Jinming Xue

Measuring Liquidity Provision by Customers in Corporate Bond Markets: Evidence from 54 Million Transactions

Jinming Xue, 2019 .

An Approach to Measure the Expectation of Generic Functions of the Market Return

Xiaohui Gao Bakshi, Jinming Xue, G. Bakshi, 2017 .

Intraday ETF Trading and the Volatility of the Underlying*

R. Wermers, Jinming Xue, Russ Wermers, 2015 .

Oil and Equity Return Predictability: The Importance of Dissecting Oil Price Changes

Georgios Skoulakis, Jinming Xue, Haibo Jiang, 2017 .

Recovery

Xiaohui Gao Bakshi, Jinming Xue, G. Bakshi, 2019, SSRN Electronic Journal.

Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market

Xiaohui Gao, Jinming Xue, G. Bakshi, 2022, Journal of Financial and Quantitative Analysis.