Lai Xu

Papers

• The Rise of Off-Exchange Trading and Its Impact on Price Discovery

  Jain, P., Zhou, Z.

• Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns

  Feunou, B., Lopez A., R., Tédongap, R.

• A Market Maker of Two Markets: The Role of Options in ETF Arbitrage

  Moussawi, R., Zhou, Z.

Publications

• 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.

• 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

  Received - Best Paper Award

  China International Conference in Finance
• Jan 01, 2010

  Received - Fellowship from Anne T. and Robert M. Bass Fellowship Fund

  Duke University
• Jan 01, 2007

  Received - Excellent Graduate

  Zhejiang University
• Jan 01, 2003

  Received - Scholarship of Excellence

  Zhejiang University