Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... Tinbergen Institute Discussion Paper 2021-102/IV, 2021 | 60 | 2021 |
Expiration‐Day Effects of Stock and Index Futures and Options in Sweden: The Return of the Witches C Xu Journal of futures markets 34 (9), 868-882, 2014 | 25 | 2014 |
Option happiness and liquidity: Is the dynamics of the volatility smirk affected by relative option liquidity? L Nordén, C Xu Journal of Futures Markets 32 (1), 47-74, 2012 | 17 | 2012 |
COVID-19 Pandemic and Liquidity Commonality S Suardi, C Xu, Z Zhou COVID-19 Pandemic and Liquidity Commonality (February 15, 2022), 2022 | 15 | 2022 |
Are option traders more informed than Twitter users? A PVAR analysis A Frino, C Xu, ZI Zhou Journal of Futures markets, 2021 | 12 | 2021 |
Market openness and market quality in gold markets C Xu, D Zhang Journal of Futures Markets, 2018 | 12 | 2018 |
Alchemy in the 21st century: Hedging with gold futures C Xu, LL Norden, B Hagströmer Available at SSRN 1653297, 2010 | 11 | 2010 |
Trading Patience, Order Flows, and Liquidity in an Index Futures Market C Xu Journal of Futures Markets 34 (8), 731-756, 2014 | 7 | 2014 |
Large-caps liquidity provision, market liquidity and high-frequency market makers’ trading behaviour M Ding, S Suardi, C Xu, D Zhang European Journal of Finance, 2021 | 5 | 2021 |
Mid-Day Call Auctions J Brogaard, B Hagströmer, C Xu Available at SSRN 3868037, 2021 | 2 | 2021 |
Spillover effects of monetary policy and information shocks AJ Hou, I Khrashchevskyi, S Suardi, C Xu Finance Research Letters, 105071, 2024 | 1 | 2024 |
Do Oil Price Forecast Disagreement of Survey of Professional Forecasters Predict Crude Oil Return Volatility? A Hasselgren, AJ Hou, S Suardi, C Xu, X Ye Available at SSRN 4683784, 2024 | | 2024 |
Futures Trading Costs and Market Microstructure Invariance: Identifying Bet Activity AJ Hou, LL Norden, C Xu Available at SSRN 4306393, 2022 | | 2022 |
Term Premia Co-movement and Global Trade Network AJ Hou, C Xu, X Ye Available at SSRN 4182576, 2022 | | 2022 |