Access Statistics for Xinzhong Xu

Author contact details at EconPapers.

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 0 0 0 115 0 0 3 307
Closed-form transformations from risk-neutral to real-world distributions 0 0 5 226 0 0 7 453
Conditional volatility and the informational efficiency of the PHLX currency options market 0 0 0 160 0 1 4 401
Conference and special issue on corporate finance and governance in emerging markets 0 0 0 48 0 1 1 146
Corporate finance and governance in emerging markets: A selective review and an agenda for future research 0 2 12 182 0 6 30 480
Empirical pricing kernels obtained from the UK index options market 0 0 0 27 1 1 1 79
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models 0 1 8 267 0 3 16 740
Post-earnings-announcement Drift in the UK 1 1 2 76 3 6 8 203
The Profitability of Momentum Investing 0 1 2 171 0 4 8 530
The Term Structure of Volatility Implied by Foreign Exchange Options 1 3 7 111 1 4 11 254
The dynamics of international equity market expectations 0 0 0 59 0 4 7 204
The incremental volatility information in one million foreign exchange quotations 1 3 16 224 3 11 34 528
Understanding the Equity Home Bias: Evidence from Survey Data 2 8 16 440 9 25 43 976
Total Journal Articles 5 19 68 2,106 17 66 173 5,301


Statistics updated 2019-06-03