Liao XU

Publisher:吴佳慧Time:2022-03-09 views:33

Liao XU

Education:

2012 –2016  La Trobe University Ph.D.

2011 - 2012  La Trobe University Bachelor of Finance with Honours

2009 - 2011  La Trobe University Bachelor of Finance


Teaching Experience:

2019.9- International Business School, Zhejiang Gongshang University Associate professor

2017.3-2019.6 International Institute of Financial Management, Jiangxi University of Finance and Economics lecturer

Research Interests:

Exchange traded funds, asset pricing, market microstructure and The Chinese market


Publication:

[1] Xu, L., Chen, J., Zhang, X., Zhao, J., 2021. COVID-19, public attention, and the stock market. Accounting and Finance, forthcoming. (SSCI-Q2)

[2] Song, P., Zhang, X., Zhao Y., Xu, L., 2020. Exogenous shocks on the dual-country industrial network: A simulation based on the policies during the COVID-19 pandemic. Emerging Markets Finance and Trade 56, 3554-3561. (SSCI-Q3)

[3] Chen, J., Xu, L.,Zhao, Y., 2020. Do ETF flows increase market efficiency? Evidence from China. Accounting and Finance 60, 4795-4819. (SSCI-Q2)

[4] Zhang, X., Ouyang, R., Liu, D., Xu, L., 2020. Corporate default risk in China. Economic Modelling 92, 87-98. (SSCI-Q2)

[5] Xu, L., Xu, L., Zhao, J., Zhao, Y., 2020. Information-based trading and information propagation: Evidence from the exchange traded fund market. International Review of Financial Analysis 70, 101495. (SSCI-Q1)

[6] Xu, L., Gao, H., Shi, Y., Zhao, Y.,2020. The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. Economic Modelling 85, 400-408. (SSCI-Q2)

[7] Xu, L., Yin, X., Zhao, J., 2019. The sidedness and informativeness of ETF trading and market efficiency of their underlying indexes. Pacific-Basin Finance Journal 58, 101217. (SSCI-Q1)

[8] Xu. L., Yin, X., Zhao, J., 2019. Differently motivated exchange traded fund trading activities and the volatility of the underlying index. Accounting and Finance 59, 859-886. (SSCI-Q2)

[9] Wang, H., Xu, L., 2019. Do exchange-traded fund flows increase the volatility of the underlying index? Evidence from the emerging market in China. Accounting and Finance 58, 1525-1548. (SSCI-Q2)

[10] Xu, L., Yin, X., 2017. Does ETF trading affect the efficiency of the underlying index? International Review of Financial Analysis 51, 82-101. (SSCI-Q1)

[11] Xu, L., Yin, X., 2017. Exchange traded funds and stock market volatility. International Review of Finance 17, 525-560. (SSCI-Q3)