Xi Fu

University of Liverpool

Chatham Street

Liverpool, L69 7ZA

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

182

CITATIONS

1

Scholarly Papers (3)

1.

The Information Role of Earnings Conference Call Tone: Evidence from Stock Price Crash Risk

Number of pages: 42 Posted: 01 Nov 2018
University of Liverpool, Lancaster University - Department of Accounting and Finance and Warwick Business School
Downloads 153 (191,245)

Abstract:

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Stock price crash risk, Earnings conference calls, Tone, Textual analysis, Voluntary disclosure

2.

Real Estate Illiquidity and Returns

Number of pages: 45 Posted: 13 Jun 2019
University of Liverpool, University of Liverpool and University of Liverpool
Downloads 29 (469,674)

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Liquidity, Trading Volume, Real Estate, Time-varying parameter VAR, Quasi-Bayesian Likelihood Methods

3.

Option-Implied Volatility Measures and Stock Return Predictability

Journal of Derivatives, Vol. 24, No.1, 58-78, 2016, https://doi.org/10.3905/jod.2016.24.1.058
Posted: 20 May 2019 Last Revised: 09 Aug 2019
University of Liverpool, NEOMA Business School, Lancaster University - Department of Accounting and Finance and Yasar University - Department of International Trade and Finance
Downloads 0 (666,530)

Abstract:

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option-implied volatility, volatility skew, return predictability