Ke Xu : Citation Profile

University of Victoria

7

H index

6

i10 index

211

Citations

RESEARCH PRODUCTION:

7

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 30
   Journals where Ke Xu has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 5 (2.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu167
   Updated: 2026-01-17    RAS profile: 2022-04-11    
   Missing citations? Add them    Incorrect content? Let us know

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 (16)

Salisu, Afees (8)

Golpe, Antonio (6)

Vides, José Carlos (6)

Johansen, Soren (5)

Santucci de Magistris, Paolo (5)

Narayan, Seema (5)

Smyth, Russell (5)

Huber, Christoph (5)

Usman, Nuruddeen (4)

Cites to:

Nielsen, Morten (45)

Johansen, Soren (28)

Bollerslev, Tim (9)

Baillie, Richard (7)

Kellard, Neil (7)

Gonzalo, Jesus (6)

Popiel, Michal (6)

Santucci de Magistris, Paolo (5)

Santucci de Magistris, Paolo (5)

Diebold, Francis (5)

Foucault, Thierry (4)

Main data

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)

YearTitle of citing document
2024Employee Stock Ownership Plans and Stock‐price Informativeness. (2024). Dai, Yunhao ; Zuo, Yuehua ; Huang, Xin ; Liu, Xiaojun. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:3:p:162-190.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025The nexus among geopolitical risk, metal prices, and global supply chain pressure: Evidence from the TVP-SV-VAR approach. (2025). Liu, Yang ; Taghizadeh-Hesary, Farhad ; Jia, Yiqing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1776-1789.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025When renewable energy technology products exports meet geopolitical risks: Can environmental policies sweeten the bitter pill of the trade?. (2025). Shao, Yanmin ; Li, Junlong. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325003226.

Full description at Econpapers || Download paper

2025Qualified foreign institutional investors and corporate ESG performance: Evidence from China. (2025). Li, Xiaoling ; Zhou, Bole ; Wang, Xiaoteng. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s105752192500119x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Do bitcoin shocks truly Cointegrate with financial and commodity markets?. (2024). Frömmel, Michael ; Ozer, Mustafa ; Frommel, Michael ; Kamili, Melik ; Vukovi, Darko B. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002862.

Full description at Econpapers || Download paper

2024Mutual fund herding and performance: Evidence from China. (2024). Guan, Rong ; Song, Qinhao ; Fan, Yaoyao ; Ly, Kim Cuong ; Jiang, Yuxiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004356.

Full description at Econpapers || Download paper

2025Market impact of the bitcoin ETF introduction on bitcoin futures. (2025). Xu, KE ; Chen, Yu-Lun ; Yang, Jimmy J. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007427.

Full description at Econpapers || Download paper

2025Capital market liberalization, internal control and corporate diversification: Evidence from China. (2025). Chen, Qinyuan ; Zhang, YI ; Li, Zhongze. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014673.

Full description at Econpapers || Download paper

2025Stock liquidity and corporate climate performance: evidence from China. (2025). Muchenje, Linda Tinofirei. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500018x.

Full description at Econpapers || Download paper

2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

Full description at Econpapers || Download paper

2024Stock market liberalization and corporate investment revisited: Evidence from China. (2024). Pang, Jiaren ; Li, Zhisheng ; Ni, Xiaoran ; Liu, Chun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s037842662300239x.

Full description at Econpapers || Download paper

2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

Full description at Econpapers || Download paper

2025Compass guided: Northbound capital flow and investment clustering in China. (2025). Wang, Chuanjie ; Liu, Qingfu ; Yiu, Clement Man ; Chen, Zhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000403.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Ricardian equivalence and positively sloped IS curve: (Dis)equilibrium insights. (2024). Sidiropoulos, Moise ; Chrysanthopoulou, Xakousti ; Tsioutsios, Alexandros. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000343.

Full description at Econpapers || Download paper

2024When local and foreign investors meet the Chinese governments risk perception about COVID-19. (2024). Hong, Yun ; Li, Shiyu ; Deng, Chao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000239.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025SDR adjustment and FX liquidity. (2025). Yang, Jimmy J ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000484.

Full description at Econpapers || Download paper

2024Does market quality benefit from internationalization? Evidence from Chinese commodity futures markets. (2024). Xiong, Tao ; Li, Miao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001259.

Full description at Econpapers || Download paper

2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

Full description at Econpapers || Download paper

2025Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?. (2025). Mohamad, Azhar. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-025-10998-x.

Full description at Econpapers || Download paper

2024Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Rubino, Nicola ; Vilchez, Inmaculada. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:3:d:10.1007_s11294-024-09909-x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar. (2024). Gil-Alana, Luis ; Monge, Manuel ; Malmierca-Ordoqui, Maria. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02468-w.

Full description at Econpapers || Download paper

2024Examining the metal futures price discovery in China from multi-scale time. (2024). Xu, Deyi ; Zhu, Yongguang ; Gong, Yuna ; Li, YA. In: Mineral Economics. RePEc:spr:minecn:v:37:y:2024:i:1:d:10.1007_s13563-024-00430-5.

Full description at Econpapers || Download paper

2024The effect of economic policy uncertainty under fractional integration. (2024). Ramirez, Carlos. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:1:d:10.1007_s10258-022-00233-y.

Full description at Econpapers || Download paper

2024Policy rates in ECOWAS: are they fractionally cointegrated?. (2024). Usman, Nuruddeen ; Apinran, Martins. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:11:d:10.1007_s43546-024-00739-x.

Full description at Econpapers || Download paper

2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Shi, Shimeng ; Zhai, Jia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

Full description at Econpapers || Download paper

2024Stock market liberalisation and acquisition outcomes: Evidence from a natural experiment. (2024). Lin, Yanyan ; Hou, Xipei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3344-3371.

Full description at Econpapers || Download paper

2025The Memory in Return Volatility: An Analysis of Mutual Fund Returns. (2025). Duan, Kun ; Yao, Kai ; Chevapatrakul, Thanaset ; Huang, Rong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2930-2945.

Full description at Econpapers || Download paper

2024Time‐varying price discovery in regular and microbitcoin futures. (2024). Chen, Yulun ; Yang, Jimmy J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:103-121.

Full description at Econpapers || Download paper

2024A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?. (2024). Xiong, Tao ; Li, Miao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:281-301.

Full description at Econpapers || Download paper

2024Price discovery and long‐memory property: Simulation and empirical evidence from the bitcoin market. (2024). Chen, Yulun ; Xu, KE ; Liu, BO. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:605-618.

Full description at Econpapers || Download paper

2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209.

Full description at Econpapers || Download paper

Works by Ke Xu:

YearTitleTypeCited
2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM In: Journal of Financial Research.
[Full Text][Citation analysis]		article32
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]		article43
2021The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]		paper14
2015A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article57
2018Economic significance of commodity return forecasts from the fractionally cointegrated VAR model In: Journal of Futures Markets.
[Full Text][Citation analysis]		article39
2021Fractional cointegration in bitcoin spot and futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article17

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team