Xuan Zhou

Beijing Jiaotong University - School of Economics and Management

China

SCHOLARLY PAPERS

3

DOWNLOADS

227

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Fast and the Furious: Exchange Latency and Ever-fast Trading

Number of pages: 69 Posted: 23 Sep 2020 Last Revised: 12 Jul 2022
Xuezhong He, Junqing Kang and Xuan Zhou
Xi'an Jiaotong-Liverpool University (XJTLU), Sun Yat-sen University (SYSU) - Lingnan (University) College and Beijing Jiaotong University - School of Economics and Management
Downloads 115 (343,667)
Citation 2

Abstract:

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Exchange latency, high-frequency trading, speed hierarchy

2.

Quantitative Investing and Price Informativeness

Number of pages: 40 Posted: 20 Apr 2022 Last Revised: 13 May 2022
Xuezhong He, Junqing Kang and Xuan Zhou
Xi'an Jiaotong-Liverpool University (XJTLU), Sun Yat-sen University (SYSU) - Lingnan (University) College and Beijing Jiaotong University - School of Economics and Management
Downloads 112 (350,029)

Abstract:

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Institutionalization, information efficiency, imperfect price interpretation

3.

Searching for ESG Information: Heterogeneous Preference and Information Acquisition

Number of pages: 45
Xuan Zhou and Junqing Kang
Beijing Jiaotong University - School of Economics and Management and Sun Yat-sen University (SYSU) - Lingnan (University) College
Downloads 0

Abstract:

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Environmental, social, and governance (ESG), heterogeneous preference, information acquisition