Xie Tian
Professor (Tenured)
Education
| Queen's University | Ph.D. (Economics) | 11/2013 |
| Queen's University | M.A. (Economics) | 10/2005 |
| University of Western Ontario | B.A. with High Honors (Economics) | 10/2004 |
Employment
| CoB, SHUFE | Professor | 7/2023 – Present |
| CoB, SHUFE | Associate Prof. | 7/2020 – 7/2023 |
| CoB, SHUFE | Assistant Prof. | 7/2019 – 7/2020 |
| Xiamen University | Assistant Prof. | 9/2016 – 6/2019 |
| Wuhan University | Assistant Prof. | 9/2014 – 7/2016 |
Selected Publications
“High Dimensional Forecast Combinations Under Latent Structures” with Zhentao Shi and Liangjun Su, Review of Economics and Statistics, 2023, forthcoming.
“Federal Policy Announcements and Capital Reallocation: Insights from Inflow and Outflow Trends in the US” with Yue Qiu, Wenjing Xie, and Xiangzhong Zheng, Journal of International Money and Finance, 2023, vol.139, no.102936, 1-20.
“Correcting Sample Selection Bias with Model Averaging for Consumer Demand Forecasting”with Shangwei Zhao, Guanren Yang, and Xinyu Zhang, Economic Modelling, 2023, vol.123, no.106275, 1-8
“The Bigger Picture: Are Analytics and Social Media Data the best Way to Predict Movie Success?” with Steven F. Lehrer, Management Science, 2022, vol.68, no.1, 189-210.
“Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks” with Yue Qiu, Jun Yu, and Qiankun Zhou, Journal of Financial Econometrics, 2022, vol.20, no.1, 160–186.
“Does High Frequency Data Improve Our Confidence in Forecasts of Low Frequency Measures?” with Steven F. Lehrer and Tao Zeng, Journal of Financial Econometrics, 2021, vol.19, no.5, 910–933.
“Social Media Sentiment, Model Uncertainty, and Volatility Forecasting” with Steven F. Lehrer and Xinyu Zhang, Economic Modelling, 2021, vol.102, no.105556, 1-13.
“Forecast Bitcoin Realized Volatility by Exploiting Measurement Error under Model Uncertainty” with Yue Qiu, Zongrun Wang, and Xinyu Zhang, Journal of Empirical Finance, 2021, vol. 62, 179-201.
“Model Uncertainty of Cross-country Growth Empirics: Machine Learning Perspective” with Yan Liu, China's Industrial Economics (中国工业经济), 2019, vol.12, 5-22.
“Weighing the Asset Pricing Factors: A Least Squares Model Averaging Approach” with Yue Qiu and Yu Ren, Quantitative Finance, 2019, vol.19, no.10, 1673-1687.
“Consumption, Aggregate Wealth, and Expected Stock Returns: A Fractional Cointegration Approach'' with Yu Ren, Quantitative Finance, 2018, vol.18, no.12, 2101-2112.
“Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?'' with Steven F. Lehrer, Review of Economics and Statistics, 2017, vol.99, no.2, 749-755 (lead article).
Contact Tian Xie (xietian@shufe.edu.cn) for a complete publication list.