Lai Xu

Syracuse University

Assistant Professor

900 S. Crouse Avenue

Syracuse, NY 13244-2130

United States

SCHOLARLY PAPERS

4

DOWNLOADS

666

SSRN CITATIONS
Rank 41,078

SSRN RANKINGS

Top 41,078

in Total Papers Citations

3

CROSSREF CITATIONS

11

Scholarly Papers (4)

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns

Number of pages: 50 Posted: 06 Nov 2017 Last Revised: 04 Nov 2019
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 247 (129,593)

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Cross-section of stocks, out-of-the-money options, variance risk premium

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns

Number of pages: 50 Posted: 04 Jun 2018 Last Revised: 28 Oct 2019
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 48 (420,939)
Citation 6

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Cross-section of stocks, out-of-the-money options, variance risk premium

2.

Variance Risk Premiums in Emerging Markets: Global Integration and Economic Uncertainty

Number of pages: 83 Posted: 25 Jun 2018 Last Revised: 09 May 2019
Tsinghua University - PBC School of Finance, Syracuse University, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 201 (158,651)
Citation 4

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Variance risk premium, emerging markets, stock return predictability, market integration, economic uncertainty

3.

The Cross Section of Monetary Policy Announcement Premium

Number of pages: 54 Posted: 01 Mar 2019 Last Revised: 15 Jan 2020
University of Minnesota - Twin Cities - Carlson School of Management, University of Hong Kong, University of Oklahoma and Syracuse University
Downloads 146 (209,748)
Citation 2

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FOMC Announcement, Implied Variance, Cross Section, Equity Returns

4.

The Term Structures of Expected Loss and Gain Uncertainty

Number of pages: 76 Posted: 30 Aug 2019 Last Revised: 24 Mar 2020
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 24 (522,261)

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Quadratic payoff, quadratic loss, quadratic gain, quadratic risk premium, options