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Publications

by members of

Hong Kong Polytechnic University → Faculty of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Nadav Ben Zeev & Noam Ben-Ze’ev & Daniel Nathan, 2025, "Capital Inflow Shocks and Convenience Yields," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 2503.

2024

  1. Jie Cao & Amit Goyal & Yajing (Stella) Wang & Xintong Zhan & Weiming Elaine Zhang, 2024, "Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-74, Oct.
  2. Ari Kutai & Daniel Nathan & Milena Wittwer, 2024, "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers, Bank of Israel, number 2024.03, Mar.

2023

  1. Nadav Ben Zeev & Daniel Nathan, 2023, "Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 2315.
  2. Nadav Ben Zeev & Daniel Nathan, 2023, "The Persistent Widening of Cross-Currency Basis: When Increased FX Swap Demand Meets Limits of Arbitrage," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 2316.

2022

  1. Markus Hertrich & Daniel Nathan, 2022, "Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market," Bank of Israel Working Papers, Bank of Israel, number 2022.10, Jun.

2021

  1. Jie Cao & Amit Goyal & Xintong Zhan & Weiming Elaine Zhang, 2021, "Unlocking ESG Premium from Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-39, Jul.
  2. Daniel Nathan, 2021, "Decomposing the Israeli Term Structure of Interests Rates," Bank of Israel Working Papers, Bank of Israel, number 2021.04, Mar.

2020

  1. Jie Cao & Sheridan Titman & Xintong Zhan & Weiming Zhang, 2020, "ESG Preference, Institutional Trading, and Stock Return Patterns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28156, Nov.

2019

  1. Jie Cao & Amit Goyal & Sai Ke & Xintong Zhan, 2019, "Option Trading and Stock Price Informativeness," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-74, Jun.
  2. Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2019, "Implied Volatility Changes and Corporate Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-75, Jun.

2018

  1. Xinpeng Xu, 2018, "Institutions and Export Heterogeneity," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508644, Apr.

2015

  1. Chau, Tak Wai, 2015, "Identification through Heteroscedasticity: What If We Have the Wrong Form of Heteroscedasticity?," MPRA Paper, University Library of Munich, Germany, number 65888, Jul.

2013

  1. Chau, Tak Wai, 2013, "Is the Use of Autocovariances in Level the Best in Estimating the Income Processes? A Simulation Study," MPRA Paper, University Library of Munich, Germany, number 44106, Jan.

2012

  1. Yu Sheng & Hsiao Chink Tang & Xinpeng Xu, 2012, "The Impact of ACFTA on People’s Republic of China–ASEAN Trade: Estimates Based on an Extended Gravity Model for Component Trade," Working Papers on Regional Economic Integration, Asian Development Bank, number 99, Jul.

2011

  1. Daniel Nathan, 2011, "An Upgrade of the Models Used To Forecast the Distribution of the Exchange Rate," Bank of Israel Working Papers, Bank of Israel, number 2010.01, Feb.

2010

  1. Yu Sheng & Xinpeng Xu, 2010, "Trade Theorems with Search Unemployment," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-525, Aug.

2009

  1. Yu Sheng & Xinpeng Xu, 2009, "Real Exchange Rate, Productivity and Labor Market Rigidities," Working Papers, Hong Kong Institute for Monetary Research, number 092009, Feb.
  2. Marjit, Sugata & Yang, Lei & Xu, Xinpeng, 2009, "International Trade and Local Outsourcing," MPRA Paper, University Library of Munich, Germany, number 19156, Nov.
  3. Marjit, Sugata & Xu, Xinpeng & Yang, Lei, 2009, "Offshore Outsourcing, Contractual R&D and Intellectual Property in Developing Countries," MPRA Paper, University Library of Munich, Germany, number 19362, Dec.

2004

  1. Peter Drysdale & Xinpeng Xu, 2004, "Taiwan's Role in the Economic Architecture of East Asia and the Pacific," Asia Pacific Economic Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 343.

1998

  1. Xinpeng Xu, 1998, "Export Performance of Environmentally Sensitive Goods: A Global Perspective?," Asia Pacific Economic Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 278, Apr.

Journal articles

2026

  1. Xintong Zhan & Junting Liu & Jie Cao & Ruijing Yang & Linyu Zhou, 2026, "Beyond Green: Impacts of Green Bond Issuance on Conventional Bonds in China," Asian Economic Policy Review, Japan Center for Economic Research, volume 21, issue 1, pages 72-82, January, DOI: 10.1111/aepr.70005.
  2. Jie Cao & Shuting Li & Xintong Zhan & Weiming Zhang & Linyu Zhou, 2026, "Greenness in the Eye of Bond Short Sellers," International Review of Finance, International Review of Finance Ltd., volume 26, issue 2, June, DOI: 10.1111/irfi.70077.
  3. Jie Cao & Linjia Song & Xintong Zhan, 2026, "A conditional factor model for real estate investment trusts returns," Real Estate Economics, American Real Estate and Urban Economics Association, volume 54, issue 4, pages 1008-1031, July, DOI: 10.1111/1540-6229.70038.
  4. Jie Cao & Yi Li & Xintong Zhan & Weiming Zhang & Linyu Zhou, 2026, "Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds," Management Science, INFORMS, volume 72, issue 3, pages 1959-1986, March, DOI: 10.1287/mnsc.2023.01867.

2025

  1. Cao, Jie & Hsu, Jason C. & Song, Linjia & Xiao, Zhanbing & Zhan, Xintong, 2025, "Smart beta, “smarter” flows," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101580.
  2. Ari Kutai & Daniel Nathan & Milena Wittwer, 2025, "Exchanges for Government Bonds? Evidence During COVID-19," Management Science, INFORMS, volume 71, issue 10, pages 8948-8966, October, DOI: 10.1287/mnsc.2023.02344.

2024

  1. Cao, Jie & Goyal, Amit & Ke, Sai & Zhan, Xintong, 2024, "Options Trading and Stock Price Informativeness," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 4, pages 1516-1540, June.
  2. Ben Zeev, Nadav & Nathan, Daniel, 2024, "The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103984.
  3. Abudy, Menachem Meni & Nathan, Daniel & Wohl, Avi, 2024, "Mutual fund flows and government bond returns," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107119.
  4. Nadav Ben Zeev & Daniel Nathan, 2024, "Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 640-666.

2023

  1. Cao, Jie & Titman, Sheridan & Zhan, Xintong & Zhang, Weiming, 2023, "ESG Preference, Institutional Trading, and Stock Return Patterns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 5, pages 1843-1877, August.
  2. Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong, 2023, "Option price implied information and REIT returns," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 13-28, DOI: 10.1016/j.jempfin.2022.12.013.
  3. Cao, Jie & Zhan, Xintong & Zhang, Weiming & Zhang, Yaojia, 2023, "The return predictability of carbon emissions: Evidence from Hong Kong and Singapore," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102177.
  4. Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2023, "Implied Volatility Changes and Corporate Bond Returns," Management Science, INFORMS, volume 69, issue 3, pages 1375-1397, March, DOI: 10.1287/mnsc.2022.4379.
  5. Jie Jay Cao & Aurelio Vasquez & Xiao Xiao & Xintong Eunice Zhan, 2023, "Why Does Volatility Uncertainty Predict Equity Option Returns?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 1-35, March, DOI: 10.1142/S2010139223500052.

2022

  1. Xintong (Eunice) Zhan & Bing Han & Jie Cao & Qing Tong, 2022, "Option Return Predictability," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1394-1442.
  2. Fangfang Hou & Elisabetta Magnani & Xinpeng Xu, 2022, "International capital markets and domestic employment: Evidence from worldwide publicly listed large firms," The World Economy, Wiley Blackwell, volume 45, issue 1, pages 220-250, January, DOI: 10.1111/twec.13176.
  3. Xinpeng Xu & Jan P Voon & Yan Shang, 2022, "Contract institution and differentiated exports," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 27, issue 1, pages 101-123, January, DOI: 10.1080/13547860.2020.1807673.

2021

  1. Jie Cao & Tarun Chordia & Xintong Zhan, 2021, "The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?," Management Science, INFORMS, volume 67, issue 12, pages 7866-7887, December, DOI: 10.1287/mnsc.2020.3803.

2020

  1. Xinpeng Xu, 2020, "China and the world economy: special section for the 10th biennial conference of Hong Kong economic association," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, volume 27, issue 1, pages 119-119, January, DOI: 10.1080/16081625.2020.1714898.
  2. Jan P. Voon & Xinpeng Xu, 2020, "Impact of the Belt and Road Initiative on China’s soft power: preliminary evidence," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, volume 27, issue 1, pages 120-131, January, DOI: 10.1080/16081625.2020.1686841.

2019

  1. Jie Cao & Hao Liang & Xintong Zhan, 2019, "Peer Effects of Corporate Social Responsibility," Management Science, INFORMS, volume 65, issue 12, pages 5487-5503, December, DOI: 10.1287/mnsc.2018.3100.
  2. Sheng, Yu & Xu, Xinpeng, 2019, "The productivity impact of climate change: Evidence from Australia's Millennium drought," Economic Modelling, Elsevier, volume 76, issue C, pages 182-191, DOI: 10.1016/j.econmod.2018.07.031.
  3. Marjit, Sugata & Xu, Xinpeng & Yang, Lei, 2019, "Productivity enhancing trade through local fragmentation," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 292-301, DOI: 10.1016/j.iref.2018.10.014.

2018

  1. Xinpeng Xu, 2018, "Foreign Direct Investment and the Chinese Economy ‐ by Chunlai Chen," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 32, issue 2, pages 148-149, November, DOI: 10.1111/apel.12243.

2017

  1. Cao, Jie & Han, Bing & Wang, Qinghai, 2017, "Institutional Investment Constraints and Stock Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 2, pages 465-489, April.
  2. Tak Wai Chau, 2017, "Identification through Heteroscedasticity: What If We Have the Wrong Form?," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2413-2421.
  3. Xinpeng Xu & Jan P. Voon & Yan Shang, 2017, "Unbundling institutional determinants of multinational investments," Applied Economics, Taylor & Francis Journals, volume 49, issue 23, pages 2269-2285, May, DOI: 10.1080/00036846.2016.1237754.

2016

  1. Cao, Jie & Chordia, Tarun & Lin, Chen, 2016, "Alliances and Return Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 5, pages 1689-1717, October.
  2. Cao, Jie & Han, Bing, 2016, "Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 1-15, DOI: 10.1016/j.jbankfin.2016.08.004.
  3. Hamid Beladi & Sugata Marjit & Xinpeng Xu & Lei Yang, 2016, "Strategic Enforcement, Intellectual Property Rights, And Contractual R&D," Economic Inquiry, Western Economic Association International, volume 54, issue 4, pages 1904-1917, October.
  4. Joseph DeJuan & Tony S. Wirjanto & Xinpeng Xu, 2016, "The Adjustment of Consumption to Income Changes Across Chinese Provinces," Annals of Economics and Finance, Society for AEF, volume 17, issue 2, pages 235-253, November.

2014

  1. Chau, Tak Wai, 2014, "On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators," Economics Letters, Elsevier, volume 123, issue 3, pages 333-335, DOI: 10.1016/j.econlet.2014.03.017.
  2. Xinpeng Xu & Yu Sheng, 2014, "Terms of Trade Shocks and Endogenous Search Unemployment: A Two-Sector Model with Non-Traded Goods," Pacific Economic Review, Wiley Blackwell, volume 19, issue 2, pages 201-215, May.
  3. Yu Sheng & Hsiao Chink Tang & Xinpeng Xu, 2014, "The impact of the ACFTA on ASEAN--PRC trade: estimates based on an extended gravity model for component trade," Applied Economics, Taylor & Francis Journals, volume 46, issue 19, pages 2251-2263, July, DOI: 10.1080/00036846.2014.899676.

2013

  1. Cao, Jie & Han, Bing, 2013, "Cross section of option returns and idiosyncratic stock volatility," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 231-249, DOI: 10.1016/j.jfineco.2012.11.010.

2012

  1. Chau, Tak Wai, 2012, "Intergenerational income mobility revisited: Estimation with an income dynamic model with heterogeneous age profile," Economics Letters, Elsevier, volume 117, issue 3, pages 770-773, DOI: 10.1016/j.econlet.2012.08.039.
  2. Xu, Xinpeng & Sheng, Yu, 2012, "Are FDI spillovers regional? Firm-level evidence from China," Journal of Asian Economics, Elsevier, volume 23, issue 3, pages 244-258, DOI: 10.1016/j.asieco.2010.11.009.
  3. Xu, Xinpeng & Sheng, Yu, 2012, "Productivity Spillovers from Foreign Direct Investment: Firm-Level Evidence from China," World Development, Elsevier, volume 40, issue 1, pages 62-74, DOI: 10.1016/j.worlddev.2011.05.006.

2011

  1. Hamid Beladi & Sugata Marjit & Xinpeng Xu, 2011, "Protection, Involuntary Self‐Employment And Welfare," The Japanese Economic Review, Japanese Economic Association, volume 62, issue 2, pages 184-195, June, DOI: j.1468-5876.2010.00514.x.
  2. Sheng, Yu & Xu, Xinpeng, 2011, "Real exchange rate, productivity and labor market frictions," Journal of International Money and Finance, Elsevier, volume 30, issue 3, pages 587-603, April.

2010

  1. Yu Sheng & Xinpeng Xu, 2010, "Trade theorems with search unemployment," Canadian Journal of Economics, Canadian Economics Association, volume 43, issue 3, pages 795-815, August, DOI: 10.1111/j.1540-5982.2010.01595.x.

2009

  1. Xinpeng Xu, 2009, "Consumption and aggregate constraints: new evidence from Chinese provinces," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 5, pages 481-484, DOI: 10.1080/13504850601032065.

2008

  1. Xinpeng Xu, 2008, "Consumption Risk‐Sharing in China," Economica, London School of Economics and Political Science, volume 75, issue 298, pages 326-341, May, DOI: 10.1111/j.1468-0335.2007.00606.x.

2007

  1. Chau, Tak Wai & Li, Hongbin & Liu, Pak Wai & Zhang, Junsen, 2007, "Testing the collective model of household labor supply: Evidence from China," China Economic Review, Elsevier, volume 18, issue 4, pages 389-402.

2006

  1. Xu, Xinpeng, 2006, "A currency union for Hong Kong and Mainland China?," Journal of International Money and Finance, Elsevier, volume 25, issue 6, pages 894-911, October.

2003

  1. Xu, Xinpeng & Voon, J. P., 2003, "Regional integration in China: a statistical model," Economics Letters, Elsevier, volume 79, issue 1, pages 35-42, April.

2002

  1. Xu, Xinpeng, 2002, "Have the Chinese provinces become integrated under reform?," China Economic Review, Elsevier, volume 13, issue 2-3, pages 116-133.
  2. Xu, Xinpeng, 2002, "The dynamic-optimizing approach to import demand: a structural model," Economics Letters, Elsevier, volume 74, issue 2, pages 265-270, January.

2000

  1. Xu, Xinpeng, 2000, "International trade and environmental policy: how effective is 'eco-dumping'?," Economic Modelling, Elsevier, volume 17, issue 1, pages 71-90, January.
  2. Xinpeng Xu & Ligang Song, 2000, "Regional cooperation and the environment: Do “dirty” industries migrate?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 136, issue 1, pages 137-157, March, DOI: 10.1007/BF02707399.

1999

  1. Xu, Xinpeng, 1999, "Do Stringent Environmental Regulations Reduce the International Competitiveness of Environmentally Sensitive Goods? A Global Perspective," World Development, Elsevier, volume 27, issue 7, pages 1215-1226, July.

Chapters

2007

  1. Peter Drysdale & Xinpeng Xu, 2007, "Taiwan's Role in the Economic Architecture of East Asia and the Pacific," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Julian Chang & Steven M Goldstein, "Economic Reform And Cross-Strait Relations Taiwan and China in the WTO".

2000

  1. Xinpeng Xu & Ligang Song, 2000, "Export similarity and the pattern of East Asian development," Chapters, Edward Elgar Publishing, chapter 9, in: P. J. Lloyd & Xiao-guang Zhang, "China in the Global Economy".

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