Ju Xiang

发表

A Regime-Switching Nelson–Siegel Term Structure Model and Interest Rate Forecasts

Ju Xiang, Xiaoneng Zhu, 2013 .

Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors

L. Shu, Aijun Yang, Ju Xiang, 2018 .

Implicit Options and Games between Debtor and Creditor with Credit Derivatives

Ju Xiang, 2010 .

Short‐sellers at home and abroad: Their respective roles in the price discovery of cross‐listed firms

Jun Chen, A. Tourani-Rad, Ting Yang, 2020 .

Relation between VIX’s Return and Volatility: A Behavioral Explanation

Ju Xiang, 2011 .

Terrorist attacks and energy firms' crash risk in stock markets: Evidence from China

Dongmin Kong, Mengxu Xiong, Ju Xiang, 2021 .

Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market

Ju Xiang, Xiaoneng Zhu, 2014 .

Relation between return and volatility of VIX futures ETNs: A behavioral explanation

Ju Xiang, 2011 .

Natural disasters and analysts' earnings forecasts

Dongmin Kong, Ju Xiang, Yanan Wang, 2021 .

Price discovery in the foreign exchange futures market

Y. Tse, J. Fung, Ju Xiang, 2006 .

Convergence to Efficiency in FTSE-100 Futures Market

D. Lien, Ju Xiang, 2010 .

Market quality and price discovery: Introduction of the E-mini energy futures

Y. Tse, Ju Xiang, 2005 .