Educational Background

2009-2012 Financial Engineering and Economic Development, South China University of Technology, PhD

2002-2005 College of Mathematics and Informatics, Guangxi University, Master of Science in Applied Mathematics

11998-2002 College of Mathematics and Informatics, Guangxi University, Bachelor's degree in Mathematics and physics pilot class

Work Experience

2005.06 Stay in Guangxi University to teach

2006.03 Appointed by Guangxi Zhuang Autonomous Region to support grassroots education in Napo County, Baise City, Guangxi, and served as vice principal of Napo Middle School.

2005-2018 Lecturer and associate professor, College of Mathematics and Informatics, Guangxi University

2018-2021 Associate professor, College of business, Guangxi University

2021－ Associate professor, school of economics

Granted Projects

1. Research on Stock Return Forecast and Investment Portfolio under the environment of Investors' Irrational Cognition, Chair, National Natural Science Foundation of China;

2. Political Connection and Corporate Bond Default Risk: Formation Mechanism and Economic Consequences, Participation, National Natural Science Foundation of China;

3. Portfolio Research under the influence of Investor Sentiment based on Copula-CVaR, Chair, Guangxi Natural Science Foundation;

4. Research on regional asset pricing based on investor sentiment, Chair, School fund;

5. Research and practice of econometrics curriculum reform with financial mathematics characteristics, Chair, Teaching Reform project of Guangxi Education Department.

Publications

[1] Jun Xie, Yuying Fang, Bin Gao* and Chunzhi Tan, 2023, Availability heuristic and expected returns, Finance Research Letters (SSCI; Q1), 2023, 51: 103443.  https://doi.org/10.1016/j.frl.2022.103443.

[2] Bin Gao, Jinlong Zhang, Jun Xie, Wenjie Zhang*. The impact of carbon risk on the pricing efficiency of the capital market: Evidence from a natural experiment in china. (SSCI; Q1) Finance Research Letters, 57 (2023) 104268.

[3] Jun Xie, Baohua Zhang, Bin Gao*. 2023, Market framing bias and cross-sectional stock returns. Plos One, 18(8): e0290500.

[4] Bin Gao, Huanhuan Hao, Jun Xie*, 2022, Does retail investors beat institutional investors? —— Explanation of game stop’s stock price anomalies. Plos One (SSCI SCI Q2), 17(10): e0268387.

[5] Jun Xie, Nan Hu, Bin Gao* and Chunzhi Tan, 2022, Representativeness Heuristic in Stock Market: Measurement and Its Predictive Ability, Emerging Markets Finance and Trade (SSCI; Q1). 2022: 58(5): 1279-1287. DOI: 10.1080/1540496X.2020.1866533.

[6] Xie, Jun; Xia, Wenqian; Gao, Bin*. 2021, The sustainability of stock price fluctuations: Explanation from a recursive dynamic model. (SCI; JCR 2区, 中科院3区; DOI10.1371/journal.pone.0255081) PloS one, 16(8), page: e0255081.

[7] 谢军, 胡楠, 高斌*和罗恬恬. 2021, 中国股市非流动性对市场超额收益的预测研究——基于ARFIMA模型. 贵州财经大学学报(双核), 2: 31-40.

[8] Jun Xie, Chunpeng Yang. Investor sentiment and financial crisis: A sentiment-based portfolio theory perspective. Applied Economics, 2015, 47(7): 700-709.(SSCI入藏号: WOS: 000348712600005  IDS 号: CA2AZ   ISSN: 0003-6846  eISSN: 1466-4283)

[9] Jun Xie, Chunpeng Yang. Shouldn't all eggs be putted in one basket? A portfolio model based on investor sentiment and inertial thinking. Economic Modelling. 2013, 35: 682-688.( SSCI WOS:000329532100083  ISSN: 0264-9993  电子ISSN: 1873-6122  IDS号：287HG )

[10] Chunpeng Yang, Jun Xie, Sentiment Perceived Portfolio Optimization, Journal of Convergence Information Technology. 2011, 6(12): 203-209. (EI: 20115214650634 谢军为通讯作者)

[11] Chunpeng Yang, Jun Xie, Wei Yan. Sentiment Capital Asset Pricing Model, International Journal of Digital Content Technology and its Applications, 2012, 6(3): 254-261. (EI: 20121114855014 谢军为通讯作者)

[12] Yan W, Yang CP, Xie J. Sentiment capital asset cognitive price and empirical evidence from China’s stock market. Quantitative Financial Risk Management[M], Springer Press. 2011, 87-93.

[13] 谢军，杨春鹏，闫伟. 含有无风险资产的情绪最优投资组合. 系统管理学报, 2012, 21(4): 540-545.

[14] 谢军，杨春鹏. 风险分散不足与投资者情绪——基于情绪认知的行为投资组合研究. 软科学，2012, 26(8): 131-135.

[15] 谢军，杨春鹏，闫伟. 高频环境下股指期货市场情绪冲击效应. 系统工程，2012，30(9): 27-36.

[16] 谢军，高校金融数学专业实验课程的设置. 《科教文汇》，2013, 6: 47-48. (教改论文)

[17] 谢军，杨春鹏. 投资者情绪影响下资本资产定价的区制性，系统工程，2015, 33(01): 24-31.

[18] 谢军、高斌.基于投资者情绪的市场均衡分析，运筹与管理，2015.24: 211-216.

[19] Zhang, RenGui. Xie, Jun. Does individual stock sentiment impact stock return. International Journal of Digital Content Technology and its Applications. 2013, 7(1): 519-525.(EI: 20130415927627)

[20] 谢军. 金融数学专业计量经济学教学问题及对策——计量经济学中数学推导的设置, 中国管理信息化, 2017, 20(9): 233-234.(教改论文)

[21] 谢军. 金融数学专业计量经济学教学中计量软件的选择，学周刊，2018，6(16): 12-13. (教改论文)

[22] 谢军. 金融数学专业计量经济学与金融理论及实践的结合, 学周刊，2018,16: 5-6. (教改论文)

[23] Jun XIE. A Nonlinear Dynamic System in Behavioral Finance: Evidence from Chinese Stock Market, 3rd Annual 2017 International Conference on Management Science and Engineering (MSE 2017), August 18-20, 2017, Guilin, Guangxi, China, volume 50, 253-256.

[24] Gao, B., & Xie, J#. (2020). Forecasting Excess Returns and Abnormal Trading Volume using Investor Sentiment: Evidence from Chinese Stock Index Futures Market. Emerging Markets Finance and Trade, 56(3): 593-612. (通讯作者, 出版年:‏ FEB 19 2020 分区Q3)

[25] Gao, B., Xie, J. & Jia Y#. (2019). A Futures Pricing Model with Long-term and Short-term traders. International Review of Economics and Finance. 64: 9-28.( 出版年:‏ 11 2019月 分区: Q2))

[26] Bin Gao, Wenguang Liang#, Zhongyue Xu and Jun Xie. Trading Strategies: Forecasting Index Futures Prices with Short-term Investor Sentiment. Emerging Markets Finance and Trade (SSCI) 2020, 56: 3153-3173, 2020. DOI: 10.1080/1540496X.2018.1564656在线发表日期: JAN 2020

[27] 谢军,胡楠.长记忆性数据特征视角下流动性测度对超额收益预测研究综述[J].商讯,2019(34):152-153.

[28] 高斌、谢军. 投资者情绪对资产组合的影响研究[书]，经济科学出版社. 2019.11 ISBN: 978-7-5218-0792-9

Teaching Courses

Financial data Mining, Quantitative Investment and financial data analysis, financial stochastic analysis, advanced microeconomics, advanced econometrics, investment, financial derivatives, etc