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About
About Me
Greetings! I am Xu Lu, an assistant professor of finance at the Foster School of Business.
My research centers on financial intermediation, in particular, banking and intermediary asset pricing. Exploring the dynamics of depositor behaviors, my recent papers investigate how depositor heterogeneity affects financial stability and payment fragility in banks. In my job market paper, I demonstrate the role of institutional portfolio rebalancing on monetary transmission.
I obtained my Ph.D. in finance from Stanford GSB in 2023, and my bachelor's degrees in economics, finance, and maths from Tsinghua University in 2017.
Curriculum vitae (updated: July 2024).
Working Papers
Work
[5] The Dynamics of Deposit Flightiness and its Impact on Financial Stability,
with Jane Li, and Yiming Ma. Updated: June 2024
Upcoming presentations: ECB Conference on Money Markets, Wharton Conference on Liquidity and Financial Fragility.
[4] The Making of an Alert Depositor: How Payment and Interest Drive Deposit Dynamics,
with Yang Song, and Yao Zeng. Updated: April 2024
Upcoming presentations: Stanford Institute for Theoretical Economics, EFA Annual Meeting, FDIC Bank Research Conference, WAPFIN at Stern.
[3] Remeasuring Scale in Active Management,
with Shiyang Huang, Yang Song, and Hong Xiang. Updated: April 2024
[2] Monetary Transmission and Portfolio Rebalancing: A Cross-Sectional Approach,
with Lingxuan Wu. Updated: November 2023
Revise & Resubmit
[1] The Political Economy of China's Housing Boom,
with Adam Zhang. Updated: March 2023
Teaching
Teach
Finance 423: Banking and the Financial System, Winter 2024
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