Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 74 | 2024 |
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 | 25 | 2014 |
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 | 18 | 2012 |
COVID-19 pandemic and liquidity commonality S Suardi, C Xu, ZI Zhou Journal of International Financial Markets, Institutions and Money 78, 101572, 2022 | 17 | 2022 |
Are option traders more informed than Twitter users? A PVAR analysis A Frino, C Xu, ZI Zhou Journal of Futures markets, 2021 | 13 | 2021 |
Market openness and market quality in gold markets C Xu, D Zhang Journal of Futures Markets 39 (3), 384-401, 2019 | 12 | 2019 |
Alchemy in the 21st century: Hedging with gold futures C Xu, LL Norden, B Hagströmer Available at SSRN 1653297, 2010 | 11 | 2010 |
Trading Patience, Order Flows, and Liquidity in an Index Futures Market C Xu Journal of Futures Markets 34 (8), 731-756, 2014 | 7 | 2014 |
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 | 5 | 2021 |
Mid-Day Call Auctions J Brogaard, B Hagströmer, C Xu Available at SSRN 3868037, 2021 | 2 | 2021 |
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 International Journal of Forecasting, 2024 | 1 | 2024 |
Spillover effects of monetary policy and information shocks AJ Hou, I Khrashchevskyi, S Suardi, C Xu Finance Research Letters 62, 105071, 2024 | 1 | 2024 |
Global Trade Network and Term Premia Dynamics AJ Hou, C Xu, X Ye Available at SSRN 4182576, 2024 | 1* | 2024 |
The Interplay of US and International Term Premiums: The Role of Uncertainty and Economic Conditions H Asgharian, C Christiansen, AJ Hou, C Xu Available at SSRN 4955359, 2024 | | 2024 |
Futures trading costs and market microstructure invariance: Identifying bet activity AJ Hou, LL Nordén, C Xu Journal of Futures Markets 44 (6), 901-922, 2024 | | 2024 |
Tick Size, Market Quality, and Cross-Asset Arbitrage in the Commodity Futures Market L Zhao, S Fu, C Xu Available at SSRN 4834010 (May 20, 2024), 2024 | | 2024 |