Items where Author is "Xu, G X"

Strong, N and Lin, Y N and Xu, G X (2001) Pricing FTSE 100 index options under stochastic volatility. Journal of Futures Markets, 21 (3). pp. 197-211. ISSN 0270-7314

Strong, N and Xu, G X (1999) Do S&P 500 index options violate Martingale restriction? Journal of Futures Markets, 19 (5). pp. 499-521. ISSN 0270-7314

Strong, N and Liu, W and Xu, G X (1999) The profitability of momentum investing. Journal of Business Finance and Accounting, 26. pp. 1043-1091. ISSN 1468-5957

Strong, N and Xu, G X (1997) Explaining the cross-section of UK expected stock returns. British Accounting Review, 29 (1). pp. 1-23. ISSN 0890-8389