (with Tarun Chordia and Tse-Chun Lin)
- Best paper award, the Journal of Financial Studies (JFS) awards, SFM conference, 2017, Kaohsiung, Taiwan
- Best Paper Award, Asia-Pacific Derivatives Association Meeting, Korea, 2012.
Research interests
- Asset Pricing
- Credit Risk Modelling
- Market Microstructure
Affiliations
- Member, Financial Management Association.
Teaching interests
- Quantitative Methods
- Treasury Dealing
- Investment
Units taught
- MAF759 - Analytical Methods
- MAF767 - Treasury Dealing
- MAF306 - International Finance and Investment
- CAFF68 - Finance and Quantitative Methods
Knowledge areas
- Asset Pricing
- Credit Risk
- Market Microstructure
Conferences
- 2019: China International Conference in Finance (CICF), Guangzhou, China
- 2018: SFS Cavalcade Asia-Pacific, Singapore. Monash Business School Financial Markets Workshop, Melbourne, Australia.
- 2013: International Conference for on Futures and Other Derivative Markets, Beijing, China.
- 2012: Asia-Pacific Derivatives Association (APAD) annual meeting, Busan, Korea.
- FMA Annual Meeting, Denver, USA, 2011.
Professional activities
Awards
1. Australia Award for University Teaching (AAUT) Citation Award, 2018
- MAF767 and MAF367, with Sohel Azad, Victor Fang, and Sharon Pittaway
2. Vice-Chancellor’s Award for Teaching Excellence—MAF767, 2017
3. Best paper award, SFM Conference, Kaohsiung, Taiwan, 2017.
4. Best paper award at 2012 Asia-Pacific Derivatives Association (APAD) Annual Meeting, Pusan, Korea
Projects
- Equity term structure
- Return extrapolation and volaitlity expectation
Publications
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns
T Chordia, T Lin, V Xiang
(2021), Vol. 56, pp. 1713-1737, Journal of Financial and Quantitative Analysis, C1
The economic significance of CDS price discovery
V Xiang, M Chng, V Fang
(2017), Vol. 48, pp. 1-30, Review of Quantitative Finance and Accounting, C1
Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle
M Chng, V Fang, V Xiang, H Zhang
(2017), Vol. 17, pp. 395-425, International Review of Finance, C1
Transmigration across price discovery categories : evidence from the U.S. CDS and equity markets
V Xiang, M Chng, V Fang
(2013), Vol. 33, pp. 573-599, Journal of futures markets, Malden, Mass., C1
A heuristic approach to Asian hedge fund allocation
V Fang, K Phoon, V Xiang
(2008), Vol. 10, pp. 42-52, Journal of wealth management, New York, N. Y., C1-1
Funded Projects at Deakin
Industry and Other Funding
Credit risk information dynamics and capital structure arbitrage: Evidence from the U.S. CDS and equity markets
Dr Vincent Xiang, A/Prof Michael Chng
Aust Centre for Financial Studies
- 2013: $3,818
Commodity Hedging with Stochastic Volatility Models
A/Prof Michael Chng, A/Prof Qingfu Liu, Dr Vincent Xiang
Aust Centre for Financial Studies
- 2014: $3,636
- 2013: $5,454
Supervisions
No completed student supervisions to report