Peixuan Yuan

Assistant Professor of Finance

School of Business

Hong Kong Baptist University

About Me

I am an Assistant Professor of Finance at the School of Business, Hong Kong Baptist University. Before joining HKBU, I worked at Renmin University of China from 2021 to 2024.

Interests

Empirical Asset Pricing
Derivatives Pricing
Machine Learning
Big Data

Education

Ph.D. in Finance, 2021
Rutgers University
MS in Quantitative Finance, 2016
Rutgers University
BS in Remote Sensing and Information Engineering, 2015
Wuhan University

Publications

Sophia Zhengzi Li, Peixuan Yuan, Guofu Zhou (2025). Systematic Momentum: A New Class of Price Patterns. Management Science, Forthcoming.

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Peixuan Yuan (2025). A New Model for the Joint Valuation of S&P 500 and VIX Options: Specification Analysis. Management Science, 71(5):3891-3923.

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Hao Jiang, Sophia Zhengzi Li, Peixuan Yuan (2025). Granular Information and Sectoral Movements. Journal of Economic Dynamics and Control, 171, 105018.

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Peixuan Yuan (2022). Time-Varying Skew in VIX Derivatives Pricing. Management Science, 68(10), 7761-7791.

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Xinjie Wang, Zhiqiang Xiang, Weike Xu, Peixuan Yuan (2022). The Causal Relationship between Social Media Sentiment and Stock Return: Experimental Evidence from an Online Message Forum. Economics Letters, 216, 110598.

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