Biao Lu

University of Michigan at Ann Arbor

Assistant Professor

500 S. State Street

Ann Arbor, MI 48109

United States

SCHOLARLY PAPERS

6

DOWNLOADS

957

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Systematic Movements in Macroeconomic Releases and the Term Structure of Interest Rates

EFA 2006 Zurich Meetings
Number of pages: 39 Posted: 28 Jul 2005
Liuren Wu and Biao Lu
City University of New York, CUNY Baruch College - Zicklin School of Business and University of Michigan at Ann Arbor
Downloads 628 (54,535)
Citation 2

Abstract:

Loading...

Macroeconomic announcements, term structure of interest rates, optimal monetary policy

2.

Implied Bivariate State Price Density

Number of pages: 34 Posted: 27 Sep 1999
Biao Lu and Guojun Wu
University of Michigan at Ann Arbor and University of Houston
Downloads 329 (117,782)
Citation 1

Abstract:

Loading...

3.

Intraday Behavior of Stock Prices and Trades Around Insider Trading

Financial Management, Vol. 39, pp. 323-363, 2010
Posted: 24 Apr 2010
Bryant University, University of Michigan at Ann Arbor and University of Michigan, Stephen M. Ross School of Business

Abstract:

Loading...

Informed Trading, Information Incorporation, Market Microstructure, Order Imbalance, Bid-Ask Quotes

4.

Currency Futures-Spot Basis and Risk Premium

Journal of International Financial Markets, Institutions, and Money, Vol. 17, pp. 180-197, 2007
Posted: 24 Jan 2006
A. Can Inci and Biao Lu
Bryant University and University of Michigan at Ann Arbor

Abstract:

Loading...

Currency futures, Exchange rates, Risk premium

5.

Exchange Rates and Interest Rates: Can Term Structure Models Explain Currency Movements?

Posted: 22 Jan 2005
A. Can Inci and Biao Lu
Bryant University and University of Michigan at Ann Arbor

Abstract:

Loading...

Exchange rates, Term structure of interest rates, Model selection

6.

Consistent Model and Moment Selection Criteria for GMM Estimation with Application to Dynamic Panel Data Models

Working Paper No. 1233
Posted: 31 May 2000
Donald W. K. Andrews and Biao Lu
Yale University - Cowles Foundation and University of Michigan at Ann Arbor

Abstract:

Loading...