7
H index
6
i10 index
193
Citations
University of Victoria | 7 H index 6 i10 index 193 Citations RESEARCH PRODUCTION: 7 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ke Xu. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 3 |
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2024 | Capital market opening and insider trading profitability: Empirical evidence in the context of ‘Mainland China–Hong Kong Stock Connect’. (2024). Yang, Xingquan ; Lu, Chunyang. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000630. Full description at Econpapers || Download paper |
2024 | Does stock market liberalization increase company TFP? Evidence from the Shanghai-Shenzhen-Hong Kong stock connect program in China. (2024). Cheng, Zhonghua ; Zhu, Yeman. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000621. Full description at Econpapers || Download paper |
2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper |
2024 | Mutual fund herding and performance: Evidence from China. (2024). Song, Qinhao ; Fan, Yaoyao ; Ly, Kim Cuong ; Jiang, Yuxiang ; Guan, Rong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004356. Full description at Econpapers || Download paper |
2024 | Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744. Full description at Econpapers || Download paper |
2024 | Stock market liberalization and corporate investment revisited: Evidence from China. (2024). Pang, Jiaren ; Liu, Chun ; Ni, Xiaoran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s037842662300239x. Full description at Econpapers || Download paper |
2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
2024 | Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functions. (2024). , Julie ; Hilliard, Jitka. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000278. Full description at Econpapers || Download paper |
2024 | Fast or slow: Unveiling the speed of market leverage adjustment in China. (2024). 连, 玉君 ; Lian, Yujun ; Huang, Manqi ; Wang, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001744. Full description at Econpapers || Download paper |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2024 | Future–Spot Relationship in Commodity Market: A Comparison Across Commodity Segments in India. (2024). Rajput, Namita ; Kaura, Ruchika. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:5:p:1314-1335. Full description at Econpapers || Download paper |
2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667. Full description at Econpapers || Download paper |
2024 | Time?varying price discovery in regular and microbitcoin futures. (2024). Yang, Jimmy J ; Chen, Yulun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:103-121. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2020 | STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM In: Journal of Financial Research. [Full Text][Citation analysis] | article | 28 |
2022 | Trade friction and price discovery in the USD–CAD spot and forward markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2016 | A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 41 |
2021 | The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
2021 | Non-Standard Errors In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2015 | A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 55 |
2018 | Economic significance of commodity return forecasts from the fractionally cointegrated VAR model In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 35 |
2021 | Fractional cointegration in bitcoin spot and futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 15 |
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