Details about Kuan Xu

Access statistics for papers by Kuan Xu.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pxu17

Working Papers

2020

1. Information Flow and Price Discovery Dynamics
   Working Papers, Dalhousie University, Department of Economics
   See also Journal Article Information flow and price discovery dynamics, Review of Quantitative Finance and Accounting, Springer (2021) (2021)

2019

2. A Microstructure Study of Circuit Breakers in the Chinese Stock Markets
   Working Papers, Dalhousie University, Department of Economics View citations (7)
   See also Journal Article A microstructure study of circuit breakers in the Chinese stock markets, Pacific-Basin Finance Journal, Elsevier (2019) View citations (7) (2019)

2014

3. “Slow-Burn” Spillover and “Fast and Furious” Contagion: A Study of International Stock Markets
   Working Papers, Dalhousie University, Department of Economics
   See also Journal Article 'Slow-burn' spillover and 'fast and furious' contagion: a study of international stock markets, Quantitative Finance, Taylor & Francis Journals (2015) View citations (6) (2015)

2012

4. Brand-Name and Generic Drug Pricing in a Regulated Environment: Findings from Canada
   Working Papers, Dalhousie University, Department of Economics
5. Theoretical Considerations and Implications of Low Income Threshold Choices to Low Income Dynamics: A Case Study for Canada from 1999 to 2007
   Working Papers, Dalhousie University, Department of Economics

2010

6. Market Regimes, Sectorial Investments, and Time-Varying Risk Premiums
   Working Papers, Dalhousie University, Department of Economics View citations (1)
   See also Journal Article Market regimes, sectorial investments, and time‐varying risk premiums, International Journal of Managerial Finance, Emerald Group Publishing Limited (2011) View citations (8) (2011)

2007

7. How Should We Measure Poverty in a Changing World? Methodological Issues and Chinese Case Study
   Working Papers, Dalhousie University, Department of Economics View citations (1)
   See also Journal Article How Should We Measure Poverty in a Changing World? Methodological Issues and Chinese Case Study, Review of Development Economics, Wiley Blackwell (2008) View citations (19) (2008)
8. Micro Foundations of Price-Setting Behaviour: Evidence from Canadian Firms
   Staff Working Papers, Bank of Canada View citations (4)
9. Participation in Employer-sponsored Training in Canada: Role of Firm Characteristics and Worker Attributes
   Working Papers, Dalhousie University, Department of Economics
10. The Growth of Poor Children in China 1991-2000: Why Food Subsidies May Matter
    Working Papers, Dalhousie University, Department of Economics View citations (1)
    See also Journal Article The growth of poor children in China 1991–2000: why food subsidies may matter, Health Economics, John Wiley & Sons, Ltd. (2009) View citations (13) (2009)
11. The Impact of Monetary Policy Shocks on Stock Prices: Evidence from Canada and the United States
    Working Papers, Dalhousie University, Department of Economics
    See also Journal Article The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States, Journal of International Money and Finance, Elsevier (2010) View citations (50) (2010)

2006

12. How Should We Measure Global Poverty in a Changing World?
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) View citations (2)
13. Multidimensional Decomposition of the Sen Index: Some Further Thoughts
    Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke View citations (2)
14. U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures
    Working Papers, Dalhousie University, Department of Economics View citations (4)
    See also Journal Article U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures, Econometric Reviews, Taylor & Francis Journals (2007) View citations (20) (2007)

2002

15. Crime, Punishment and the Measurement of Poverty in the United States, 1979-1997
    LIS Working papers, LIS Cross-National Data Center in Luxembourg

1999

16. Poverty Intensity - How Well Do Canadian Provinces Compare?
    LIS Working papers, LIS Cross-National Data Center in Luxembourg View citations (19)
    See also Journal Article Poverty Intensity: How Well Do Canadian Provinces Compare?, Canadian Public Policy, University of Toronto Press (1999) View citations (17) (1999)

1997

17. International comparisons of Poverty Intensity: Index Decomposition and Bootstrap Inference
    LIS Working papers, LIS Cross-National Data Center in Luxembourg View citations (9)
    See also Journal Article International Comparisons of Poverty Intensity: Index Decomposition and Bootstrap Inference, Journal of Human Resources, University of Wisconsin Press (2000) View citations (35) (2000)

Journal Articles

2022

1. Net Impact of COVID-19 on REIT Returns
   JRFM, 2022, 15, (8), 1-32 View citations (2)

2021

2. Information flow and price discovery dynamics
   Review of Quantitative Finance and Accounting, 2021, 56, (1), 329-367
   See also Working Paper Information Flow and Price Discovery Dynamics, Working Papers (2020) (2020)

2019

3. A microstructure study of circuit breakers in the Chinese stock markets
   Pacific-Basin Finance Journal, 2019, 57, (C) View citations (7)
   See also Working Paper A Microstructure Study of Circuit Breakers in the Chinese Stock Markets, Working Papers (2019) View citations (7) (2019)

2015

4. 'Slow-burn' spillover and 'fast and furious' contagion: a study of international stock markets
   Quantitative Finance, 2015, 15, (6), 933-958 View citations (6)
   See also Working Paper “Slow-Burn” Spillover and “Fast and Furious” Contagion: A Study of International Stock Markets, Working Papers (2014) (2014)

2011

5. Market regimes, sectorial investments, and time‐varying risk premiums
   International Journal of Managerial Finance, 2011, 7, (2), 107-133 View citations (8)
   See also Working Paper Market Regimes, Sectorial Investments, and Time-Varying Risk Premiums, Working Papers (2010) View citations (1) (2010)
6. PARTICIPATION IN WORKPLACE EMPLOYER‐SPONSORED TRAINING IN CANADA: ROLE OF FIRM CHARACTERISTICS AND WORKER ATTRIBUTES
   Contemporary Economic Policy, 2011, 29, (3), 416-430 View citations (11)

2010

7. The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States
   Journal of International Money and Finance, 2010, 29, (5), 876-896 View citations (50)
   See also Working Paper The Impact of Monetary Policy Shocks on Stock Prices: Evidence from Canada and the United States, Working Papers (2007) (2007)

2009

8. The growth of poor children in China 1991–2000: why food subsidies may matter
   Health Economics, 2009, 18, (S1), S89-S108 View citations (13)
   See also Working Paper The Growth of Poor Children in China 1991-2000: Why Food Subsidies May Matter, Working Papers (2007) View citations (1) (2007)

2008

9. How Should We Measure Poverty in a Changing World? Methodological Issues and Chinese Case Study
   Review of Development Economics, 2008, 12, (2), 419-441 View citations (19)
   See also Working Paper How Should We Measure Poverty in a Changing World? Methodological Issues and Chinese Case Study, Working Papers (2007) View citations (1) (2007)

2007

10. U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures
    Econometric Reviews, 2007, 26, (5), 567-577 View citations (20)
    See also Working Paper U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures, Working Papers (2006) View citations (4) (2006)

2006

11. Evidence for superfluidity of ultracold fermions in an optical lattice
    Nature, 2006, 443, (7114), 961-964
12. Myopic loss aversion and margin of safety: the risk of value investing
    Quantitative Finance, 2006, 6, (6), 481-494 View citations (1)

2002

13. The social welfare implications, decomposability, and geometry of the Sen family of poverty indices
    Canadian Journal of Economics/Revue canadienne d'économique, 2002, 35, (1), 138-152 View citations (15)
    Also in Canadian Journal of Economics, 2002, 35, (1), 138-152 (2002) View citations (18)

2001

14. How to Decompose Sen-Shorrocks-Thon Poverty Index: A Practitioner’s Guide
    Journal of Income Distribution, 2001, 10, (1-2), 7-7 View citations (16)

2000

15. Inference for Generalized Gini Indices Using the Iterated-Bootstrap Method
    Journal of Business & Economic Statistics, 2000, 18, (2), 223-27 View citations (20)
16. International Comparisons of Poverty Intensity: Index Decomposition and Bootstrap Inference
    Journal of Human Resources, 2000, 35, (1), 51-81 View citations (35)
    See also Working Paper International comparisons of Poverty Intensity: Index Decomposition and Bootstrap Inference, LIS Working papers (1997) View citations (9) (1997)

1999

17. Poverty Intensity: How Well Do Canadian Provinces Compare?
    Canadian Public Policy, 1999, 25, (2), 179-195 View citations (17)
    See also Working Paper Poverty Intensity - How Well Do Canadian Provinces Compare?, LIS Working papers (1999) View citations (19) (1999)
18. Statistical Inference for the Sen-Shorrocks-Thon Index of Poverty Intensity
    Journal of Income Distribution, 1999, 08, (1), 8-8 View citations (2)

1998

19. A distribution-free test for deprivation dominance
    Econometric Reviews, 1998, 17, (4), 415-429 View citations (7)
20. An empirical analysis of term premiums using significance tests for stochastic dominance
    Economics Letters, 1998, 60, (2), 195-203 View citations (16)
21. Asymptotically Distribution-Free Statistical Test for Generalized Lorenz Curves: An Alternative Approach
    Journal of Income Distribution, 1998, 07, (1), 3-3 View citations (1)
22. Income uncertainty, substitution effect and relative yield spreads
    The Quarterly Review of Economics and Finance, 1998, 38, (2), 217-225

1997

23. Long-term equilibria of yields on taxable and tax-exempt bonds
    International Review of Economics & Finance, 1997, 6, (2), 119-143 View citations (1)

1996

24. Testing First- and Second-Order Stochastic Dominance
    Canadian Journal of Economics, 1996, 29, (s1), 562-64 View citations (1)