Items where Author is "Xu, X"

Liu, X and Shackleton, M B and Taylor, S J and Xu, X (2007) Closed-form transformations from risk-neutral to real-world distributions. Journal of Banking and Finance, 31 (5). pp. 1501-1520. ISSN 0378-4266

Liu, X and Shackleton, M B and Taylor, S J and Xu, X (2006) Empirical pricing kernels obtained from the UK index options market. Working Paper. The Department of Accounting and Finance, Lancaster University.

Xu, X and Ma, W W and See-To, E W K (2006) Will mobile video become the killer application for 3G? - A theoretical framework for media convergence. In: European and Mediterranean Conference on Information Systems (Costa Blanca, Alicante, Spain) - 2006 :. unknown, N/A.

Pong, E and Shackleton, M B and Taylor, S J and Xu, X (2004) Forecasting currency volatility: a comparison of implied volatilities and AR(FI)MA models. Journal of Banking and Finance, 28 (10). pp. 2541-2563. ISSN 0378-4266

Taylor, S J and Xu, X (2003) Conditional volatility and the informational efficiency of the PHLX currency options market. In: Financial Forecasting :. Edward Elgar, Cheltenham, pp. 518-536. ISBN 1-84064-034-0

Strong, N and Xu, X and Liu, W (2003) Post earnings announcement drift in the UK. European Financial Management, 9 (1). 28, 89. ISSN 1354-7798

See-To, E W K and Xu, X (2002) What is knowledge and the technology to support it worth to the firm? Review of Westland, Christopher, Valuing Technology: the new science of wealth in the knowledge economy, John Wiley and Sons (Asia) Pte Ltd, 2002. Journal of Information Technology Theory and Application, 4 (1). pp. 65-67. ISSN 1532-4516

Liu, W and Strong, N and Xu, X (2000) Post-earnings-announcement drift in the UK. Working Paper. The Department of Accounting and Finance, Lancaster University.

Xu, X and Strong, N and Lin, Y N (1999) Pricing FTSE 100 Index options under stochastic volatility. Working Paper. The Department of Accounting and Finance, Lancaster University.

Strong, N and Xu, X (1999) Understanding the equity home bias: evidence from survey data. Working Paper. The Department of Accounting and Finance, Lancaster University.

Xu, X and Taylor, S J (1999) The incremental volatility information in one million foreign exchange quotations. In: Financial Markets Tick by Tick :. John Wiley and Sons Ltd, Chichester, pp. 65-90. ISBN 0-471-98160-5

Xu, X and Taylor, S J (1997) The incremental volatility information in one million foreign exchange quotations. Journal of Empirical Finance, 4. pp. 317-340.

Xu, X and Taylor, S J (1995) Conditional volatility and the informational efficiency of the PHLX currency options markets. Journal of Banking and Finance, 19. pp. 803-821. ISSN 0378-4266

Xu, X and Taylor, S J (1994) The term structure of volatility implied by foreign exchange options. Journal of Financial and Quantitative Analysis, 29. pp. 57-74. ISSN 0022-1090