Jianguo Xu

McGill University

1001 Sherbrooke St. W

Montreal, Quebec H3A 1G5

Canada

  • McGill University

SCHOLARLY PAPERS

2

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1,772

TOTAL CITATIONS

27

Scholarly Papers (2)

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1.

Market Volatility and Momentum

Number of pages: 37 Posted: 16 Feb 2009 Last Revised: 23 Nov 2009
Kevin Q. Wang and Jianguo Xu
University of Toronto - Joseph L. Rotman School of Management and McGill University
Downloads 1,673 (23,463)
Citation 27

Abstract:

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Market volatility, momentum effect, time-series predictability of momentum, asymmetric predictability, default risk, volatile down markets, realized volatility

2.

Do Short Sellers Catch Price Declines?

Number of pages: 30 Posted: 27 Apr 2009 Last Revised: 05 May 2009
Jianguo Xu
McGill University
Downloads 99 (584,583)

Abstract:

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Short interest, price efficiency, information content of trading, market timing