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Xiaoxia Lou

University of Delaware - Alfred Lerner College of Business and Economics

419 Purnell Hall

Newark, DE 19716

United States

  • University of Delaware - Alfred Lerner College of Business and Economics

SCHOLARLY PAPERS

12

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Rank 2,857

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Top 2,857

in Total Papers Downloads

10,584

CITATIONS
Rank 6,637

SSRN RANKINGS

Top 6,637

in Total Papers Citations

74

Scholarly Papers (12)

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1.

Expected Earnings and the Post-Earnings-Announcement Drift

Number of pages: 43 Posted: 11 Aug 2009 Last Revised: 05 Feb 2013
Yaniv Konchitchki, Xiaoxia Lou, Gil Sadka and Ronnie Sadka
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 (3,542)
Citation 14

Abstract:

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

2.

Short Sellers and Financial Misconduct

Journal of Finance, Vol. 65, No. 5 (October 2010), pp. 1879-1913, AFA 2008 San Francisco Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 72 Posted: 06 Mar 2008 Last Revised: 21 Jun 2017
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 1,799 (6,755)
Citation 26

Abstract:

Short sales, financial misrepresentation, market efficiency, information

3.

Liquidity Level or Liquidity Risk? Evidence from the Financial Crisis

Downloads 1,710 ( 7,433)
Citation 9

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 1,710 (7,278)
Citation 9

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 (9,843)

Abstract:

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

5.

Horizon Pricing

Downloads 797 ( 24,345)

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
Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka
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 797 (23,951)

Abstract:

asset pricing model, investment horizon, factors, characteristics

Horizon Pricing

Posted: 14 Jul 2012 Last Revised: 06 Mar 2013
Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka
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 (27,901)
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 (64,411)
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 (100,332)
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 (105,069)

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 (253,360)
Citation 1

Abstract:

Systematic risk, Systematic liquidity, Diversi

11.

Short-Horizon Beta or Long-Horizon Alpha?

Number of pages: 20 Posted: 29 Dec 2016
Avraham Kamara, Robert A. Korajczyk, Xiaoxia Lou and Ronnie Sadka
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 (42,210)

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

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