Qi Xu

Zhejiang University - School of Economics and Academy of Financial Research

Yuquan Campus 38 Zheda Road

Hangzhou, Zhejiang 310027

China

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 40,525

SSRN RANKINGS

Top 40,525

in Total Papers Downloads

1,494

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Uncovering the Benefit of High-Frequency Data in Portfolio Allocation

Number of pages: 49 Posted: 12 Mar 2014 Last Revised: 13 Oct 2015
Ingmar Nolte and Qi Xu
Lancaster University - Department of Accounting and Finance and Zhejiang University - School of Economics and Academy of Financial Research
Downloads 608 (56,714)
Citation 2

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high-frequency data, downside risk, asset allocation, realized moments, volatility forecasting

Prospect Theory and Currency Returns: Empirical Evidence

Number of pages: 70 Posted: 10 Jul 2020 Last Revised: 18 Sep 2020
Zhejiang University - School of Economics and Academy of Financial Research, University of Warwick - Warwick Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 248 (157,144)

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foreign exchange, currency returns, prospect theory, limits to arbitrage

Prospect Theory and Currency Returns: Empirical Evidence

Number of pages: 73 Posted: 22 Sep 2020
University of Warwick - Warwick Business School, Washington University in St. Louis - John M. Olin Business School and Zhejiang University - School of Economics and Academy of Financial Research
Downloads 2 (823,997)
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currency returns, foreign exchange, Limits to Arbitrage, prospect theory

3.

The Economic Value of Volatility Timing with Realized Jumps

Number of pages: 49 Posted: 12 Mar 2014 Last Revised: 21 Aug 2015
Ingmar Nolte and Qi Xu
Lancaster University - Department of Accounting and Finance and Zhejiang University - School of Economics and Academy of Financial Research
Downloads 197 (195,949)
Citation 1

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high frequency data, jumps, asset allocation, volatility forecasting, realized volatility

4.

A Least Squares Regression Realized Covariation Estimation

Number of pages: 87 Posted: 23 Jan 2013 Last Revised: 03 Oct 2019
Lancaster University - Department of Accounting and Finance, European Securities and Markets Authority, Aarhus University - CREATES and Zhejiang University - School of Economics and Academy of Financial Research
Downloads 197 (195,949)

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Market Microstructure Noise, Realized Volatility, Realized Covariation, High Frequency Data, Subsampling, Market Microstructure, Asset Allocation

5.

Dissecting Volatility Risks in Currency Markets

Number of pages: 78 Posted: 05 Nov 2015
Lancaster University - Department of Accounting and Finance, Washington University in St. Louis - John M. Olin Business School and Zhejiang University - School of Economics and Academy of Financial Research
Downloads 181 (211,314)
Citation 3

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Foreign Exchange, Carry Trade, Momentum, Volatility, Jump-Diffusion,Short-Run Long-Run Volatility

6.

Currency Volatility and Global Technological Innovation

Number of pages: 67 Posted: 22 Apr 2020 Last Revised: 27 Sep 2021
National Tsing Hua University - Department of Quantitative Finance, Washington University in St. Louis - John M. Olin Business School, The University of Hong Kong - School of Economics and Finance and Zhejiang University - School of Economics and Academy of Financial Research
Downloads 61 (442,580)

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Foreign Exchange Volatility, Technological Innovation, Patents, R&D

7.

Currency Volatility and Global Technological Innovation

Number of pages: 70 Posted: 09 Nov 2021
National Tsing Hua University, Washington University in St. Louis - John M. Olin Business School, The University of Hong Kong and Zhejiang University - School of Economics and Academy of Financial Research
Downloads 0 (818,037)
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Foreign Exchange Volatility, patents, R&D, Technological innovation

8.

The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence

Number of pages: 69 Posted: 28 Jul 2020 Last Revised: 14 Jul 2021
Washington University in St. Louis - John M. Olin Business School, The University of Hong Kong - School of Economics and Finance and Zhejiang University - School of Economics and Academy of Financial Research
Downloads 0 (818,037)
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