Lai Xu

Syracuse University

Assistant Professor

900 S. Crouse Avenue

Syracuse, NY 13244-2130

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,034

SSRN CITATIONS
Rank 34,248

SSRN RANKINGS

Top 34,248

in Total Papers Citations

7

CROSSREF CITATIONS

17

Scholarly Papers (4)

1.

The Cross Section of Monetary Policy Announcement Premium

Journal of Financial Economics (forthcoming)
Number of pages: 88 Posted: 01 Mar 2019 Last Revised: 15 Mar 2021
University of Minnesota - Twin Cities - Carlson School of Management, University of Hong Kong, University of Oklahoma and Syracuse University
Downloads 365 (100,787)
Citation 6

Abstract:

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FOMC Announcement, Implied Variance, Cross Section, Equity Returns

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns

Number of pages: 50 Posted: 06 Nov 2017 Last Revised: 04 Nov 2019
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 269 (139,365)
Citation 1

Abstract:

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Cross-section of stocks, out-of-the-money options, variance risk premium

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns

Number of pages: 50 Posted: 04 Jun 2018 Last Revised: 28 Oct 2019
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 62 (429,883)
Citation 10

Abstract:

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Cross-section of stocks, out-of-the-money options, variance risk premium

3.

Variance Risk Premiums in Emerging Markets: Global Integration and Economic Uncertainty

Number of pages: 83 Posted: 25 Jun 2018 Last Revised: 09 May 2019
Tsinghua University - PBC School of Finance, Syracuse University, Tsinghua University - PBC School of Finance and SUSTech Business School
Downloads 296 (126,699)
Citation 4

Abstract:

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Variance risk premium, emerging markets, stock return predictability, market integration, economic uncertainty

4.

The Term Structures of Expected Loss and Gain Uncertainty

Number of pages: 76 Posted: 30 Aug 2019 Last Revised: 24 Mar 2020
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 42 (502,419)

Abstract:

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Quadratic payoff, quadratic loss, quadratic gain, quadratic risk premium, options