• 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 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、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] 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)