• 120 Citations
  • 3 h-Index
If you made any changes in Pure, your changes will be visible here soon.

Fingerprint Dive into the research topics where Lai Xu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 3 Similar Profiles
Stock Returns Mathematics
Predictability Mathematics
Volatility Mathematics
Dividend Mathematics
Long-run Mathematics
Forecast Mathematics
Horizon Mathematics
Leverage Effect Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2014 2015

  • 120 Citations
  • 3 h-Index
  • 2 Article
  • 1 Review article
6 Citations (Scopus)

Stock return and cash flow predictability: The role of volatility risk

Bollerslev, T., Xu, L. & Zhou, H., Aug 1 2015, In : Journal of Econometrics. 187, 2, p. 458-471 14 p.

Research output: Contribution to journalArticle

Stock Returns
48 Citations (Scopus)

Tail risk premia and return predictability

Bollerslev, T., Todorov, V. & Xu, L., Oct 1 2015, In : Journal of Financial Economics. 118, 1, p. 113-134 22 p.

Research output: Contribution to journalArticle

Risk premium
Tail risk
Return predictability
Risk premia
66 Citations (Scopus)

Stock return predictability and variance risk premia: Statistical inference and international evidence

Bollerslev, T., Marrone, J., Xu, L. & Zhou, H., Feb 26 2014, In : Journal of Financial and Quantitative Analysis. 49, 3, p. 633-661 29 p.

Research output: Contribution to journalReview article

Risk premium
Stock return predictability
Risk premia
Statistical inference