Details about Xinzhong Xu

Access statistics for papers by Xinzhong Xu.

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

Short-id: pxu42

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 View citations (143)

2009

2. Conference and special issue on corporate finance and governance in emerging markets
   Journal of Corporate Finance, 2009, 15, (3), 388-388
3. Empirical pricing kernels obtained from the UK index options market
   Applied Economics Letters, 2009, 16, (10), 989-993 View citations (4)

2007

4. Closed-form transformations from risk-neutral to real-world distributions
   Journal of Banking & Finance, 2007, 31, (5), 1501-1520 View citations (47)

2005

5. The dynamics of international equity market expectations
   Journal of Financial Economics, 2005, 77, (2), 257-288 View citations (61)

2004

6. Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
   Journal of Banking & Finance, 2004, 28, (10), 2541-2563 View citations (141)

2003

7. Post–earnings–announcement Drift in the UK
   European Financial Management, 2003, 9, (1), 89-116 View citations (14)
8. Understanding the Equity Home Bias: Evidence from Survey Data
   The Review of Economics and Statistics, 2003, 85, (2), 307-312 View citations (103)

1997

9. The incremental volatility information in one million foreign exchange quotations
   Journal of Empirical Finance, 1997, 4, (4), 317-340 View citations (177)

1995

10. Conditional volatility and the informational efficiency of the PHLX currency options market
    Journal of Banking & Finance, 1995, 19, (5), 803-821 View citations (51)

1994

11. The Term Structure of Volatility Implied by Foreign Exchange Options
    Journal of Financial and Quantitative Analysis, 1994, 29, (1), 57-74 View citations (66)