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.

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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