• 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
  • 科研教学
  • 学术成果

  • 个人介绍

    教育背景

    2012 - 2016 拉筹伯大学 金融学博士

    2011 - 2012 拉筹伯大学 金融学荣誉学士

    2009 - 2011 拉筹伯大学 金融学学士


    工作经历

    2019.9-       浙江工商大学国际商学院 副教授

    2017.3-2019.6 江西财经大学金融管理国际研究院 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、信息效率、市场微观结构、大灾风险等

  • 学术成果

    论文发表：

    1. Xu, L., Zhang, X., Zhao, J., 2022. Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic, Journal of Financial Markets. In Press. (SSCI Q2，ABS 3)

    2. Xu, L., Yin, X., Zhao, J., 2022. Are the flows of exchange-traded funds informative? Financial Management. In Press. (SSCI Q2，ABS 3)

    3. Li, D., Shi, Y., Xu, L., Xu, Y., Zhao, Y., 2022. Dynamic asymmetric dependence and portfolio management in cryptocurrency markets. Finance Research Letters 48, 102829. (SSCI Q1，ABS 2)

    4. Xu, L., Pu, W., 2022. ETFs, arbitrage activity, and stock market efficiency: Evidence from Chinese CSI 300 ETFs. Economic Analysis and Policy 73, 1-9. (SSCI Q1，ABS 1)

    5. Wang, H., Xu, L.*, Sharma, S., 2021. Does investor attention increase stock market volatility during the COVID-19 pandemic? Pacific-Basin Finance Journal 69, 101638. (SSCI Q2，ABS 2)

    6. Xu, L., Chen, J., Zhang, X., Zhao, J., 2021. The COVID-19, public attention, and stock market. Accounting and Finance 61, 4741-4756. (SSCI Q2，ABS 2)

    7. Chen, J., Xu, L.*, Zhao, Y., 2020. Do ETF flows increase market efficiency? Evidence from China. Accounting and Finance 60, 4795-4819. (SSCI Q2，ABS 2)

    8. 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 Q1，ABS 2)

    9. Zhang, X., Ouyang, R., Liu, D., Xu, L., 2020. Determinants of corporate default risk in China: The role of financial constraints. Economic Modelling 92, 87-98. (SSCI Q1，ABS 2)

    10. 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，ABS 3)

    11. 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 Q1，ABS 2)

    12. 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 Q2，ABS 2)

     

    项目情况：

    2022-2024浙江省自然科学基金青年项目：交易所交易基金的跨市场信息传播机制在“互联网+”新业态下的研究 主持

     

    荣誉及获奖情况：

    西湖学者优秀青年人才2021年


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