Weike Xu

Research Interests

• Empirical Asset Pricing, Anomalies, Short Selling, Credit Default Swap, Macro-Finance, Corporate Investment and Machine Learning

Education

• Doctor of Philosophy (Ph.D.) Rutgers Business School, Rutgers University (2011 — 2016)
• Master of Arts (M.A.) Rutgers University (2009 — 2011)
• Bachelor of Business Administration (B.B.A.) University of Macau (2005 — 2009)

Companies

• Visiting Assistant Professor Clemson University (2016)
• Summer Instructor Rutgers Business School (2016 — 2016)
• Research Assistance Rutgers Business School (2012 — 2016)
• Teaching Assistance Rutgers Business School (2012 — 2016)
• Summer Instructor Rutgers Business School (2015 — 2015)
• Sales and Trading Assistant at CITIC Securities International USA CITIC Securities International (2013 — 2013)
• QFII team assistant of Equity Sales & trading CITIC Securities (2011 — 2011)

Journal Publications

1. “Economic Policy Uncertainty, CDS Spreads, and CDS Liquidity Provision” (with Xinjie Wang and Zhaodong (Ken) Zhong), Journal of Futures Markets, April 2019, Volume 39, 461-480.

2. “Economic Policy Uncertainty and Momentum” (with Ming Gu, Minxing Sun and Yangru Wu), Financial Management, Spring 2021, Volume 50, 237-259.

3. “The COVID-19 Pandemic and Sovereign Credit Risk” (with Wei-Fong Pan, Xinjie Wang, and Ge Wu), China Finance Review International, Forthcoming.

4. “Changes in Ownership Breadth and Capital Market Anomalies” (with Yangru Wu), Journal of Portfolio Management, Forthcoming.