Xiaolong Lu

The University of Hong Kong - Faculty of Business and Economics

Rm1122, KK Leung Building

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 23,392

SSRN RANKINGS

Top 23,392

in Total Papers Downloads

2,242

SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Why Do Options Prices Predict Stock Returns?

Netspar Discussion Paper No. 07/2013-079
Number of pages: 49 Posted: 25 Feb 2014
Tse-Chun Lin, Xiaolong Lu and Joost Driessen
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and Tilburg University - Tilburg University School of Economics and Management
Downloads 1,078 (21,525)
Citation 2

Abstract:

Loading...

Informed traders, corporate events, implied volatility spread, implied volatility skew, short-sale constraint

2.

Why Do Options Prices Predict Stock Returns? Evidence from Analyst Tipping

Journal of Banking and Finance, Forthcoming, EFA 2013 Cambridge Meetings Paper, WFA 2013 Lake Tahoe Meetings Paper, CICF 2012 Chongqing Meetings Paper
Number of pages: 42 Posted: 31 Oct 2012 Last Revised: 23 Nov 2014
Tse-Chun Lin and Xiaolong Lu
The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 925 (26,900)
Citation 6

Abstract:

Loading...

Informed traders, analyst tipping, implied volatility spread, implied volatility skew, market liquidity

3.

How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands

Review of Finance, Forthcoming
Number of pages: 59 Posted: 22 Jul 2014 Last Revised: 10 Sep 2015
Tse-Chun Lin and Xiaolong Lu
The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 239 (140,280)
Citation 1

Abstract:

Loading...

Put options, short-sale costs, lending fee, short selling, 2008 Short-Sale Ban