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

DOWNLOADS
Rank 7,903

SSRN RANKINGS

Top 7,903

in Total Papers Downloads

5,497

CITATIONS
Rank 19,243

SSRN RANKINGS

Top 19,243

in Total Papers Citations

16

Scholarly Papers (11)

Actions:
Email selected abstracts
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
University of Hong Kong, Tsinghua University - PBC School of Finance and HKU, Faculty of Business and Economics
Downloads 1,499 (11,003)
Citation 5

Abstract:

Loading...

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, University of Hong Kong, Tsinghua University - PBC School of Finance and HKU, Faculty of Business and Economics
Downloads 1,218 (15,261)

Abstract:

Loading...

Innovation, Policy uncertainty, Policy, Political party

3.

The Asset Growth Effect: Insights from International Equity Markets

Downloads 779 ( 29,445)

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 779 (28,978)
Citation 2

Abstract:

Loading...

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

Abstract:

Loading...

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 676 (35,752)
Citation 9

Abstract:

Loading...

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 429 (63,900)

Abstract:

Loading...

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 277 (105,109)

Abstract:

Loading...

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

7.

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 189 (153,380)

Abstract:

Loading...

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

8.

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 147 (190,675)

Abstract:

Loading...

variance risk premium, option returns

9.

Predicting Currency Returns: New Evidence on the Forward Premium Puzzle and the Dollar-trade Strategy

Number of pages: 55 Posted: 20 Jun 2018 Last Revised: 11 Feb 2019
Doron Avramov and Yan Xu
Interdisciplinary Center (IDC) Herzliyah and HKU, Faculty of Business and Economics
Downloads 145 (193,897)

Abstract:

Loading...

Loglinearization, Currency Market Return, Forward Premium Puzzle, trading strategy

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 138 (200,639)

Abstract:

Loading...

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:

Loading...

G14, G15, F30