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Helen Xu

Education:

Ph.D., Finance, University of North Texas, 2007

M.A., Economics, Jinan University (China), 1997

B.A., Economics, Dongbei University of Finance and Economics (China), 1994

Research:

Journal Publications:

“Existence of Price Pressures Surrounding Annual Changes in the ‘Dogs of the Dow’ Portfolio,” with Eric C. Lin and James L. Kuhle, Research in Finance, Vol.34 (2018).

“Modified Dollar Cost Averaging Investment Strategy: Evidence from Major Developed International Stock Markets,” with Eric Lin, Journal of Finance Issues, Vol. 15 issue 1 (2016).

“On the Estimation of Risk Premium in the Gold Futures Market: Using the Goldman Sachs Commodity Index (GSCI) Approach,” with Eric Lin and John Kensinger, Research in Finance, Vol.29 (2013).

“The Value Effect of Crude Oil Derivatives Transactions by Oil Producers,” with Eric C. Lin and John W. Kensinger, Research in Finance, Vol. 27 (2011).

“Improved Diversification through a Mix of Oil and Equities,” Research in Finance, Vol. 26 (2010).

“On the Estimation of Risk Premium in the Gold Futures Market: A New Approach Using the Goldman Sachs Commodity (GSCI) Index,” Proceeding of the 48th Annual Meeting of the Southwestern Finance Association (SWFA), Oklahoma City, OK, February 2009.

Book Chapters

“Chapter 14, Volume of Finance (in Chinese), Series on the Frontiers of Western Research in the Humanities and Social Sciences, 1st edition,” by Li, Huimin, and Dongmin Ke (Eds.), China Renmin University Press, Beijing, China, (2011).

Work in Progress

“Electronic Trading and Time Varying Risk Premium in the Oil Futures Market”; current status: to be submitted.

“Performance of Dollar-Cost Averaging Investment Strategies in MSCI Asian Emerging Markets”, with Eric C. Lin and Hong Qin.

“Systematic Risk Exposure Effect of Crude Oil Derivatives Transactions by Oil and Gas Producers”; current status: literature reviewed and hypotheses developed.

Conference Presentations and Attendance:

The Annual Meeting of the Financial Management Association (FMA), San Diego, CA, Fall 2018, serve as an attendee.

“Performance of Dollar-Cost Averaging Investment Strategies in MSCI Asian Emerging Markets”, with Eric C. Lin and Hong Qin, Global Conference on Business and Finance (GCBF), Hawaii, USA, Spring 2018, serve as a presenter.

The Annual Meeting of the Financial Management Association (FMA), Boston, MA, Fall 2017, served as an attendee.

“Existence of Price Pressures Surrounding Annual Changes in the Dogs of the Dow Portfolio”, with Eric C. Lin, International Conference on Financial Technology (ICFT), Taichung, Taiwan, Summer 2017, serve as a presenter.

The Annual Meeting of the Financial Management Association (FMA), Las Vegas, NV, Fall 2016, served as an attendee.

“Real Options Valuation Under Uncertainty,” by Marie Lambet, Manuel Morero, and Federico Platania, Financial Management Association (FMA) Meetings, Orlando, FL, Fall 2015, served as a discussant.

The Annual Meeting of the Western Finance Association (WFA), Monterey Bay, CA, Summer 2014, served as an attendee.

“Modified Dollar Cost Averaging Investment Strategy”, with Eric C. Lin, The Annual Meeting of the Academy of Financial Services (AFS), Chicago, IL, Fall 2013, presented by co-author.

The Annual Meeting of the American Finance Association (AFA), San Diego, CA, Spring 2013, served as an attendee.

The Annual Meeting of the Western Finance Association (WFA), Las Vegas, NV, Summer 2012, served as an attendee.

“The Value Effect of Crude Oil Derivatives Transactions by Oil Producers,” with Eric C. Lin and John W. Kensinger, Financial Management Association (FMA) Meetings, New York, NY, Fall 2010, presented by co-author.

“The Value Effect of Crude Oil Derivatives Transactions by Oil Producers,” with Eric C. Lin and John W. Kensinger, European Financial Management Association (EFMA) Meetings, Hamburg, Germany, Summer 2010, presented by co-author.

“On the Estimation of Risk Premium in the Gold Futures Market: A New Approach Using the Goldman Sachs Commodity (GSCI) Index”, Southwestern Finance Association (SWFA) Meetings, Oklahoma City, OK, Spring 2009, served as a presenter.

“Do Growth Options Affect Investment Decision-Making?” by Leon Clarke, Yanming Shu, Wenlong Weng, and John Weyant, Financial Management Association (FMA) Meetings, Reno, NV, Fall 2009, served as a discussant.

“An Economic Analysis of Bonus Certificates — Second-Generation of Structure Products,” by Rodrigo Hernandez , Jorge Brusa, and Lui Pu, Financial Management Association (FMA) Meetings, Dallas, TX, Fall 2008, served as a discussant.

The Annual Meeting of the Midwest Finance Association (MFA), San Antonio, TX, Fall 2008, served as an attendee.

“Debt Financing, Money Encirclement, and Ownership Structure of Chinese Listed Firms”, by Chao Chen, Rongjie Chen, and Xiao Chen, Financial Management Association (FMA) Meetings, Salt Lake City, UT, Fall 2006, serve as a discussant.

“Article Publication and Market Efficiency”, by Yossi, Yagil and Tamir Levy, Southwestern Finance Association Conference (SWFA), Oklahoma City,OK, Fall 2006,  served as a discussant.

“Exchange Rate Valuation and Global Investment Strategies”, by Kashi Tiwari, Southwestern Finance Association Conference (SWFA), Dallas, TX, Fall 2005, served as a discussant.

Professional Affiliations

Member, Financial Management Association International (FMA)
Member, Western Finance Association (WFA)
Member, Southwestern Finance Association (SWFA)

Courses taught

Business Finance
Financial Management
Investments
Statistical Methods
Financial Markets and Institutions
Intermediate Financial Management