Segui
Caihong Xu
Caihong Xu
Stockholm Business School, Stockholm University
Email verificata su sbs.su.se
Titolo
Citata da
Citata da
Anno
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
Tinbergen Institute Discussion Paper 2021-102/IV, 2021
482021
Expiration‐Day Effects of Stock and Index Futures and Options in Sweden: The Return of the Witches
C Xu
Journal of futures markets 34 (9), 868-882, 2014
232014
Option happiness and liquidity: Is the dynamics of the volatility smirk affected by relative option liquidity?
L Nordén, C Xu
Journal of Futures Markets 32 (1), 47-74, 2012
162012
COVID-19 Pandemic and Liquidity Commonality
S Suardi, C Xu, Z Zhou
COVID-19 Pandemic and Liquidity Commonality (February 15, 2022), 2022
152022
Are option traders more informed than Twitter users? A PVAR analysis
A Frino, C Xu, ZI Zhou
Journal of Futures markets, 2021
122021
Market openness and market quality in gold markets
C Xu, D Zhang
Journal of Futures Markets, 2018
122018
Alchemy in the 21st century: Hedging with gold futures
C Xu, LL Norden, B Hagströmer
Available at SSRN 1653297, 2010
102010
Trading Patience, Order Flows, and Liquidity in an Index Futures Market
C Xu
Journal of Futures Markets 34 (8), 731-756, 2014
62014
Large-caps liquidity provision, market liquidity and high-frequency market makers’ trading behaviour
M Ding, S Suardi, C Xu, D Zhang
European Journal of Finance, 2021
42021
Mid-Day Call Auctions
J Brogaard, B Hagströmer, C Xu
Available at SSRN 3868037, 2021
22021
Spillover effects of monetary policy and information shocks
AJ Hou, I Khrashchevskyi, S Suardi, C Xu
Finance Research Letters, 105071, 2024
2024
Do Oil Price Forecast Disagreement of Survey of Professional Forecasters Predict Crude Oil Return Volatility?
A Hasselgren, AJ Hou, S Suardi, C Xu, X Ye
Available at SSRN 4683784, 2024
2024
Futures Trading Costs and Market Microstructure Invariance: Identifying Bet Activity
AJ Hou, LL Norden, C Xu
Available at SSRN 4306393, 2022
2022
Term Premia Co-movement and Global Trade Network
AJ Hou, C Xu, X Ye
Available at SSRN 4182576, 2022
2022
Non-Standard Errors
A Dreber, AJ Menkveld, F Holzmeister, M Johannesson, J Huber, ...
2021
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–15