• 155 Citations
  • 3 h-Index
20142015

Research output per year

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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.

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Research Output

  • 155 Citations
  • 3 h-Index
  • 2 Article
  • 1 Review article

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

  • 12 Scopus citations

    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

  • 63 Scopus citations

    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

  • 80 Scopus citations