Xiaoquan Jiang

Professor

Department of Finance

Office: RB 210

Phone: 305-348-7910

Dr. Xiaoquan Jiang graduated with a Ph.D. in Finance from University of Houston in 2002. Currently, he is an Associate Professor of Finance and Knight-Ridder Research Fellow at FIU and teaches undergraduate, master and Ph.D. courses. Dr. Jiang’s research appears top finance and accounting journals. Dr. Jiang received several best paper awards and research funds and his research has been featured in CFA digest, Alphaletters and World Beta. Dr. Jiang previously taught at Sichuan University, University of Houston, University of Alaska, University of Northern Iowa, Hong Kong Polytech University

Education

Ph.D. in Finance
University of Houston, Houston, Texas

Master of Arts in Business Education
Northern State University, Aberdeen, South Dakota

Master of Arts in Economics
Sichuan University, Sichuan, China

Master of Science in Economics
Texas A&M University, College Station, Texas

Bachelor of Science in Electric and Mechanical Engineering
University of Electronic Science and Technology of China, Sichuan, China

Areas of Expertise

Captial market research in accounting
Empirical asset pricing and valuation
Insider trading
Return predictability
Return predictability and risk return relation

Courses Taught

Corporate Finance
Fin Mangt Policies
Finance Dissertation Preparation
Finance Doctoral Independent Study
Financial Economics I
Financial Futures and Fixed Income Investments
Financial Management
Financial Theory I
Foundations of Financial Models
Ph.D. Dissertation
Quantitative Methods in Financial Analysis
Securities Analysis
Statistical Methods in Finance II

Publications

Jiang, X., & Hu, Y.

(2024).

Which Value Component Has a Larger Effect on Idiosyncratic Volatility, Assets in Place or Growth Options?.

Applied Economics
Dupoyet, B., Jiang, X., & Zhang, Q.

(2023).

A New Take on the Relationship between Interest rates and Credit Spreads", with Xiaoquan Jiang and Qianying Zhang.

Applied Economics
Jiang, X., Rodriguez, I., & Zhang, Q.

(2023).

Macroeconomic Fundamentals and Cryptocurrency Prices: A Common Trend Approach.

Financial Management
Jiang, X., Hu, Y., & Xue, W.

(2022).

The relationship between institutional ownership and idiosyncratic volatility: evidence from the stock markets of China and the USA.

International Journal of Emerging Markets
Jiang, X., Chen, Y., & Weng, M. (2020). Can government industrial policy enhance corporate bidding? The evidence of China. Pacific-Basin Finance Journal, 60.
Jiang, X., & Kang, Q. (2020). Cross-sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity. Journal of Accounting, Auditing and Finance, 35(3).
Hardin, B., Jiang, X., Wu, Z., & Zhang, Q. (2017). Inflation Illusion, Expertise and Commercial Real Estate. Journal of Real Estate Finance and Economics, 55.
Fei, Z., Jiang, X., Zeng, L., & Peng, J. (2016). The Shocks in Interbank Market: An Analysis in China and the US. Asia-Pacific Journal of Financial Studies, 44.
Chen, Y., Jiang, X., & Lee, B. S. (2015). Long-Term Evidence on the Effect of Aggregate Earnings on Prices. Financial Management, 44(2).
Rolgh, D., Neal, R., Dupyet, B., & Jiang, X. (2015). Interest Rates and Credit Spread Dynamics. Journal of Derivatives, 23(1).
Fei, Z., Jiang, X., Zeng, L., & Peng, J. (2015). The Shocks in Interbank Market: An Analysis in China and the US. Asia-Pacific Journal of Financial Studies.
Neal, R., Rolph, D., Dupoyet, B., & Jiang, X. (2015). Interest Rates and Credit Spread Dynamics. Journal of Derivatives.
Jiang, X., & Lee, B. (2014). The intertemporal risk-return relation: A bivariate model approach. Journal of Financial Markets, 18.
Jiang, X., & Lee, B. S. (2014). The dynamic relations between market returns and two types of risk with business cycles. Financial Review, 49.
Cai, K., Jiang, X., & Lee, H. W. (2013). Debt IPO Waves, Investor Sentiment, Market Conditions and Issue Quality. Journal of Financial Research.
Jiang, X. (2013). Equity Issues and Aggregate Market Returns under Information Asymmetry. Quantitative Finance, 13.
Chang, C., Chou, W. (., & Jiang, X. (2012). Domestic, international, and global funds performance. International Journal of Finance.
Hardin, W. G., Jiang, X., & Wu, Z. (2012). REIT Stock Prices and Inflation: Inflation Hedge or Inflation Illusion? Journal of Real Estate Finance and Economics, 25(1).
Jiang, X., & Lee, B. S. (2012). Do decomposed financial ratios predict stock returns and fundamentals? Financial Review, 47.
Jiang, X. (2010). Aggregate insider trading: Contrarian beliefs or superior information? Journal of Banking & Finance, 34(6).
Jiang, X. (2010). Return dispersion and stock returns. Financial Markets and Portfolios Management, 24(2).
Jiang, X., & Lee, B. S. (2009). The inter-temporal risk-return relation in the stock market. Financial Review, 44(4).
Jiang, X., Chiang, K., & Lee, M. (2009). REIT idiosyncratic risk. Journal of Property Research, 26(4).
Jiang, X., & Cai, K. (2008). Corporate bond returns and volaitlity. Financial Review, 43(1).
Jiang, X., & Lee, B. S. (2007). Stock returns, dividend yield and book to market. Journal of Banking & Finance, 31(2).
Jiang, X., & Lee, B. S. (2007). The dynamic relation between returns and idiosyncratic volatility. Financial Management, 35(2).
Jiang, X., & Soo, L. B. (2005). An Empirical Test of the Accounting-Based Residual Income Model and the Traditional Dividend Discount Model. Journal of Business, 78(4).

Books

Jiang, X., & Lee, B. (2011). Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?
Jiang, X., & Lee, B. (2011). The intertemporal risk-return relation: A bivariate model approach.
Jiang, X., & Lee, B. (2010). Equity Issues and Aggregate Market Returns under Information Asymmetry.

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