Jinming Xue

University of Maryland - Department of Finance

Robert H. Smith School of Business

Van Munching Hall

College Park, MD 20742

United States

http://https://sites.google.com/view/jinmingxue/home

SCHOLARLY PAPERS

4

DOWNLOADS

382

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Oil and Equity Return Predictability: The Importance of Dissecting Oil Price Changes

Robert H. Smith School Research Paper No. RHS 2822061, Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 79 Posted: 15 Aug 2016 Last Revised: 08 Nov 2018
Haibo Jiang, Georgios Skoulakis and Jinming Xue
Tulane University - A.B. Freeman School of Business, University of British Columbia (UBC) - Division of Finance and University of Maryland - Department of Finance
Downloads 191 (166,186)
Citation 3

Abstract:

Loading...

Equity Return Predictability; Structural VAR Model; Oil Price Change Decomposition; Oil Supply Shock; Global Demand Shock; Oil-Speci

2.

An Approach to Measure the Expectation of Generic Functions of the Market Return

Number of pages: 59 Posted: 11 Sep 2017
Fox School of Business, Fox School of Business, Temple University and University of Maryland - Department of Finance
Downloads 72 (339,321)
Citation 1

Abstract:

Loading...

Expected market return; Disaster probabilities; Girsanov theorem; Equity index options

3.

Measuring Liquidity Provision by Customers in Corporate Bond Markets: Evidence from 54 Million Transactions

Paris December 2019 Finance Meeting EUROFIDAI
Number of pages: 73 Posted: 29 Oct 2019 Last Revised: 26 Dec 2019
Jinming Xue
University of Maryland - Department of Finance
Downloads 68 (350,156)

Abstract:

Loading...

corporate bond; customer liquidity provision; structural vector autoregression; sign restrictions

4.

Recovery

Fox School of Business Research Paper Forthcoming
Number of pages: 45 Posted: 23 Nov 2019
Fox School of Business, Fox School of Business, Temple University and University of Maryland - Department of Finance
Downloads 51 (402,837)

Abstract:

Loading...

recovery