Xingguo Luo

Zhejiang University, College of Economics and Academy of Financial Research

38 Zheda Road

Hangzhou, Zhejiang 310058

China

http://mypage.zju.edu.cn/xingguo

SCHOLARLY PAPERS

2

DOWNLOADS

55

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Expected Stock Returns and Forward Variance

Journal of Financial Markets, Forthcoming
Number of pages: 42 Posted: 26 Jan 2012 Last Revised: 14 Jun 2016
Xingguo Luo and Jin E. Zhang
Zhejiang University, College of Economics and Academy of Financial Research and University of Otago, Otago Business School, Department of Accountancy and Finance
Downloads 55 (385,565)

Abstract:

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Stock returns; Forward variance; Predictability

2.

The Dynamic Correlations Among the G7 and China: Evidence from Both Realized and Implied Volatilities

First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
Posted: 14 Jun 2016
Xingguo Luo and Xuyuanda Qi
Zhejiang University, College of Economics and Academy of Financial Research and Columbia University

Abstract:

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