Lai Xu

Assistant Professor of Finance

PhD, Economics, Duke University BA, Economics, Zhejiang University MA, Economics, Duke University

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns
Feunou, B., Lopez Aliouchkin, R., Tédongap, R.
A Market Maker of Two Markets: The Role of Options in ETF Arbitrage
Moussawi, R., Zhou, Z.

The Cross Section of monetary policy announcement premium

2022 Journal of Financial Economics,143,1,247-276, Ai, H., Pan, X., Han, J.
Oil Volatility Risk

2022 Journal of Financial Economics,144,2,456-491, Lin, G., Hitzemann, S., Shaliastovich, I.
The Term Structures of Expected Loss and Gain Uncertainty

2020 The Journal of Financial Econometrics,18,3,437-501, Lopez Aliouchkin, R., Tédongap, R., Feunou, B., Diebold, F.
Tail Risk Premia and Return Predictability

2015 Journal of Financial Economics,118,113-134, Bollerslev, T., Todorov, V.
Stock Return and Cash Flow Predictability: The Role of Volatility Risk

2014 Journal of Econometrics,187,2,458-471, Bollerslev, T., Zhou, H.
Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence

2014 Journal of Financial and Quantitative Analysis,49,3,633-661, Bollerslev, T., Marrone, J., Zhou, H.

Jan 01, 2021
Dean’s Citation for Research
Whitman School of Management
Apr 01, 2018
Whitman Guttag Jr. Award, 2018
Whitman School of Management
Jan 01, 2011
Best Paper Award
China International Conference in Finance
Jan 01, 2010
Fellowship from Anne T. and Robert M. Bass Fellowship Fund
Duke University
Jan 01, 2007
Excellent Graduate
Zhejiang University
Jan 01, 2003
Scholarship of Excellence
Zhejiang University