Jiao, Feng

Faculty

Dhillon School of Business - Finance

Phone
(403) 332-4688
Email
feng.jiao@uleth.ca
Campus
Calgary
Faculty

Dhillon School of Business - Calgary Campus

Phone
(403) 332-4688

About Me

Feng Jiao is an Associate Professor of Finance at Dhillon School of Business. Dr. Jiao holds a Ph.D. in finance from the Desautels Faculty of Management at McGill University. His research interests include international finance, cross-listed securities and its implications in investment and market microstructure. He is a CFA® charterholder.

Publications

Liquidity Picking and Fund Performance (with Sergei sarkissian and David Schumacher). Journal of Financial Economics. Forthcoming


Nominal Exchange Rates and Heterogeneous Beliefs (with Benjamin Croitoru and Lei Lu). Journal of Economic Dynamics and Control, 2024, 166, 104904


Lumpy Investment and Credit Risk (with Chuanqian Zhang). Journal of Corporate Finance, 2022, 7, 102293


The FOMC announcement returns on long-term US and German Bond Futures (with Ivan Indriawan and Yiuman Tse). Journal of Banking and Finance, 2021, 122, 106027

Global Liquidity Provision and Risk Sharing (with Sergei Sarkissian), Journal of Financial and Quantitative Analysis, 2021, 56(5), 1844-1876.

The SOFR and the Fed's Influence over Market Interest Rates (with Ivan Indriawan and Yiuman Tse). Economics Letters, 2021, 209, 110095

Cross-Listings and the Dynamics between Credit and Equity Returns (with Patrick Augustin, Sergei Sarkissian and Michael Schill), Review of Financial Studies, 2020, 33 (1), 112-154.

Research Interests

International Finance; Cross-listings; Investment

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