Concepedia
Statistics
Publications
21
Citations
2.3K
H-Index
17
Active since
1994
Affiliations
Lancaster University(Current)
Peking University
University of Manchester
University of Essex
Cardiff University
Xinzhong Xu is an author at Lancaster University specializing in finance, business, and asset pricing.
Top concepts
FinanceBusinessAsset PricingFinancial EconomicsEconomicsStatisticsEngineeringVolatility ModelingOption PricingGlobal Finance
Publications per year
1994–2012
The incremental volatility information in one million foreign exchange quotations
Stephen J. Taylor, Xinzhong Xu · Journal of Empirical Finance · 1997 · 363 citations
Volatility Modeling, International Finance, Data Science +7
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
Mark B. Shackleton, Stephen J. Taylor, Xinzhong Xu · Journal of Banking & Finance · 2004 · 287 citations
Economics, Volatility Modeling, Financial Economics +12
Understanding the Equity Home Bias: Evidence from Survey Data
Norman Strong, Xinzhong Xu · The Review of Economics and Statistics · 2003 · 247 citations
Housing, Economics, Equity Portfolios +14
Political Connections, Financing Friction, and Corporate Investment: Evidence from Chinese Listed Family Firms
Nianhang Xu, Xinzhong Xu, Qingbo Yuan · European Financial Management · 2011 · 203 citations
International Investment, Family Firms, Political Connectedness +22
The Term Structure of Volatility Implied by Foreign Exchange Options
Xinzhong Xu, Stephen J. Taylor · Journal of Financial and Quantitative Analysis · 1994 · 167 citations
Volatility Modeling, Engineering, Term Structure +16
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