Xiaoxia Lou

University of Delaware - Alfred Lerner College of Business and Economics

419 Purnell Hall

Newark, DE 19716

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 2,837

SSRN RANKINGS

Top 2,837

in Total Papers Downloads

10,308

CITATIONS
Rank 6,686

SSRN RANKINGS

Top 6,686

in Total Papers Citations

73

Scholarly Papers (12)

1.

Expected Earnings and the Post-Earnings-Announcement Drift

Number of pages: 43 Posted: 11 Aug 2009 Last Revised: 05 Feb 2013
University of California, Berkeley - Haas School of Business, University of Delaware - Alfred Lerner College of Business and Economics, University of Texas at Dallas and Boston College - Carroll School of Management
Downloads 2,574 (3,387)
Citation 14

Abstract:

Analyst forecasts, asset pricing, predictability, post-earnings-announcement drift

2.
Downloads 1,767 ( 6,638)
Citation 28

Short Sellers and Financial Misconduct

Journal of Finance, Forthcoming, AFA 2008 San Francisco Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 72 Posted: 06 Mar 2008 Last Revised: 09 Jun 2010
Jonathan M. Karpoff and Xiaoxia Lou
University of Washington - Michael G. Foster School of Business and University of Delaware - Alfred Lerner College of Business and Economics
Downloads 1,426 (9,323)
Citation 28

Abstract:

Short sales, financial misrepresentation, market efficiency, information

Short Sellers and Financial Misconduct

Number of pages: 59 Posted: 07 Aug 2009 Last Revised: 09 Feb 2010
Xiaoxia Lou and Jonathan M. Karpoff
University of Delaware - Alfred Lerner College of Business and Economics and University of Washington - Michael G. Foster School of Business
Downloads 341 (69,221)
Citation 28

Abstract:

Short selling, fraud, financial misconduct

Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis

Number of pages: 19 Posted: 09 Jun 2010 Last Revised: 01 Feb 2013
Xiaoxia Lou and Ronnie Sadka
University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 1,685 (7,091)
Citation 8

Abstract:

Liquidity risk, Liquidity Level, Asset pricing, Risk Management, Financial Crisis

Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis

Financial Analysts Journal, Vol. 67, No. 3, 2011
Posted: 11 Jun 2011
Xiaoxia Lou and Ronnie Sadka
University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

equity investments, portfolio management, equity portfolio management strategies, risk management, portfolio risk management, risk management strategies

4.

Price Impact or Trading Volume: Why is the Amihud (2002) Measure Priced?

Number of pages: 73 Posted: 10 Jul 2013 Last Revised: 14 Mar 2017
Xiaoxia Lou and Tao Shu
University of Delaware - Alfred Lerner College of Business and Economics and University of Georgia - Department of Finance
Downloads 931 (10,904)

Abstract:

Amihud illiquidity measure, trading volume, price impact, liquidity premium

5.
Downloads 768 ( 24,593)

Horizon Pricing

Journal of Financial and Quantitative Analysis (JFQA), 51 (December 2016), 1769-1793.
Number of pages: 59 Posted: 22 Jul 2012 Last Revised: 28 Dec 2016
University of Washington - Michael G. Foster School of Business, Northwestern University - Kellogg School of Management, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 768 (24,193)

Abstract:

asset pricing model, investment horizon, factors, characteristics

Horizon Pricing

Posted: 14 Jul 2012 Last Revised: 06 Mar 2013
University of Washington - Michael G. Foster School of Business, Northwestern University - Kellogg School of Management, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

asset pricing model, investment horizon, factors, characteristics

6.

The Divergence of Liquidity Commonality in the Cross-Section of Stocks

Number of pages: 52 Posted: 09 Nov 2006
Avraham Kamara, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 668 (26,831)
Citation 20

Abstract:

systematic liquidity, systematic risk, institutional investors, diversification

7.

Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market

EFA 2006 Zurich Meetings
Number of pages: 43 Posted: 07 Dec 2005
Jefferson Duarte, Ronnie Sadka and Xiaoxia Lou
Rice University, Boston College - Carroll School of Management and University of Delaware - Alfred Lerner College of Business and Economics
Downloads 353 (62,208)
Citation 1

Abstract:

Short-sale constraints, Liquidity, Limits to arbitrage, Asset-pricing anomalies

8.

Can Liquidity Events Explain the Low-Short-Interest Puzzle? Implications from the Options Market*

8th Annual Texas Finance Festival
Number of pages: 43 Posted: 07 Apr 2006
Jefferson Duarte, Xiaoxia Lou and Ronnie Sadka
Rice University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 231 (99,162)
Citation 1

Abstract:

Short-sale constraints, Liquidity, Limits to arbitrage, Asset-pricing anomalies

9.

Flow-Induced Trading Pressure and Corporate Investment

Number of pages: 51 Posted: 02 Nov 2012 Last Revised: 23 May 2016
Xiaoxia Lou and Yan Albert Wang
University of Delaware - Alfred Lerner College of Business and Economics and Auburn University
Downloads 127 (107,693)

Abstract:

Real Effects of Financial Markets; Corporate Investment; Mutual Fund Flow-Induced Trading Pressure

10.

Has the US Stock Market Become More Vulnerable Over Time?

Number of pages: 24 Posted: 02 Nov 2012
Avraham Kamara, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 53 (250,339)
Citation 1

Abstract:

Systematic risk, Systematic liquidity, Diversi

11.

Short-Horizon Beta or Long-Horizon Alpha?

Number of pages: 20 Posted: 29 Dec 2016
University of Washington - Michael G. Foster School of Business, Northwestern University - Kellogg School of Management, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 0 (43,405)

Abstract:

12.

Has the U.S. Stock Market Become More Vulnerable Over Time?

Financial Analysts Journal, Vol. 66, No. 1, 2010
Posted: 18 Feb 2010
Avraham Kamara, Xiaoxia Lou and Ronnie Sadka
University of Washington - Michael G. Foster School of Business, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

Equity Investments, Investment Industry, Historical Trends, Portfolio Management, Portfolio Construction, Rebalancing, and Implementation, Risk Measurement and Management, Equity Portfolios