- Ph.D., Pamplin College of Business, Virginia Tech, Finance
- M.S., Temple University, Financial Engineering
- B.E., Xi'an Jiaotong University, Computer Science
Nan Qin received his Ph.D. in finance from Pamplin College of Business, Virginia Tech in 2014. He also holds an M.S. in financial engineering from Temple University and B.E. in computer science from Xi’an Jiaotong University. His research focuses on institutional investors, high-frequency trading, market efficiency, idiosyncratic risk and indexing. His papers have been published on Management Science and Financial Management, and have been presented or accepted by international conferences such as the annual meetings of the European Finance Association and the Financial Management Association.
- “The Behavior of Investor Flows in Corporate Bond Mutual Funds” (with Yong Chen), Management Science, 2017, Vol. 63, Issue 5, 1365-1381.
- “Indexing and Stock Price Efficiency” (with Vijay Singal). Financial Management, 2015, Vol. 44, Issue 4, 875–904.
“Chapter 26: Hedge Funds and Performance Persistence” (with Ying Wang). Hedge Funds: Structure, Strategies, and Performance, Oxford University Press, 2017.
- “Mutual Fund Performance in the Era of High-Frequency Trading” (with Vijay Singal)
- “Equal-Weighting versus Value-Weighting: Theory and Practice” (with Vijay Singal)
- “Does Portfolio Concentration Affect Performance? Evidence from Corporate Bond Mutual Funds” (with Ying Wang)
- “Divergence of Opinion, Short-sales Constraints, and Asset Values: Evidence from the Corporate Bond Market” (with Jingzhi Huang and Ying Wang)
- “Effect of Price Inefficiency on Idiosyncratic Risk and Stock Returns”
- “Idiosyncratic risk and mutual fund performance persistence”
Presentations and Seminars
- Financial Management Association annual meetings, 2012, 2013, 2015, 2016
- Midwest Finance Association annual meetings, 2012, 2013, 2014
“Indexing and Stock Price Efficiency” was cited by “Earnings Jolt Stocks Like Never Before as ETFs, Algos Get Blame”, Bloomberg, October 17, 2016.