Lai Xu

Associate Professor of Finance

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

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.

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.

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