Nan Qin
Assistant Professor
Department
Education
- Ph.D., Pamplin College of Business, Virginia Tech, Finance
- M.S., Temple University, Financial Engineering
- B.E., Xi'an Jiaotong University, Computer Science
Bio
Nan Qin’s research focuses mutual funds and ETFs, stock and corporate bond pricing, portfolio management strategies, liquidity, market efficiency, high-frequency trading and indexing. His papers have been published on Management Science, Journal of Banking and Finance and Financial Management, and have been presented or accepted by international conferences such as the annual meetings of the European Finance Association, Northern Finance Association and the Financial Management Association.
Journal Publications
- Chen, Yong, and Nan Qin. "The behavior of investor flows in corporate bond mutual funds." Management Science 63, no. 5 (2017): 1365-1381.
- Qin, Nan, and Ying Wang. "Does portfolio concentration affect performance? Evidence from corporate bond mutual funds." Journal of Banking & Finance 123 (2021): 106033.
- Qin, Nan, and Vijay Singal. "Indexing and stock price efficiency." Financial management 44, no. 4 (2015): 875-904.
- Qin, Nan, and Vijay Singal. "Equal-weighting and value-weighting: which one is better?" Review of Quantitative Finance and Accounting (2021): 1-26.
Working Papers
- Breadth of ownership and the cross-section of corporate bond returns (with Jingzhi Huang and Ying Wang.
- Effect of high-frequency trading on mutual fund performance (with Vijay Singal).
- Fire sales by corporate bond ETFs during the COVID-19 crisis (with Ying Wang).
- Are passive investors a challenge to corporate governance? (with Di Wang).
Book Chapter
Chapter 26: Hedge Funds and Performance Persistence” (with Ying Wang). Hedge Funds: Structure, Strategies, and Performance, Oxford University Press, 2017.
