Lai Xu

Assistant Professor of Finance
  • Email Contact Me
  • Phone 315-443-3602
  • Department Finance
  • Office 521
  • Website Visit
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