Faculty Members

65 65
Prof. Peixuan YUAN

Assistant Professor
Finance Discipline
Department of Accountancy, Economics and Finance

peixuan@hkbu.edu.hk
3411 7540
WLB 911
https://orcid.org/0000-0002-7378-514X
View Scopus Profile

Professor Peixuan Yuan is an Assistant Professor of Finance at the School of Business, Hong Kong Baptist University. Before joining HKBU, he was an Assistant Professor of Finance at Renmin University of China from 2021 to 2024. He received his Ph.D. in Finance and M.S. in Quantitative Finance from Rutgers University, following a B.S. in Engineering from Wuhan University. He also gained industry experience in quantitative analytics at Barclays Capital in New York.

His research interests include empirical asset pricing, derivatives, machine learning, and big data. His work examines how information, investor behavior, and market structure shape asset returns and derivative prices, and has been published in Management Science, the Journal of Economic Dynamics and Control. His research has received funding from the National Natural Science Foundation of China (NSFC) and the Hong Kong Research Grants Council through the General Research Fund (RGC GRF). His teaching spans investments, financial technology, research methods, and derivatives.

  • Empirical Asset Pricing
  • Derivatives
  • Machine Learning
  • Big Data

  • Investments
  • Derivatives
  • Financial technology
  • Research methods

  • Ph.D. in Finance, Rutgers University
  • BS in Engineering, Wuhan University

Systematic Momentum: A New Class of Price Patterns

Li, S. Z.,Yuan, P.& Zhou, G.,Aug 2026,In:Management Science.72,8,p. 7254-7278 p.
Research output : Contribution to journal › Journal article › peer-review

A New Model for the Joint Valuation of S&P 500 and VIX Options: Specification Analysis

Yuan, P.,May 2025,In:Management Science.71,5,p. 3891-3923 p.
Research output : Contribution to journal › Journal article › peer-review

Granular information and sectoral movements

Jiang, H., Li, S. Z. &Yuan, P.,Feb 2025,In:Journal of Economic Dynamics and Control.171,18 p., 105018.
Research output : Contribution to journal › Journal article › peer-review

Time-Varying Skew in VIX Derivatives Pricing

Yuan, P.,Oct 2022,In:Management Science.68,10,p. 7761-7791 p.
Research output : Contribution to journal › Journal article › peer-review

The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum

Wang, X., Xiang, Z., Xu, W. &Yuan, P.,Jul 2022,In:Economics Letters.216,6 p., 110598.
Research output : Contribution to journal › Journal article › peer-review