Xue, Yi
Department of Finance,
University of International Business and Economics,
Boxue Building 1025, #10 Huixin Dongjie, Chaoyang District, Beijing, China, 100029
Phone: (010) 64493229, Email: yxue uibe@163.com
Current Areas of Interest
Research: Market Microstructure, Risk Management, Financial Econometrics
Teaching: Corporate Finance, Financial Econometrics, Financial Economics
Primary Appointment
Associate Professor of Finance UIBE Dec, 2012 to Present
Assistant Professor of Finance UIBE September, 2009 to 2012
Education
Ph.D, Economics Simon Fraser University, Canada March, 2009
M.A., Economics Simon Fraser University, Canada December, 2004
B.A., Economics Wuhan University, P.R.China July, 2002
Papers Under Review
Trading Frequency and Volatility Clustering", with R. Gen»cay
Information Hierarchies and the Rate of Information Di®usion", with R.
Gen»cay
The Role of Signal Precision and Transaction Costs in Equity, Option and
Volatility Trading", with R. Gen»cay and R. Gibson
Working Papers
Jump Detection withWavelets for High-Frequency Financial Time Series",
with R. Gen»cay
What Are Subprime Financial Crisis 2007-08's Economic E®ects on China"
Professional Service
Referee for Finance Research Letters, Studies in Nonlinear Dynamics & Econometrics.
Financial Risk Manager (FRM) - Certified by the Global Association of Risk Profes-
sionals.
Affliations
Member in the Global Association of Risk Professionals (GARP)
Interdisciplinary Research in the Mathematical and Computing Sciences Center (IR-
MACS)
Economics and Econometrics Group, UIBE