Nancy Xu : Citation Profile

University of Cambridge (50% share)
Centre for Economic Policy Research (CEPR) (50% share)

3

H index

2

i10 index

205

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   6 years (2019 - 2025). See details.
   Cites by year: 34
   Journals where Nancy Xu has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 4 (1.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu227
   Updated: 2026-08-29    RAS profile: 2026-08-10    
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Relations with other researchers

Works with:

Bekaert, Geert (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nancy Xu.

Is cited by:

GUPTA, RANGAN (12)

Demirer, Riza (6)

Hansen, Erwin (5)

Abdullah, Mohammad (5)

Abakah, Emmanuel (5)

Guidolin, Massimo (4)

Cepni, Oguzhan (4)

Bouri, Elie (4)

Castelnuovo, Efrem (3)

Chari, Anusha (3)

Dilts Stedman, Karlye (3)

Cites to:

Bekaert, Geert (30)

Bollerslev, Tim (14)

Hoerova, Marie (13)

Campbell, John (12)

Rey, Helene (11)

Cochrane, John (10)

Zhou, Hao (8)

Adrian, Tobias (8)

Martin, Ian (7)

Ludvigson, Sydney (7)

Wachter, Jessica (7)

Main data

Where Nancy Xu has published?

Journals with more than one article published# docs
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / Centre for Economic Policy Research4
NBER Working Papers / National Bureau of Economic Research, Inc3
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Nancy Xu (2026 and 2025)

YearTitle of citing document
2025The intertemporal relationship between downside risks and expected stock returns: Evidence from time-varying transition probability models. (2025). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:319-323.

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2025Equilibrium investment under dynamic preference uncertainty. (2025). Havrylenko, Yevhen ; Desmettre, Sascha ; Steffensen, Mogens ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2512.21149.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025Global or Regional Safe Assets: Evidence from Bond Substitution Patterns. (2025). Nenova, Tsvetelina. In: BIS Working Papers. RePEc:bis:biswps:1254.

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2025Predicting the equity premium with a high‐threshold risk level and the price of risk. (2025). Bansal, Naresh ; Stivers, Chris. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:1:p:123-145.

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2025Probability weighting and equity premium prediction: Investing with optimism. (2025). Ghazi, Soroush ; Azimi, Mehran ; Schneider, Mark. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:3:p:455-491.

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2025The U.S. Dollar and variance risk premia imbalances. (2025). Kjr, Mads Markvart ; Posselt, Anders Merrild. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:173-200.

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2025High‐beta stock valuation around macroeconomic announcements. (2025). Chen, Jingjing ; Jiang, George J. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:95-120.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2025Global or regional safe assets: evidence from bond substitution patterns. (2025). Nenova, Tsvetelina. In: Working Paper Series. RePEc:ecb:ecbwps:20253159.

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2026Tuning into the news: Sentiment-driven high-frequency movements in cryptocurrency markets. (2026). Huynh, Nhan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:50:y:2026:i:c:s2214635026000456.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

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2025The biodiversity premium. (2025). Zerbib, Olivier ; Giroux, Thomas ; Coqueret, Guillaume. In: Ecological Economics. RePEc:eee:ecolec:v:228:y:2025:i:c:s092180092400332x.

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2025A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259.

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2025Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265.

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2025Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459.

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2026Information acquisition ahead of monetary policy announcements. (2026). Hubert, Paul ; Ehrmann, Michael. In: European Economic Review. RePEc:eee:eecrev:v:184:y:2026:i:c:s0014292125002910.

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2025The demand for hedging of oil producers: A tale of risk and regret. (2025). Six, Pierre ; Ouzan, Samuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:330-343.

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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179.

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2025Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events. (2025). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008326.

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2026Time segmentation in tanker freight markets: The role of risk and relative freight rates in switching decisions. (2026). Moysiadou, Stergiani A ; Kavussanos, Manolis G ; Tsouknidis, Dimitris A. In: Energy Economics. RePEc:eee:eneeco:v:154:y:2026:i:c:s0140988325009405.

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2025Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503.

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2025The disposition effect and market volatility prediction. (2025). Cui, Xudong ; Liu, Tong ; Gong, PU. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925008063.

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2025The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. (2025). Hadad, Elroi ; Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015617.

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2025Analyzing market efficiency: The role of business cycles, risk aversion, and Occam’s razor in the Adaptive Market Hypothesis. (2025). Hebaka, Viktor. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001059.

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2025Bitcoin-to-gold ratio and stock market returns. (2025). Demir, Ender ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007159.

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2025Option pricing with a two-piece lognormal distribution. (2025). Vich-Llompart, Magdalena M ; Vitiello, Luiz. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325013753.

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2026Impact of global risk aversion on real estate market returns. (2026). Lee, Chi-Chuan ; Abakah, Emmanuel ; Akinsomi, Omokolade ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:88:y:2026:i:c:s1544612325024262.

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2026When oil uncertainty shapes currencies: evidence from low- and middle-income economies. (2026). Soriano-Felipe, Pilar ; Molina-Muoz, Jess. In: Finance Research Letters. RePEc:eee:finlet:v:91:y:2026:i:c:s1544612325027059.

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2025Effects of domestic and foreign financial stress on stock returns in Asia-Pacific countries. (2025). Yoon, Seong-Min ; Ozcelebi, Oguzhan ; Gopinathan, R ; el Khoury, Rim. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s104402832500105x.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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2025Predictable liquidity properties in a Segmented, inelastic stock market. (2025). Yoo, Sean Sehyun ; Kim, Joon-Seok ; Kedar-Levy, Haim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s104244312500071x.

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2026With a Grain of Salt: Investor Reactions to Uncertain News and (Non)disclosure. (2026). Libgober, Jonathan ; Wiedman, Elyashiv ; Michaeli, Beatrice. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:81:y:2026:i:1:s0165410125000382.

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2025Forecasting the realized variance in the presence of intraday periodicity. (2025). Hizmeri, Rodrigo ; Izzeldin, Marwan ; Maria, Ana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002565.

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2025Good idiosyncratic volatility, bad idiosyncratic volatility, and the cross-section of stock returns. (2025). Liu, Yunting ; Zhu, Yandi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002577.

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2025Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market. (2025). Hansen, Jorge Wolfgang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002681.

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2025Predicting individual corporate bond returns. (2025). Feng, Guanhao ; He, Xin ; Wu, Chunchi ; Wang, Yanchu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863.

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2025A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

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2025Uncertainty and cross-sectional stock returns: Evidence from China. (2025). Fei, Tianlun ; Deschamps, Bruno ; Liu, Xiaoquan ; Jiang, Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002887.

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2025Returns from liquidity provision in cryptocurrency markets. (2025). Farag, Hisham ; Yarovaya, Larisa ; Luo, DI ; Zieba, Damian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000317.

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2025The real side of black swans: Tail risk and corporate investment. (2025). Yang, Liuyong ; Yuan, Jun ; Xu, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000883.

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2025Quality of political information and return predictability: Evidence from investor sentiment and risk aversion. (2025). Wei, Xiaopeng ; Biakowski, Jdrzej. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:177:y:2025:i:c:s0378426625000895.

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2025Quantitative easing, uncertainty, and risk aversion. (2025). Rompolis, Leonidas S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:177:y:2025:i:c:s0378426625000950.

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2025Newswire tone-overlay commodity portfolios. (2025). Fuertes, Ana-Maria ; Fernandez-Perez, Adrian ; Zhao, Nan ; Miffre, Jolle. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001219.

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2025Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model. (2025). Honig, Igor ; Kircher, Felix. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001256.

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2025Global macro-financial cycles and spillovers. (2025). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan ; Ha, Jongrim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001323.

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2025Option price asymmetry, speculation and stock short-sale cost. (2025). Zhang, Yuanyi ; Ma, Jiantao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001591.

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2026Investor disagreement and state-dependent mispricing: New evidence on the analyst dispersion anomaly. (2026). Xu, Zhiwei ; Yang, Yinan ; Zhang, Teng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:182:y:2026:i:c:s0378426625001979.

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2026Psychological anchoring effect and cross section of cryptocurrency returns. (2026). Yan, Shu ; Jia, yuecheng ; Zhao, Jiangyu ; Zhang, Hongyu ; Simkins, Betty. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:182:y:2026:i:c:s0378426625002122.

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2025Does risk aversion predict the future real economy?. (2025). Ryu, Doojin ; Cho, Hoon ; Kim, Jinhwan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001275.

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2026The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers. (2026). Gambacorta, Leonardo ; Schiaffi, Stefano ; Avdjiev, Stefan ; Goldberg, Linda S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002001.

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2026Geopolitical risk and the cross-section of stock returns: International evidence. (2026). Zhang, Xueyong ; Chen, Ran ; Yang, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:162:y:2026:i:c:s0261560626000112.

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2025Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach. (2025). Abdullah, Mohammad ; Abakah, Emmanuel ; Tiwari, Aviral Kumar. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000224.

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2026Boom, bust, and Fission: A Deep Dive into Uranium price explosiveness. (2026). Todorova, Neda ; Indriawan, Ivan ; Fernandez-Perez, Adrian ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851326000048.

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2025An investigation into the causes of stock market return deviations from real earnings yields. (2025). Alsalman, Zeina ; Souropanis, Ioannis ; Murphy, Austin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500379x.

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2025Time-varying risk aversion and capital Structure: An overlooked effect. (2025). Grau-Vera, David ; Rubio, Gonzalo ; Sogorb-Mira, Francisco. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004290.

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2026U.S.–China relations and cross-border capital flows: Is digital technology a “Buffer” or a “Booster”?. (2026). Sun, Zhihong ; Miao, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:84:y:2026:i:c:s0275531926000607.

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2025FOMC In Silico: A Multi-Agent System for Monetary Policy Decision Modeling. (2025). Sinclair, Tara ; Kazinnik, Sophia. In: Working Papers. RePEc:gwc:wpaper:2025-005.

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2025The biodiversity premium. (2025). Zerbib, Olivier ; Giroux, Thomas ; Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-04792327.

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2025Market Ambiguity Attitude Restores the Risk-Return Trade-Off. (2025). Ghazi, Soroush ; Schneider, Mark ; Strauss, Jack. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:10:p:8430-8451.

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2025The International Commonality of Idiosyncratic Variances. (2025). Bekaert, Geert ; Wang, Xue ; Zhang, Xiaoyan. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:3:p:2216-2244.

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2026Does Speculation in Futures Markets Improve Commodity Hedging Decisions?. (2026). Miffre, Jolle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:2525-2544.

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2025Resilience of green bonds in portfolio diversification: evidence from crisis periods. (2025). Singh, Vipul Kumar ; Kumar, Pawan ; Gupta, Maneesh. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:3:d:10.1057_s41260-024-00393-w.

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2026Geopolitical threats and the reversal of equity size premiums. (2026). Rafi, Md Khaled Hossain ; Mahmood, Syed Riaz. In: Journal of Asset Management. RePEc:pal:assmgt:v:27:y:2026:i:2:d:10.1057_s41260-025-00441-z.

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2025Exploring the sustainability-risk appetite nexus: evidence from investor types in Borsa Istanbul. (2025). Uslu, Hakan ; Ifi, Gnl. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:4:d:10.1057_s41283-025-00176-6.

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2025Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework. (2025). GUPTA, RANGAN ; Olaniran, Abeeb ; Gabauer, David ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202524.

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2025Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles. (2025). Demirer, Riza ; Bouri, Elie ; Gupta, Rangan ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202539.

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2025The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data. (2025). Çevik, Emrah ; Dibooglu, Sel ; Gunay, Samet ; Bugan, Mehmet Fatih. In: Annals of Operations Research. RePEc:spr:annopr:v:352:y:2025:i:3:d:10.1007_s10479-022-04971-2.

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2026Contemporaneous and lagged connectedness among international categorical economic policy uncertainty and ASEAN-5 stock markets: Do policy uncertainty sources and determinants matter?. (2026). Hoque, Mohammad ; Bilgili, Faik ; Soo-Wah, Low ; Billah, Mabruk ; Kew, Si-Roei ; Uddin, Md Akther ; Tee, Lain-Tze. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00895-5.

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2025Does Migration Work Experience Promote Return Home for Entrepreneurship? The Mediation of Cognitive Ability and the Moderation of Risk Preference. (2025). , Cunhu ; Zhao, Xiaochi ; Zhang, Yingqin ; Qu, Xiaoqian. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01970-5.

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2025How does country-specific macro uncertainty affect international debt securities denominated in local currency?. (2025). Wang, Weining ; Zhang, QI ; Sun, Xue. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:161:y:2025:i:4:d:10.1007_s10290-025-00588-2.

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2025Financialisation of the European Union Emissions Trading System and its influencing factors in quantiles. (2025). Ren, Xiaohang ; Toan, Luu Duc ; Zhou, Jingzi ; Wei, Ping. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:925-940.

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2025Monetary policy and equity returns: The role of investor risk aversion. (2025). Zhang, Licheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2867-2882.

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2026Machine learning mutual fund flows. (2026). Weigert, Florian ; Ruenzi, Stefan ; Frigg, Moreno ; Fausch, Jrg. In: CFR Working Papers. RePEc:zbw:cfrwps:337467.

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Works by Nancy Xu:

YearTitleTypeCited
2024Forecasting International Stock Market Variances In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2024When Do FOMC Voting Rights Affect Monetary Policy? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2025When Do FOMC Voting Rights Affect Monetary Policy?.(2025) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2025Local Monetary Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2025Local Monetary Policy.(2025) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2026Fiscal Insurance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2023Risk, monetary policy and asset prices in a global world In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2021Procyclicality of the comovement between dividend growth and consumption growth In: Journal of Financial Economics.
[Full Text][Citation analysis]		article3
2025Main Street’s Pain, Wall Street’s Gain In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1
2019Variance Risk Premium Components and International Stock Return Predictability In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper6
2021The Global Determinants of International Equity Risk Premiums In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
2024The Global Determinants of International Equity Risk Premiums.(2024) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2022The Time Variation in Risk Appetite and Uncertainty In: Management Science.
[Full Text][Citation analysis]		article180
2019The Time Variation in Risk Appetite and Uncertainty.(2019) In: NBER Working Papers.
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