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Asset pricing; Skewness; CEO compensation.
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.
Is Idiosyncratic Risk Conditionally Priced? Rajnish Mehra, Sunil Wahal and Daruo Xie, Quantitative Economics 12 (2021)
FINM7008 Applied Investments
FINM8020 Doctorial Studies in Asset Pricing 2