Ph.D., Finance, Wisconsin School of Business, University of Wisconsin-Madison
M.A., International Finance, Guanghua School of Management, Peking University, Beijing, China
B.B.A. (summa cum laude), Guanghua School of Management, Peking University, Beijing, China
Professor Wenjuan Xie joined the Paul College faculty in 2008. Her primary research interests are in Investments and Financial Markets, particularly capital market efficiency, equity offerings, returns, emerging markets and security analysts. She is also interested in corporate fraud litigation, capital structure, financial market intermediaries and regulation. Professor Xie’s research methodology connects classic finance theories with quantitative predictions and market performance data, and her findings provide insight to understand the complexity of the long-standing subject of whether stock price reflects its true value. Her expertise is on human impact and product market in the interpretation of stock valuation, highlighting the influences from stock market information users (issuers, analysts, investors) and corporate trading partners. Professor Xie’s scholarly research has been widely recognized and published in distinguished academic journals including the Journal of Corporate Finance and the Multinational Finance Journal. Professor Xie teaches Investments Analysis (undergraduate and MBA), Equity Analysis and Firm Valuations, and Introduction to Financial Management. As an accomplished scholar and teacher, Professor Xie received several university-wide and college research fellowships and nominations for teaching awards. Recently she received the Virginia Paul Dee Professorship.
Professor Xie is currently the Co-Director of the Peter T. Paul Financial Policy Center. In addition, she serves as the Chair of the Financial Analyst track of the Finance Option, as a key organizer of the Financial Partners Program, and on the University's Graduate School Part-time Scholarship Committee.
- Determinants of and Differences in U. S. and Foreign Commercial Bank Profitability. 2017, with Angela Deng, Global Economy and Finance Journal, Vol. 10, No. 1, Pages 12-27.
- A Contextual Evaluation of Composite Forecasts of Annual Earnings. 2016, with Pieter T. Elgers, May H. Lo and Le Emily Xu, Review of Pacific Basin Financial Markets and Policies, Vol. 19, No. 3, Pages 1-40.
- Corporate Fraud and the Value of Reputations in the Product Market. 2014, with William C. Johnson and Sangho Yi, Journal of Corporate Finance, Vol. 25, Pages 16-39.
- Do Investors See Through Accounting Profitability and Recognize Efficiency? Evidence from Chinese Listed Companies. 2013, Multinational Finance Journal, Vol. 17, No. 3/4, Pages 243-293.
- A Theoretical Examination of Financial Analysts’ Earnings Forecast Dispersion: The Influences of Analyst Personal Differences. 2013, Mustang Journal of Accounting and Finance, Vol. 3, Pages 39-54.
- Media Coverage, Analyst Recommendation Upgrade and Information Content of Inclusions into S&P Indexes. 2013, Investment Management and Financial Innovations, Vol. 10, Issue 1, Pages 78-85.
- Industry Information Uncertainty and Stock Return Comovement. 2012, with Ting Luo, Asia-Pacific Journal of Accounting and Economics, Vol. 19, No. 3, Pages 330-351.
- Seasoned Equity Offerings and Analyst Earnings Forecasts. 2012, with Ahmad Etebari, Advances in Quantitative Analysis of Finance and Accounting, Vol. 10, Pages 225-253.
- Individual Differences and Analyst Earnings Forecast Accuracy. 2012, with Ting Luo, Review of Accounting and Finance, Vol. 11, Issue 3, Pages 257-278.
- Challenges for the Unified Financial Supervision in the Post-Crisis Era: Singaporean Experience and Chinese Practice. 2011, with Jing Geng, Guibin Zhang and Honggeng Zhou, Journal of Financial and Economic Practice, Vol. 11, No. 2, Pages 28-50.
Jstor Finance journals
WRDS Members Login
ISI web of knowledge (citation index)
NBER working papers