• 许瞭
    职务:教师
    职称:副研究员
    学科:经济学
    邮箱:L3xu@outlook.com
  • 个人介绍

    教育背景:

    2012 - 2016 澳洲拉伯筹大学 博士

    2011 - 2011 澳洲拉伯筹大学 硕士

    2009 - 2011 澳洲拉伯筹大学 学士


    工作经历:

    2019.9-       浙江工商大学 副教授

    2017.3-2019.6 江西财经大学 讲师




  • 科研教学

    所授课程:

    风险管理、公司金融


    研究领域:

    交易所交易基金、资产定价、市场微观结构以及中国市场

  • 学术成果

    发表论文:

    [1]Chen, J., Xu, L., Zhao, Y., 2020. Do ETF flows increase market efficiency? Evidence from China. Accounting and Finance, Forthcoming. (ABDC Ranking: A)

    [2]Zhang, X., Ouyang, R., Liu, D., Xu, L., 2020. Corporate default risk in China. Economic Modelling 92, 87-98. (ABDC Ranking: A)

    [3]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. (ABDC Ranking: A)

    [4]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. (ABDC Ranking: A)

    [5]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. (ABDC Ranking: A)

    [6]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. (ABDC Ranking: A)

    [7]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. (ABDC Ranking: A)

    [8]Xu, L., Yin, X., 2017. Does ETF trading affect the efficiency of the underlying index? International Review of Financial Analysis 51, 82-101. (ABDC Ranking: A)

    [9]Xu, L., Yin, X., 2017. Exchange traded funds and stock market volatility. International Review of Finance 17, 525-560. (ABDC Ranking: A)