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

25

SSRN CITATIONS

0

CROSSREF 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 Southern Denmark, Zhongnan University of Economics and Law - School of Finance and Universidad Carlos III de Madrid - Department of Statistics and Econometrics
Downloads 25 (536,398)

Abstract:

Loading...

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 Southern Denmark, Zhongnan University of Economics and Law - School of Finance and Universidad Carlos III de Madrid - Department of Statistics and Econometrics

Abstract:

Loading...

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