Dr Daruo Xie

daruo xie

RSFAS

Research School of Finance, Actuarial Studies & Statistics

Position
Lecturer
Email
daruo.xie@anu.edu.au
Phone number
+61 2 612 57422
Office
Room 4.40, CBE Bld (26C)
Research areas

Asset pricing; Skewness; CEO compensation.

Biography

University of Virginia, Charlottesvillle, Virginia,  Ph.D. (Physics), 2008

Arizona State University, Tempe, Arizona,  Ph.D. (Finance), 2015

Daruo Xie is a Lecturer in Finance. His research spans asset pricing and corporate finance, with a particular interest in stock return skewness and its relationship with managerial value-creation efforts. Daruo’s other research includes the role of CEO managerial capital in the formation of compensation peer groups, and state-dependent idiosyncratic risk premia.

View ORCID profile

Research publications

Is Idiosyncratic Risk Conditionally Priced?  Rajnish Mehra, Sunil Wahal and Daruo Xie, Quantitative Economics 12 (2021)

Teaching

FINM7008 Applied Investments

FINM8020 Doctorial Studies in Asset Pricing 2