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Xinzhong Xu

Personal Details

First Name:Xinzhong
Middle Name:
Last Name:Xu
Suffix:
RePEc Short-ID:pxu42

Affiliation

Guanghua School of Management
Peking University

Beijing, China
http://www.gsm.pku.edu.cn/
RePEc:edi:gspkucn (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Fan, Joseph P.H. & Wei, K.C. John & Xu, Xinzhong, 2011. "Corporate finance and governance in emerging markets: A selective review and an agenda for future research," Journal of Corporate Finance, Elsevier, vol. 17(2), pages 207-214, April.
  2. Xiaoquan Liu & Mark Shackleton & Stephen Taylor & Xinzhong Xu, 2009. "Empirical pricing kernels obtained from the UK index options market," Applied Economics Letters, Taylor & Francis Journals, vol. 16(10), pages 989-993.
  3. Xu, Xinzhong & Fan, Joseph & Wei, K.C. John, 2009. "Conference and special issue on corporate finance and governance in emerging markets," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 388-388, June.
  4. Liu, Xiaoquan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong, 2007. "Closed-form transformations from risk-neutral to real-world distributions," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1501-1520, May.
  5. Brennan, Michael J. & Henry Cao, H. & Strong, Norman & Xu, Xinzhong, 2005. "The dynamics of international equity market expectations," Journal of Financial Economics, Elsevier, vol. 77(2), pages 257-288, August.
  6. Pong, Shiuyan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong, 2004. "Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models," Journal of Banking & Finance, Elsevier, vol. 28(10), pages 2541-2563, October.
  7. Weimin Liu & Norman Strong & Xinzhong Xu, 2003. "Post–earnings–announcement Drift in the UK," European Financial Management, European Financial Management Association, vol. 9(1), pages 89-116, March.
  8. Norman Strong & Xinzhong Xu, 2003. "Understanding the Equity Home Bias: Evidence from Survey Data," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 307-312, May.
  9. Taylor, Stephen J. & Xu, Xinzhong, 1997. "The incremental volatility information in one million foreign exchange quotations," Journal of Empirical Finance, Elsevier, vol. 4(4), pages 317-340, December.
  10. Xu, Xinzhong & Taylor, Stephen J., 1995. "Conditional volatility and the informational efficiency of the PHLX currency options market," Journal of Banking & Finance, Elsevier, vol. 19(5), pages 803-821, August.
  11. Xu, Xinzhong & Taylor, Stephen J., 1994. "The Term Structure of Volatility Implied by Foreign Exchange Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(1), pages 57-74, March.

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