Dr Ling Xiao
Senior Lecturer, Accounting and Finance
Telephone:020 7815 6931
School/Division:Business / Accounting, Finance and Economics
Dr Ling Xiao is a Senior Lecturer in Finance in the Division of Accounting and Finance, School of Business. She gained her MSc in Banking and Finance from University of Loughborough in 2007. She then moved to the London South Bank University (LSBU) where her doctorate studies were in Financial Econometrics. Her PhD was fully funded by the University Teaching Assistantship.
Dr Xiao specialises in financial asset returns and volatility modelling and forecasting for the finance sector. She uses advanced econometric methodologies, such as Copulas and GARCH models, and primarily focuses on stock index and foreign exchange data. Her current research investigates the dynamic relationships between financial assets with a view to improving our understanding of market behaviour and the reliability of financial forecasting. She is also interested in credit derivatives pricing and high frequency trading in foreign exchange markets.
Dr Xiao teaches Financial Econometrics, Corporate Financial Management, Empirical Finance, Portfolio Theory and Investment Analysis – teaching students practical digital skills using Bloomberg Professionals, Stata, Eviews, Matlab and SPSS software packages. She supervises PhDs in Financial Econometrics and Efficient Market Hypothesis. Dr Xiao is the Course Director for MSc International Accounting and Finance, Course Director for MSc Applied Accounting. She also acts as the link manager with Chinese partner institutions.
Dr Xiao's teaching duties at London South Bank University include:
BA (Hons) Accounting and Finance
- Fundamental of Finance (Level 5)
- Financial Management (Level 6)
BSc (Hons) Economics
- Financial Econometrics (Level 6)
BA (Hons) Business Studies
- Portfolio Investment Analysis (Level 6)
MSc International Finance
- Empirical Finance (Level 7)
MSc Applied Accounting / MSc International Accounting and Finance / MSc International Finance / MSc International Business Management
- Corporate Financial Management (Level 7)
- Research Design and Methods
IGA ACCA Course
- Fundamental paper 9: Financial Management
Dr Ling Xiao specialises in the field of COPULA modelling and applications in finance e.g. risk measurement, portfolio optimisation. She also have interests in credit derivatives pricing, high frequency trading in foreign exchange market and volatility modelling with multivariate GARCHs and applications of other advanced econometric methodologies. Her current research investigates the dynamic relationships between financial assets with a view to improving our understanding of market behaviour and the reliability of financial forecasting.
Most recent publications
Dhesi, G and Shakeel, MB and Xiao, L Modified Brownian Motion Approach to Modelling Returns Distribution. Wilmott, 82. 74-77. DOI 10.1002/wilm.10494More publications at LSBU Research Open
Dr Xiao is a Senior Fellow of the High Education Academy.
Dr Ling Xiao is currently the 'Link Manager' for collaborating institutions in China. This involves ensuring the smooth running of articulation and franchised courses along with the implementation of award and progression boards for the various partner organisations.
She has been an External Examiner for London Metropolitan since 2015.