Yan Xu

HKU, Faculty of Business and Economics

Pok Fu Lam Road

Hong Kong

Hong Kong

  • HKU, Faculty of Business and Economics

SCHOLARLY PAPERS

11

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44

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10

Scholarly Papers (11)

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1.

Financial Development and Innovation: Cross-Country Evidence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 23 Jan 2011 Last Revised: 15 Jun 2014
Po-Hsuan Hsu, Xuan Tian and Yan Xu
National Tsing Hua University - Department of Quantitative Finance, Tsinghua University - PBC School of Finance and HKU, Faculty of Business and Economics
Downloads 1,643 (10,458)
Citation 29

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financial development; innovation; external finance dependence; high-tech intensiveness

2.

What Affects Innovation More: Policy or Policy Uncertainty?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 58 Posted: 18 Dec 2013 Last Revised: 13 Aug 2017
Utpal Bhattacharya, Po-Hsuan Hsu, Xuan Tian and Yan Xu
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, National Tsing Hua University - Department of Quantitative Finance, Tsinghua University - PBC School of Finance and HKU, Faculty of Business and Economics
Downloads 1,288 (15,320)
Citation 13

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Innovation, Policy uncertainty, Policy, Political party

3.

The Asset Growth Effect: Insights from International Equity Markets

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The Asset Growth Effect: Insights from International Equity Markets

Number of pages: 58 Posted: 16 Mar 2011 Last Revised: 27 Jan 2013
Akiko Watanabe, Yan Xu, Tong Yao and Tong Yu
University of Alberta - School of Business, HKU, Faculty of Business and Economics, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 812 (29,692)
Citation 13

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asset growth effect, investment-based asset pricing, international capital market

The Asset Growth Effect: Insights from International Equity Markets

Journal of Financial Economics (JFE), Volume 108, Issue 2, May 2013, Pages 529-563, University of Alberta School of Business Research Paper No. 2013-913
Posted: 21 Feb 2013 Last Revised: 14 Jun 2013
Akiko Watanabe, Yan Xu, Tong Yao and Tong Yu
University of Alberta - School of Business, HKU, Faculty of Business and Economics, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate

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asset growth effect, international stock markets

4.

Strategic Disclosure and Stock Returns: Theory and Evidence from U.S. Cross-Listing

Review of Financial Studies, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Number of pages: 50 Posted: 06 Jun 2006 Last Revised: 27 Jan 2013
Shingo Goto, Masahiro Watanabe and Yan Xu
University of Rhode Island - College of Business Administration, University of Alberta - School of Business and HKU, Faculty of Business and Economics
Downloads 680 (38,430)

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Strategic disclosure, international financial markets, ADR cross-listing, return-news decomposition, panel VAR

5.

Improving Mean Variance Optimization Through Sparse Hedging Restrictions

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 52 Posted: 10 Nov 2013
Shingo Goto and Yan Xu
University of Rhode Island - College of Business Administration and HKU, Faculty of Business and Economics
Downloads 467 (62,436)

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sparse inverse covariance matrix, hedging relationships, mean variance optimizer

6.

Attention on Volatility and Options

Number of pages: 62 Posted: 17 Sep 2013 Last Revised: 05 Apr 2017
Yan Xu, Shu Yan and Yuzhao Zhang
HKU, Faculty of Business and Economics, Oklahoma State University - Stillwater - Department of Finance and Rutgers, The State University of New Jersey - Department of Finance
Downloads 308 (101,190)

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Google search volume, investor attention, volatility, option trading, option pricing

7.

Predicting Currency Returns and Exchange Rate Fluctuations

Number of pages: 67 Posted: 20 Jun 2018 Last Revised: 01 Oct 2019
Doron Avramov and Yan Xu
Interdisciplinary Center (IDC) Herzliyah and HKU, Faculty of Business and Economics
Downloads 230 (137,805)

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Loglinearization, Currency Market Return, Forward Premium Puzzle, Trading Strategy

8.

Currency Risk Premium, Interest Rate Differentials, and the Holding Period

Number of pages: 47 Posted: 23 Feb 2014 Last Revised: 09 Apr 2014
Shingo Goto, Yan Xu and Yuzhao Zhang
University of Rhode Island - College of Business Administration, HKU, Faculty of Business and Economics and Rutgers, The State University of New Jersey - Department of Finance
Downloads 196 (159,749)

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prospective interest rate differential, currency risk premium, Beveridge-Nelson decomposition

9.

Free (Almost) Variance Insurance

Number of pages: 45 Posted: 15 Jul 2013 Last Revised: 23 Feb 2014
Yan Xu and Yuzhao Zhang
HKU, Faculty of Business and Economics and Rutgers, The State University of New Jersey - Department of Finance
Downloads 155 (196,321)

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variance risk premium, option returns

10.

Finance, Growth and Volatility

Number of pages: 61 Posted: 04 Mar 2007 Last Revised: 12 Sep 2012
Yan Xu
HKU, Faculty of Business and Economics
Downloads 140 (213,443)

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Financial development, Economic growth volatility, Granger causality

11.

Strategic Disclosure and Stock Returns: Theory and Evidence from Us Cross-Listing

The Review of Financial Studies, Vol. 22, Issue 4, pp. 1585-1620, 2009
Posted: 23 Mar 2009
Shingo Goto, Masahiro Watanabe and Yan Xu
University of Rhode Island - College of Business Administration, University of Alberta - School of Business and HKU, Faculty of Business and Economics

Abstract:

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G14, G15, F30