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Details about Xinzhong Xu

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Workplace:Guanghua School of Management, Peking University, (more information at EDIRC)

Access statistics for papers by Xinzhong Xu.

Last updated 2012-04-26. Update your information in the RePEc Author Service.

Short-id: pxu42


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Working Papers

Journal Articles

2011

  1. Corporate finance and governance in emerging markets: A selective review and an agenda for future research
    Journal of Corporate Finance, 2011, 17, (2), 207-214 Downloads View citations (84)

2009

  1. Conference and special issue on corporate finance and governance in emerging markets
    Journal of Corporate Finance, 2009, 15, (3), 388-388 Downloads
  2. Empirical pricing kernels obtained from the UK index options market
    Applied Economics Letters, 2009, 16, (10), 989-993 Downloads View citations (3)

2007

  1. Closed-form transformations from risk-neutral to real-world distributions
    Journal of Banking & Finance, 2007, 31, (5), 1501-1520 Downloads View citations (41)

2005

  1. The dynamics of international equity market expectations
    Journal of Financial Economics, 2005, 77, (2), 257-288 Downloads View citations (45)

2004

  1. Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
    Journal of Banking & Finance, 2004, 28, (10), 2541-2563 Downloads View citations (122)

2003

  1. Post–earnings–announcement Drift in the UK
    European Financial Management, 2003, 9, (1), 89-116 Downloads View citations (12)
  2. Understanding the Equity Home Bias: Evidence from Survey Data
    The Review of Economics and Statistics, 2003, 85, (2), 307-312 Downloads View citations (70)

1997

  1. The incremental volatility information in one million foreign exchange quotations
    Journal of Empirical Finance, 1997, 4, (4), 317-340 Downloads View citations (138)

1995

  1. Conditional volatility and the informational efficiency of the PHLX currency options market
    Journal of Banking & Finance, 1995, 19, (5), 803-821 Downloads View citations (39)

1994

  1. The Term Structure of Volatility Implied by Foreign Exchange Options
    Journal of Financial and Quantitative Analysis, 1994, 29, (1), 57-74 Downloads View citations (58)
 
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