Before joining Ohio State, Dr. Xiaoji Lin taught at London School of Economics and Political Science. His research fields include asset pricing and macroeconomics. Dr. Lin has published at leading academic journals including Journal of Financial Economics and Review of Financial Studies. His doctoral thesis won the Trefftzs award at 2008 Western Finance Association annual meetings.
Areas of Expertise
- Theoretical and Empirical Asset Pricing
- PhD, University of Minnesota
- MA, Nankai University, China
- BA, Nankai University, China
FIN 4221 - Investments
Skills for valuation and theories and applications of portfolio theory, CAPM, APT, and efficient markets; bond prices and managing bond portfolios; active investment management and relevant market regulation.
SSRN Author Page
- External Equity Financing Costs, Financial Flows, and Asset Prices,
with Frederico Belo and Fan Yang, November 2013
- The Elephant in the Room: the Impact of Labor Obligations on Credit Risk,
with Jack Favilukis, November, 2013
- Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability,
with Jack Favilukis, August 2013
- Wage Rigidity: A Solution to Several Asset Pricing Puzzles,
with Jack Favilukis, July 2013
- Labor Heterogeneity and Asset Prices: The Importance of Skilled Labor,
with Frederico Belo, November 2012
- Technology Adoption, Vintage Capital and Asset Prices,
- Labor Hiring, Investment and Stock Return Predictability in the Cross Section,
with Santiago Bazdresch and Frederico Belo, Journal of Political Economy, 2014, Vol. 122 (Issue 1), 129-177.
- Brand Capital, Firm Value and Asset Returns,
with Frederico Belo and Maria Ana Vitorino, Review of Economic Dynamics, 2014, Vol. 17 (Issue 1), 150-169.
- Long Run Productivity Risk and Aggregate Investment,
with Jack Favilukis, Journal of Monetary Economics, 2013, Vol. 60 (Issue 6), 737-751.
- The Investment Manifesto,
with Lu Zhang, Journal of Monetary Economics, 2013, Vol. 60 (Issue 3), 351-366.
- The Inventory Growth Spread,
with Frederico Belo, Review of Financial Studies, 2012, Vol. 25 (Issue 1), 278-313.
- Endogenous Technological Progress and the Cross Section of Stock Returns,
Journal of Financial Economics, 2012, Vol. 103 (Issue 2), 411-427.
[Winner of the Trefftzs Award for the Best Student Paper, WFA 2008]
- Fiscal Policy and the Distribution of Consumption Risk,
by Croce, Nguyen, and Schmid, Mitsui Finance Symposium, Michigan, 2012
- Corporate Investment Over Uncertain Business Cycles,
by Dangl and Wu, FIRS 2012
- Risk Analysis of Investment-Based Models
Guest Lecture, University of Minnesota, 2010
- Innovation and Investment Bubbles,
by Langberg and Kumar, Western Finance Association Annual Meetings, 2009
- Durability of Output and Expected Stock Returns,
by Gomes, Kogan and Yogo, FMG conference on Housing, Financial Markets and the Macroeconomy, 2009