Liao Xu

Zhejiang Gongshang University (ZJGSU)

Zhejiang

China

SCHOLARLY PAPERS

6

DOWNLOADS

819

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Are the Flows of Exchange-Traded Funds Informative?

Number of pages: 57 Posted: 30 Jul 2018 Last Revised: 25 Jan 2021
Liao Xu, Xiangkang Yin and Jing Zhao
Zhejiang Gongshang University (ZJGSU), Deakin University and La Trobe University
Downloads 325 (117,788)
Citation 1

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

2.
Downloads 272 (142,065)
Citation 2

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
Zhejiang Gongshang University (ZJGSU) and Deakin University
Downloads 271 (141,956)

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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
Zhejiang Gongshang University (ZJGSU) and Deakin University
Downloads 1 (829,937)
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3.

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
Zhejiang Gongshang University (ZJGSU) and Deakin University
Downloads 219 (175,672)

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

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 Zhejiang Gongshang University (ZJGSU)
Downloads 2 (782,175)
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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
Zhejiang Gongshang University (ZJGSU), Deakin University and La Trobe University - La Trobe Business School
Downloads 1 (793,524)
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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
Zhejiang Gongshang University (ZJGSU), Deakin University and La Trobe University - La Trobe Business School

Abstract:

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