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Lai Xu
Syracuse University
,
Whitman School of Management
h-index
418
Citations
5
h-index
Calculated based on number of publications stored in Pure and citations from Scopus
2014
2022
Research activity per year
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Research output
(6)
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(6)
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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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Keyphrases
Variance Risk Premium
100%
Risk Premia
80%
Volatility Risk
80%
Return Predictability
60%
Stock Returns
50%
Monetary Policy Announcements
40%
Gain Uncertainty
40%
Statistical Inference
40%
Expected Loss
40%
Risk-return Relation
40%
Risk-neutral
40%
Oil Price Volatility
40%
Earnings Announcement Premium
40%
Return Flow
40%
Dividend Growth Rate
40%
Tail Risk
40%
Cash Flow
40%
Expected Benefits
40%
Stock Return Predictability
40%
Oil Inventories
24%
Volatility
20%
New Evidence
20%
Direct Estimation
20%
Latent Factors
20%
Time Series Variation
20%
Switzerland
20%
Negative Slope
20%
Stochastic Discount Factor
20%
Negative Jumps
20%
Jump Diffusion
20%
S&P 500
20%
Diffusion Framework
20%
Market Fear
20%
Leverage Effect
20%
United States
20%
Long Horizon Returns
20%
Latent Volatility
20%
Stock Market Returns
20%
Short Horizon
20%
Jump Tail Risk
20%
Economic Mechanism
20%
Belgium
20%
Crisis Period
20%
Volatility Factor
20%
Estimation Method
20%
Present Value
20%
Panel Regression
20%
Japan
20%
FOMC Announcements
20%
United Kingdom
20%
Economics, Econometrics and Finance
Capital Market Returns
100%
Risk Premium
88%
Investors
60%
Volatility
40%
Cash Flow
40%
Time Series
40%
Monetary Policy
40%
Private Sector
10%
Price Volatility
10%
Private Information
10%
Equilibrium Model
10%
ARCH Model
8%
Present Value
8%
