Items where Author is "Fu, Xi"

Fu, Xi and Sandri, Matteo and Shackleton, Mark Broughton (2016) Asymmetric effects of volatility risk on stock returns : evidence from VIX and VIX futures. Journal of Futures Markets, 36 (11). pp. 1029-1056. ISSN 0270-7314

Fu, Xi and Arisoy, Y. Eser and Shackleton, Mark Broughton and Umutlu, Mehmet (2016) Option implied volatility measures and stock return predictability. Journal of Derivatives, 24 (1). pp. 58-78. ISSN 1074-1240

Fu, Xi and Shackleton, Mark (2016) Empirical essays on option-implied information and asset pricing. PhD thesis, Lancaster University.