Rate My Professor Yixuan Rui

Rui's primary research specialization is empirical asset pricing. His key publications include "Financial transaction tax and market quality: Evidence from France" (2021, International Review of Financial Analysis), which empirically assesses the effects of France's financial transaction tax on trading volume, bid-ask spreads, and price impacts. Co-authored with Robert B. Durand, "Hedge Funds, Short Sales, and the 52-Week High" (2023) examines hedge fund short-selling behavior relative to stock price momentum indicators. Other notable papers are "Hedge Funds are on the Ball When Insiders Trade" (2019), exploring hedge fund responses to insider trading signals; "Dividend Policy, Information Uncertainty, and the Distress Anomaly" (with citations noted in academic repositories); and "The effectiveness of Financial Transaction Taxes (FTTs) for deterring speculative trading" (2022, with J. Shen). Rui has served as Guest Editor for the Special Issue "Liquidity and Asset Pricing" in the Journal of Risk and Financial Management. He received an AFAANZ Research Grant for his project "Dividend Policy and Distress Anomaly." Rui's research has been featured at conferences including the 2023 FIRN Annual Conference and the 2025 Sydney Banking and Financial Stability Conference.

At Curtin University, Rui coordinates the finance seminar series and delivers teaching in units such as FNCE3004 International Finance and INVE3001 Portfolio Management across campuses in Perth, Mauritius, Miri Sarawak, and Dubai. His contributions extend to supervising PhD students in empirical asset pricing within Curtin's research disciplines.