Xingguo Luo

Finance · 2012–2017

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 31 citations into it; #7,472 of 10,518 by trust here, #9,725 by citations
• Economics and Econometrics — 23 citations into it

Whom Xingguo Luo trusts overall

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

1. Peter P. Carr
2. David S. Bates
3. A. Sepp
4. Liuren Wu
5. Dilip B Madan 5
6. Jin E. Zhang
7. Yueh-Neng Lin
8. Peter F. Christoffersen
9. Yingzi Zhu

Who trusts Xingguo Luo overall

1. Andreas Kaeck
2. Carol Alexander
3. Chunyan Hu

Papers from Xingguo Luo's perspective

Ordered by how strongly the researchers Xingguo Luo 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. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
3. Variance Risk Premiums
4. The implied volatility smirk
5. Pricing Options on Realized Variance in the Heston Model with Jumps in Returns and Volatility
6. VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING
7. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
8. Expected Option Returns
9. A Theory for the Term Structure of Interest Rates
10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers

• Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index (2017) — 153 citations
• The Term Structure of VIX (2012) — 70 citations