Faculty
Dhillon School of Business - Finance
- Phone
- (403) 332-4688
- Email
- feng.jiao@uleth.ca
- Campus
- Calgary
Faculty
Dhillon School of Business - Calgary Campus
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
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