Dr. LUO Xingguo, professor, doctoral supervisor, vice dean of ZIBS, deputy head of the Department of Finance at the School of Economics, and director of Institute of Financial Innovation and Risk Management of the Academy of Financial Research (AFR) of ZJU,"Qiushi Young Scholar" of ZJU. His main research areas include asset pricing, derivatives markets, green finance, ESG, high-frequency trading, ABS (Asset-Backed Securities), and RMB exchange rates. He has published over 20 SSCI papers in renowned international journals such as the Journal of Financial Markets. Among these publications, six were featured as the lead articles on the cover. He co-initiated the China Derivatives Youth Forum in 2020. He also received research grants from the Chicago Mercantile Exchange (CME) Group Foundation in 2012 and the National Natural Science Foundation of China (2013,2017,2021). Currently, he is reviewer for the National Natural Science Foundation of China, on the editorial board of the Journal of Futures Markets (SSCI), and the secretary-general of the China Derivatives Youth Forum.
Education:
The University of Hong Kong, Ph.D. of Finance
Zhejiang University, Master of Mathematics
Zhejiang University, Bachelor of Mathematics
Work Experience:
2012.08-, School of Economics and Academy of Financial Research, Zhejiang University
Publications：
1. Price monotonicity violations during stock market crashes: Evidence from the SSE 50 ETF options market, Journal of Futures Markets, 2024.
2. Industry variance risk premium, cross‐industry correlation, and expected returns，Journal of Futures Markets, 2023. (Lead Article）
3. Why are the prices of European‐style derivatives greater than the prices of American‐style derivatives? Journal of Futures Markets, 2022.
4. Information contents of intraday SSE 50 ETF options trades，Journal of Futures Markets, 2022.
5. How trading in commodity futures option markets impacts commodity futures prices?，Journal of Futures Markets, 2021.
6. Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares, Journal of Futures Markets, 2020.
7. What determines the issue price of lease asset-backed securities in China?, Internnational Review of Finanial Analysis, 2020.
Research Interests:
Sustainable Finance ESG
Derivatives and Quantification
Teaching Courses:
Derivatives and Risk Management
Credit Risk Management
Financial Economics
Asset Pricing Theory
