Xiaoqing Eleanor Xu

Seton Hall University

Professor of Finance

Department of Finance, Stillman School of Business

400 South Orange Avenue

South Orange, NJ 07079

United States

  • Seton Hall University

    • Email
    • Tel: 973-761-9209
    • Fax: 973-961-9217
SCHOLARLY PAPERS

7

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1,440

SSRN CITATIONS

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CROSSREF CITATIONS

2

Scholarly Papers (7)

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1.

Hedge Fund Attrition, Survivorship Bias, and Performance: Perspectives from the Global Financial Crisis

Number of pages: 39 Posted: 17 Mar 2010
Xiaoqing Eleanor Xu, Jiong Liu and Anthony Loviscek
Seton Hall University, TIAA-CREF and Seton Hall University - Department of Finance
Downloads 1,280 (31,630)
Citation 4

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Hedge Funds, Attrition, Survivorship Bias, Performance, Financial Crisis

2.

Advances in International Investments: Traditional and Alternative Approaches

H. Fung, X. Xu, J. Yau, ADVANCES IN INTERNATIONAL INVESTMENTS: TRADITIONAL AND ALTERNATIVE APPROACHES, World Scientific, 2008
Number of pages: 2 Posted: 09 Sep 2009 Last Revised: 19 Sep 2009
Hung-Gay Fung, Xiaoqing Eleanor Xu and Jot Yau
University of Missouri at Saint Louis - College of Business Administration, Seton Hall University and Seattle University
Downloads 160 (356,802)

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Global Investment, Traditional and Alternative Investments, Equity Investments, Fixed Income Investments, Portfolio Management, Derivatives, Risk Management

3.

Solving the Return Deviation Conundrum of Leveraged Exchange-Traded Funds

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 16 Dec 2011
Hongfei Tang and Xiaoqing Eleanor Xu
Seton Hall University and Seton Hall University

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Leveraged ETFs, Return Deviation, Compounding Effect, Non-compounding Effect, Tracking Error, Market Inefficiency

4.

The Effect of Monetary Policy on Real Estate Price Growth in China

Pacific Basin Finance Journal, Forthcoming
Posted: 05 Sep 2011
Xiaoqing Eleanor Xu and Tao Chen
Seton Hall University and University of International Business and Economics (UIBE) - School of Banking and Finance

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Monetary Policy, Real Estate, Home Price, China

5.

The Performances of MBS Hedge Funds and Mutual Funds: A Puzzle

Journal of Investment Management, Forthcoming
Posted: 26 Nov 2008
Xiaoqing Eleanor Xu and Anthony Loviscek
Seton Hall University and Seton Hall University - Department of Finance

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Mortgage-backed securities, mutual funds, hedge funds, portfolio performance

6.

Time and Dynamic Volume-Volatility Relation

Journal of Banking and Finance, Vol. 30, No. 5, pp. 1535-1558, 2006
Posted: 21 Mar 2006 Last Revised: 17 Mar 2011
Xiaoqing Eleanor Xu, Huaiyu Peter Chen and Chunchi Wu
Seton Hall University, Youngstown State University and The State University of New York (SUNY) at Buffalo - School of Management

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Time duration, Volatility-volume dynamics, Informed trading, Bid-ask spreads

7.

Global Hedge Funds: Risk, Return, and Market Timing

Posted: 26 Mar 2003
Hung-Gay Fung, Xiaoqing Eleanor Xu and Jot Yau
University of Missouri at Saint Louis - College of Business Administration, Seton Hall University and Seattle University

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Alternative Investments: Hedge funds, Performance Measurement and evaluation: Performance measurement