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Caihong Xu
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Year
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
742024
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
252014
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
182012
COVID-19 pandemic and liquidity commonality
S Suardi, C Xu, ZI Zhou
Journal of International Financial Markets, Institutions and Money 78, 101572, 2022
172022
Are option traders more informed than Twitter users? A PVAR analysis
A Frino, C Xu, ZI Zhou
Journal of Futures markets, 2021
132021
Market openness and market quality in gold markets
C Xu, D Zhang
Journal of Futures Markets 39 (3), 384-401, 2019
122019
Alchemy in the 21st century: Hedging with gold futures
C Xu, LL Norden, B Hagströmer
Available at SSRN 1653297, 2010
112010
Trading Patience, Order Flows, and Liquidity in an Index Futures Market
C Xu
Journal of Futures Markets 34 (8), 731-756, 2014
72014
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
52021
Mid-Day Call Auctions
J Brogaard, B Hagströmer, C Xu
Available at SSRN 3868037, 2021
22021
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
12024
Spillover effects of monetary policy and information shocks
AJ Hou, I Khrashchevskyi, S Suardi, C Xu
Finance Research Letters 62, 105071, 2024
12024
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
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