Xiaoxia Lou

University of Delaware - Alfred Lerner College of Business and Economics

419 Purnell Hall

Newark, DE 19716

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 4,864

in Total Papers Downloads

8,344

CITATIONS
Rank 10,637

SSRN RANKINGS

Top 10,637

in Total Papers Citations

51

Scholarly Papers (11)

1.

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 1,993 (7,121)
Citation 52

Abstract:

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Short sales, financial misrepresentation, market efficiency, information

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 1,829 (8,102)
Citation 26

Abstract:

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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:

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

3.

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 1,758 (8,822)
Citation 8

Abstract:

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

4.
Downloads 933 ( 23,580)

Horizon Pricing

Journal of Financial and Quantitative Analysis (JFQA), 51 (December 2016), 1769-1793.
Number of pages: 59 Posted: 22 Jul 2012 Last Revised: 21 Jun 2018
University of Washington - Michael G. Foster School of Business, Northwestern University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management
Downloads 933 (23,175)
Citation 19

Abstract:

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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, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

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asset pricing model, investment horizon, factors, characteristics

5.

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

Number of pages: 52 Posted: 09 Nov 2006 Last Revised: 19 May 2018
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 760 (31,511)
Citation 33

Abstract:

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systematic liquidity, systematic risk, institutional investors, diversification

6.

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 389 (74,190)
Citation 4

Abstract:

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

7.

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 313 (95,052)
Citation 5

Abstract:

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

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 277 (108,423)
Citation 1

Abstract:

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

9.

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 92 (276,341)
Citation 6

Abstract:

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Systematic risk, Systematic liquidity, Diversi

10.

Short-Horizon Beta or Long-Horizon Alpha?

Journal of Portfolio Management, Vol. 45, No. 1, (Fall 2018): 96-105.
Posted: 29 Dec 2016 Last Revised: 02 Nov 2018
University of Washington - Michael G. Foster School of Business, Northwestern University, University of Delaware - Alfred Lerner College of Business and Economics and Boston College - Carroll School of Management

Abstract:

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Investor Horizon, Investor Clientele, Asset Pricing Model, Risk Factors

11.

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:

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