Lai Xu

Finance · with Bollerslev · 2011–2014

A researcher in the Science corpus: 2 papers; trusts 21 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 53 citations into it; #6,641 of 10,518 by trust here, #7,251 by citations
• Economics and Econometrics — 40 citations into it; #20,063 of 23,481 by trust here, #20,008 by citations
• Accounting — 9 citations into it

Whom Lai Xu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tim Bollerslev
2. Robert F. Engle
3. V. Todorov
4. Jessica A. Wachter
5. Peter P. Carr
6. Geert Bekaert
7. John Y. Campbell
8. Torben G. Andersen
9. Ole E. Barndorff-Nielsen
10. Bjørn Eraker

Who trusts Lai Xu overall

1. Zhifeng Dai

Papers from Lai Xu's perspective

Ordered by how strongly the researchers Lai Xu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Post-'87 crash fears in the S&P 500 futures option market
2. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
3. Consumption, aggregate wealth and expected stock returns
4. Variance Risk Premiums
5. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
6. A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
7. What’s Vol Got to Do with It?
8. Disentangling the jumps of the diffusion in a geometric jumping Brownian motion
9. Model Specification and Risk Premia: Evidence from Futures Options
10. The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)

Their papers

• Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence (2011) — 300 citations
• Tail risk premia and return predictability (2014) — 353 citations