Xinzhong Xu
Finance · with Shackleton · 2003–2011
A researcher in the Science corpus: 5 papers; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 70 citations into it
- Accounting — 53 citations into it
- Economics and Econometrics — 44 citations into it
Whom Xinzhong Xu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Xinzhong Xu's perspective
Ordered by how strongly the researchers Xinzhong Xu trusts endorse each paper. Same corpus, a different order for every researcher.
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- Partial Privatization and Firm Performance
- Politicians and Banks: Political Influences on Government-Owned Banks in Emerging Markets
- Law, Finance, and Economic Growth in China
- Estimating quadratic variation using realized variance
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Forecasting Volatility in Financial Markets: A Review
- Empirical Pricing Kernels
- Estimating the Value of Political Connections
Their papers
- Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models (2004) — 303 citations
- Closed-form transformations from risk-neutral to real-world distributions (2007) — 142 citations
- The Dynamics of International Equity Market Expectations (2003) — 132 citations
- Corporate finance and governance in emerging markets: A selective review and an agenda for future research (2011) — 449 citations
- CAPM, Higher Co-moment and Factor Models of UK Stock Returns (2004) — 129 citations