肖溪涓,女,博士毕业于早稻田大学,经济学博士,FRM。现任新葡萄8883官网amg风险管理与保险系助理教授。
市场微观结构,交易策略,信息披露
2011-2015 中南大学,商学院,经济学学士
2015-2017 雪城大学,金融学,理学硕士
2017-2022 早稻田大学,经济学,经济学博士
2022.08至今 新葡萄8883官网amg风险管理与保险系 助理教授
1. Xijuan Xiao and Ryuichi Yamamoto, “Price discovery, order submission, and tick size during preopen period,” Pacific-Basin Finance Journal 63, 101428, 2020.
2. Xijuan Xiao and Ryuichi Yamamoto, “Realized volatility, price informativeness, and tick size: A market microstructure approach,” International Review of Economics and Finance 89, 410-426, 2024.
3. Xijuan Xiao and Ryuichi Yamamoto,“Overnight earnings announcements and preopening price discovery,” Japan and the World Economy 70, 101249, 2024