Ke Xu : Citation Profile

University of Victoria

7

H index

6

i10 index

193

Citations

RESEARCH PRODUCTION:

7

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 27
   Journals where Ke Xu has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 5 (2.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu167
   Updated: 2025-03-15    RAS profile: 2022-04-11    
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Relations with other researchers

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:

Nielsen, Morten (18)

Gil-Alana, Luis (14)

Salisu, Afees (8)

Golpe, Antonio (6)

Smyth, Russell (5)

Johansen, Soren (5)

Narayan, Seema (5)

Stewart, Kenneth (4)

Caporale, Guglielmo Maria (4)

Ebuh, Godday (4)

Usman, Nuruddeen (4)

Cites to:

Nielsen, Morten (45)

Johansen, Soren (28)

Bollerslev, Tim (9)

Baillie, Richard (7)

Kellard, Neil (7)

Popiel, Michal (6)

Gonzalo, Jesus (6)

Diebold, Francis (5)

Santucci de Magistris, Paolo (5)

Clark, Todd (4)

West, Kenneth (4)

Main data

Production by document typepaperarticle20152016201720182019202020212022024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2015201620172018201920202021202202.557.510Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201520162017201820192020202120222023202420250204060Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201520162017201820192020202120220204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents123456780255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Ke Xu has published?

Journals with more than one article published# docs
Journal of Futures Markets3

Recent works citing Ke Xu (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Capital 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.

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2024Does 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.

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2024Non-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.

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2024Bitcoin 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.

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2024Mutual 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.

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2024Chinese 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.

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2024Stock 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.

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2024Behavioral 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.

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2024Implied 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.

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2024Fast 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.

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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2024Future–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.

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2024Informational 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.

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2024Time?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.

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2024.

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Works by Ke Xu:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM In: Journal of Financial Research.
[Full Text][Citation analysis]		article28
2022Trade 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]		article0
2016A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article41
2021The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]		paper12
2015A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article55
2018Economic significance of commodity return forecasts from the fractionally cointegrated VAR model In: Journal of Futures Markets.
[Full Text][Citation analysis]		article35
2021Fractional cointegration in bitcoin spot and futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article15

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