Xiuping Mao

Zhongnan University of Economics and Law - School of Finance

WenQuan Building, 182# Nanhu Avenue

East Lake High-tech Development Zone

Wuhan, Hubei 430073

China

SCHOLARLY PAPERS

2

DOWNLOADS

98

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Stock Market Return Predictability Before and After the Dodd-Frank Act

Number of pages: 29 Posted: 30 Jun 2020
Isabel Casas, Xiuping Mao and Helena Veiga
University of Deusto, Zhongnan University of Economics and Law - School of Finance and Charles III University of Madrid - Department of Statistics and Econometrics
Downloads 98 (552,428)

Abstract:

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Dodd-Frank Act; Non-Parametric Methods; Predictability; Realized Variance; Variance Risk Premium

2.

Reexamining Financial and Economic Predictability with New Estimators of Realized Variance and Variance Risk Premium

CREATES Research Paper 2018-10
Posted: 05 Mar 2018 Last Revised: 09 Mar 2018
Isabel Casas, Xiuping Mao and Helena Veiga
University of Deusto, Zhongnan University of Economics and Law - School of Finance and Charles III University of Madrid - Department of Statistics and Econometrics

Abstract:

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Net Measures, Nonparametric Methods, Predictability, Realized Variance, Variance Risk Premium, VIX