Access Statistics for Xinzhong Xu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Dynamics of International Equity Market Expectations 0 2 13 63 3 17 74 237
Total Working Papers 0 2 13 63 3 17 74 237


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CAPM, Higher Co-moment and Factor Models of UK Stock Returns 2 3 24 33 3 7 48 72
Closed-form transformations from risk-neutral to real-world distributions 2 6 29 49 4 12 55 127
Conditional volatility and the informational efficiency of the PHLX currency options market 0 3 20 93 4 16 55 208
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models 1 10 48 157 12 35 135 403
Post-earnings-announcement Drift in the UK 2 2 3 3 2 4 6 6
The Profitability of Momentum Investing 0 3 20 35 5 14 73 113
The Term Structure of Volatility Implied by Foreign Exchange Options 3 6 16 16 4 13 28 28
The dynamics of international equity market expectations 0 0 7 27 0 4 22 71
The incremental volatility information in one million foreign exchange quotations 1 7 30 122 1 9 48 270
Understanding the Equity Home Bias: Evidence from Survey Data 2 3 16 216 2 7 35 486
Total Journal Articles 13 43 213 751 37 121 505 1,784


Statistics updated 2009-11-04