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.
Chapter 26: Hedge Funds and Performance Persistence” (with Ying Wang). Hedge Funds: Structure, Strategies, and Performance, Oxford University Press, 2017.
Indexing and Stock Price Efficiency” was cited by “Earnings Jolt Stocks Like Never Before as ETFs, Algos Get Blame”, Bloomberg, October 17, 2016.