xinzhong xu

Names

Contact

Affiliations

• Peking University → Guanghua School of Management
  • website
  • location: Beijing, China

Research profile

author of:

• Understanding the Equity Home Bias: Evidence from Survey Data
  by Norman Strong & Xinzhong Xu
• Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
  by Pong, Shiuyan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong
• Conditional volatility and the informational efficiency of the PHLX currency options market
  by Xu, Xinzhong & Taylor, Stephen J.
• The incremental volatility information in one million foreign exchange quotations
  by Taylor, Stephen J. & Xu, Xinzhong
• The dynamics of international equity market expectations
  by Brennan, Michael J. & Henry Cao, H. & Strong, Norman & Xu, Xinzhong
• Closed-form transformations from risk-neutral to real-world distributions
  by Liu, Xiaoquan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong
• The Term Structure of Volatility Implied by Foreign Exchange Options
  by Xu, Xinzhong & Taylor, Stephen J.
• Post–earnings–announcement Drift in the UK
  by Weimin Liu & Norman Strong & Xinzhong Xu
• Corporate finance and governance in emerging markets: A selective review and an agenda for future research
  by Fan, Joseph P. H. & Wei, K. C. John & Xu, Xinzhong
• Conference and special issue on corporate finance and governance in emerging markets
  by Xu, Xinzhong & Fan, Joseph & Wei, K. C. John
• Empirical pricing kernels obtained from the UK index options market
  by Xiaoquan Liu & Mark Shackleton & Stephen Taylor & Xinzhong Xu