Xi Fu

University of Liverpool

Chatham Street

Liverpool, L69 7ZA

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

402

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (5)

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, Bocconi University - Department of Accounting and Warwick Business School
Downloads 210 (166,647)
Citation 1

Abstract:

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

2.

Economic Uncertainty: Mispricing and Ambiguity Premium

Number of pages: 65 Posted: 25 Aug 2020 Last Revised: 11 Nov 2020
University of Liverpool Management School, University of Liverpool Management School and University of Liverpool
Downloads 87 (332,944)

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Economic Uncertainty, Ambiguity Aversion, Risk Premium, Mis-Pricing, Cross-Section of Stock Returns, Return Predictability

3.

Real Estate Illiquidity and Returns: A Time-varying Regional Perspective

Number of pages: 36 Posted: 13 Jun 2019 Last Revised: 27 Aug 2020
University of Liverpool, University of Liverpool and University of Liverpool
Downloads 85 (335,424)

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Time-Varying Parameter VAR, Quasi-Bayesian Local Likelihood Methods, Liquidity, Density Forecasts, Network Connections.

4.

Broadcast Media and Asset Prices: The Effect of an Anti-Corruption Message in China

Number of pages: 51 Posted: 24 Jul 2020
Bentley University, University of Liverpool, Sun Yat-Sen University (SYSU) and Warwick Business School
Downloads 20 (592,567)

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Broadcast Media, Anti-corruption, China, Political Connections, Event study

5.

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 (754,160)

Abstract:

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option-implied volatility, volatility skew, return predictability