Lai Xu

Associate Professor of Finance

Lai

Email Contact Me
Phone 315-443-3602
Department Finance
Office 521
Website Visit

Ph.D., Economics, Duke University M.A., Economics, Duke University B.A., Economics, Zhejiang University

Papers

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns
Feunou, B., Lopez A., R., Tédongap, R.
The Rise of Off-Exchange Trading and Its Impact on Price Discovery
Jain, P., Zhou, Z.

Publications

Variance Risk Premiums in Emerging Markets

2024 Journal of Banking & Finance,167,7,107-259, Qiao, F., Zhang, X., Zhou, H.
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 A., 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.