Xinzhong Xu

Peking University - Guanghua School of Management

Professor of Finance

Peking University

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

9

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7,381

SSRN CITATIONS
Rank 7,316

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Top 7,316

in Total Papers Citations

44

CROSSREF CITATIONS

100

Scholarly Papers (9)

1.
Downloads 1,377 ( 13,811)
Citation 16

Post-Earnings-Announcement Drift in the UK

LUMS Working Paper No. 2000/010
Number of pages: 48 Posted: 25 Jan 2001
Weimin Liu, Norman C. Strong and Xinzhong Xu
Nottingham University Business School, University of Manchester - Alliance Manchester Business School and Peking University - Guanghua School of Management
Downloads 1,355 (13,881)
Citation 1

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Post-earnings-announcement drift, market efficiency, earnings surprises

Post-Earnings-Announcement Drift in the UK

European Financial Management, Vol. 9, pp. 89-116, 2003
Number of pages: 28 Posted: 18 Mar 2003
Weimin Liu, Norman C. Strong and Xinzhong Xu
Nottingham University Business School, University of Manchester - Alliance Manchester Business School and Peking University - Guanghua School of Management
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Post-earnings-announcement Drift, Market Efficiency, Earnings Surprises

Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models

Lancaster University Working Paper; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 40 Posted: 16 Mar 2002
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management
Downloads 1,364 (13,734)
Citation 15

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Realized volatility, Fractional integration, Forecasting, Implied volatilities, Exchange rates

Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models

Journal of Banking and Finance, Forthcoming
Posted: 10 Dec 2003
Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management

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Realized volatility, Fractional integration, Forecasting, Implied volatilities, Exchange rates

3.

Closed-Form Transformations from Risk-Neutral to Real-World Distributions

EFA 2003 Annual Conference Paper No. 144
Number of pages: 48 Posted: 03 Jun 2004
Essex Business School, Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management
Downloads 1,307 (14,969)
Citation 21

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CAPM, Higher Co-Moment and Factor Models of UK Stock Returns

EFMA 2003 Helsinki Meetings
Number of pages: 31 Posted: 23 Jun 2003
University of Glasgow - Adam Smith Business School, Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management
Downloads 1,014 (21,536)
Citation 5

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Fama French Factors, CAPM, comoment, coskewness, cokurtosis, cross section, UK stock returns.

CAPM, Higher Co-Moment and Factor Models of UK Stock Returns

Blackwell Publishing, Journal of Business Finance & Accounting, Vol. 31, No. 1 & 2, January, 2004
Number of pages: 26 Posted: 23 Mar 2004
University of Glasgow - Adam Smith Business School, Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management
Downloads 19 (562,583)
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5.

Understanding the Equity Home Bias: Evidence from Survey Data

Lancaster University Management School, Department of Accounting and Finance Working Paper No. 99/017
Number of pages: 18 Posted: 09 Dec 1999
Norman C. Strong and Xinzhong Xu
University of Manchester - Alliance Manchester Business School and Peking University - Guanghua School of Management
Downloads 983 (22,944)
Citation 6

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6.

Pricing Ftse 100 Index Options Under Stochastic Volatility

Lancaster University Management School, Department of Accounting and Finance Working Paper No. 99/018
Number of pages: 30 Posted: 09 Dec 1999
Yueh-Neng Lin, Norman C. Strong and Xinzhong Xu
University of Dong Hwa, Taiwan, University of Manchester - Alliance Manchester Business School and Peking University - Guanghua School of Management
Downloads 925 (25,080)

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7.

The Pricing of Block Shares: Trading Off Liquidity Against Control

EFA 2005 Moscow Meetings Paper
Number of pages: 27 Posted: 25 Feb 2005
Zhangkai Huang and Xinzhong Xu
Tsinghua University - School of Economics & Management and Peking University - Guanghua School of Management
Downloads 391 (77,166)
Citation 1

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Block shares, liquidity constraints, control benefit

8.

Political Connections, Financing Friction, and Corporate Investment: Evidence from Chinese Listed Family Firms

European Financial Management, Vol. 19, Issue 4, pp. 675-702, 2013
Number of pages: 28 Posted: 07 Sep 2013
Nianhang Xu, Xinzhong Xu and Qingbo Yuan
Renmin University of China - School of Business, Peking University - Guanghua School of Management and University of Melbourne
Downloads 1 (669,877)
Citation 1
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political connection, corporate investment, family firm, China

The Incremental Volatility Information in One Million Foreign Exchange Quotations

WP 95/008
Posted: 25 Aug 1998
Stephen J. Taylor and Xinzhong Xu
Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management

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The Incremental Volatility Information in One Million Foreign Exchange Quotations

Journal of Empirical Finance, Vol. 4, pp. 317-340, 1997
Posted: 05 Sep 2001
Stephen J. Taylor and Xinzhong Xu
Lancaster University - Department of Accounting and Finance and Peking University - Guanghua School of Management

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