Xi Fu

University of Liverpool

Chatham Street

Liverpool, L69 7ZA

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

502

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 239 (166,574)
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: 60 Posted: 25 Aug 2020 Last Revised: 01 Jul 2021
University of Liverpool Management School, University of Liverpool and University of Liverpool Management School
Downloads 151 (250,877)

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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

International Journal of Forecasting, Forthcoming
Number of pages: 27 Posted: 13 Jun 2019 Last Revised: 10 Sep 2021
University of Liverpool, University of Liverpool and University of Liverpool
Downloads 112 (314,183)

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Real Estate, Liquidity, Forecasting, Time-Varying Parameter VAR.

4.

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

Posted: 24 Jul 2020
Wharton School, Center for Human Resources, University of Liverpool, Sun Yat-sen University (SYSU) and Warwick Business School

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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 (830,710)

Abstract:

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option-implied volatility, volatility skew, return predictability