Dr Vincent Xiang





Faculty of Business and Law


BL Deakin Business School


Melbourne Burwood Campus


Graduate Certificate of Higher Education, Deakin University, 2014
Doctor of Philosophy, Monash University, 2013
Bachelor of Business, Monash University, 2006
Bachelor of Commerce, Monash University, 2005


+61 3 924 46975


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, derivatives markets, and quantitative trading strategies. 

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 profile

Career highlights


  • 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


  • “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
  • Derivatives Market
  • Quantitive Trading Strategies 


  • Member, Financial Management Association.

Teaching interests

  • Quantitative Methods
  • Treasury Dealing
  • Investment

Units taught

  • MAF759 - Quantitative Methods for Finance
  • MAF767 - Treasury Dealing
  • MAF384 - Financial Modelling

Knowledge areas

  • Asset Pricing
  • Credit Risk Modelling
  • Derivatives Markets
  • Behaviour Finance 
  • Quantitative and Alogorithmic Trading


  • 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.


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


  • Pricing of Higher Moment Risk
  • Equity Term Structure 


Filter by


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, London, Eng., C1

journal article

The economic significance of CDS price discovery

V Xiang, M Chng, V Fang

(2015), Vol. In press, pp. 1-30, Review of quantitative finance and accounting, New York, N.Y., C1

journal article

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, C1

journal article

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

  • 2013: $3,818

Commodity Hedging with Stochastic Volatility Models

A/Prof Michael Chng, A/Prof Qingfu Liu, Dr Vincent Xiang

  • 2014: $3,636
  • 2013: $5,454


No completed student supervisions to report