薛文骏

上海大学悉尼工商学院
副教授 硕士研究生导师
主要研究方向为金融市场和金融机构，金融计量

《金融数据分析与预测》
《金融计量学》
《国际金融学》

教育背景
经济学博士，佛罗里达国际大学，2015-2018
经济学硕士，中密歇根大学，2013-2015
经济学硕士，上海大学，2010-2003
经济学学士，上海大学，2006-2010
工作经历
上海大学悉尼工商学院，经济金融系讲师, 2018-
教学教研



【更多简介】
代表性论文
[1] Xue, W., He, Z., Hu, Y., 2021. The stabilizing effects of pension funds vs. mutual funds on country-specific market risk? Journal of Multinational Financial Management. (ABS 2, SSCI, 1.965, Q2)
[2] Hang, Y., Xue, W., 2020. The asymmetric effects of monetary policy on the business cycle: New evidence from the panel smoothed quantile regression model. Economics Letters, 195. (ABS 3, SSCI, 1.745, Q2)
[3]. Xue, W., 2020. Financial sector development and growth volatility: An international study. International Review of Economics and Finance, 70, 67-88. (ABS 2, SSCI, 1.818, Q2)
[4]. Ni, Z., Lu, X., Xue, W., 2020. The Belt and Road Initiative and the Resolutions of Chinese Steel Overcapacity: Evidence from the Dynamic Model Averaging and Selection Approach. Empirical Economics, 1-29. (ABS 2, SSCI, 0.968, Q3)
[5]. Caglayan, M., Xue, W., Zhang, L., 2020. Global investigation on country-level idiosyncratic volatility and its determinants. Journal of Empirical Finance, 55, 143-160. (ABS 3, SSCI, 1.566, Q2)
[6]. Xue, W., Yilmazkuday, H., Taylor, J., 2020. The impact of China’s fiscal and monetary policy responses to the Great Recession: An analysis of firm-level Chinese data. Journal of International Money and Finance, 101, 102-113. (ABS 3, SSCI, 2.014, Q2)
[7]. Jain, P., Xue, W., 2017, Global investigation of return autocorrelation and its determinants. Pacific-Basin Finance Journal, 43, 200-217. (ABS 2, SSCI, 1.73, Q2)
[8]. Xue, W., Zhang, L., 2017, Stock return autocorrelations and predictability in the Chinese stock market. Economic Modelling, 60, 391–401. (ABS 2, SSCI, 2.056, Q2)
[9]. Ni, Z., Wang, D., Xue, W., 2015, Investor sentiment and its nonlinear effect on the stock returns. Economic Modelling, 50, 266–274. (ABS 2, SSCI, 2.056, Q2)


代表性项目
[1] 上海市青年科技英才扬帆计划项目“我国公募基金经理的羊群行为：成因及其投资绩效的研究”
执行期: 2020-07-2023-07


获奖
2020年，上海大学悉尼工商学院，教学奉献奖
2019年，上海大学悉尼工商学院，新人奖
2019年，上海市数量经济学学会，优秀论文奖