Liao Xu

Jiangxi University of Finance and Economics

Lecturer

South Lushan Road

Nanchang, Jiangxi 330013

China

SCHOLARLY PAPERS

6

DOWNLOADS

515

CITATIONS

0

Scholarly Papers (6)

Exchange Traded Funds and Stock Market Volatility

Number of pages: 59 Posted: 11 Feb 2015 Last Revised: 24 Jul 2016
Liao Xu and Xiangkang Yin
Jiangxi University of Finance and Economics and Deakin University
Downloads 248 (120,035)

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Exchange Traded Fund, Financial Market Index, Market Volatility, Trading Volume

Exchange Traded Funds and Stock Market Volatility

International Review of Finance, Vol. 17, Issue 4, pp. 525-560, 2017
Number of pages: 36 Posted: 07 Dec 2017
Liao Xu and Xiangkang Yin
Jiangxi University of Finance and Economics and Deakin University
Downloads 1 (664,626)
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2.

Does ETF Trading Affect the Efficiency of the Underlying Index?

28th Australasian Finance and Banking Conference
Number of pages: 69 Posted: 17 Aug 2015 Last Revised: 28 Jul 2016
Liao Xu and Xiangkang Yin
Jiangxi University of Finance and Economics and Deakin University
Downloads 169 (172,912)

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Exchange Traded Fund, Financial Market Index, Price Efficiency, Information Share, Price Discovery

3.

Are Authorized Participants of Exchange-Traded Funds Informed Traders?

Number of pages: 61 Posted: 30 Jul 2018 Last Revised: 20 Aug 2018
Liao Xu, Xiangkang Yin and Jing Zhao
Jiangxi University of Finance and Economics, Deakin University and La Trobe University
Downloads 94 (270,187)

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Authorized Participant, Exchange-Traded Fund (ETF), Information Asymmetry, Macro News

4.

Do Exchange‐Traded Fund Flows Increase the Volatility of the Underlying Index? Evidence from the Emerging Market in China

Accounting & Finance, Vol. 58, Issue 5, pp. 1525-1548, 2019
Number of pages: 24 Posted: 07 Mar 2019
Hua Wang and Liao Xu
Zhongnan University of Economics and Law - School of Accounting and Jiangxi University of Finance and Economics
Downloads 2 (621,075)
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Exchange‐traded fund, Fund flows, Trading volume, Stock market volatility, Efficient price

5.

Differently Motivated Exchange Traded Fund Trading Activities and the Volatility of the Underlying Index

Accounting & Finance, Vol. 59, pp. 859-886, 2019
Number of pages: 28 Posted: 10 Apr 2019
Liao Xu, Xiangkang Yin and Jing Zhao
Jiangxi University of Finance and Economics, Deakin University and La Trobe University - School of Economics and Finance
Downloads 1 (633,052)
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Exchange traded fund, Index return volatility, Efficient price, Private information, Investor disagreement, Information‐based trading

6.

Differently Motivated ETF Trading Activities and the Volatility of the Underlying Index

FIRN Research Paper No. 2805276
Posted: 08 Jul 2016 Last Revised: 17 Apr 2019
Liao Xu, Xiangkang Yin and Jing Zhao
Jiangxi University of Finance and Economics, Deakin University and La Trobe University - School of Economics and Finance

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Exchange Traded Fund, Index Return Volatility, Efficient Price, Private Information, Investor Disagreement, Information-based Trading.