Tail-risk spillovers in cryptocurrency markets Q Xu, Y Zhang, Z Zhang Finance Research Letters, 101453, 2020 | 110 | 2020 |
The impact of investor structure on stock price crash sensitivity: Evidence from China's stock market N Pan, Q Xu, H Zhu Journal of Management Science and Engineering 6 (3), 312-323, 2021 | 31 | 2021 |
Tail-event driven network of cryptocurrencies and conventional assets W Jiang, Q Xu, R Zhang Finance Research Letters 46, 102424, 2022 | 20 | 2022 |
Contagion effect of systemic risk among industry sectors in China’s stock market Q Xu, H Yan, T Zhao The North American Journal of Economics and Finance 59, 101576, 2022 | 20 | 2022 |
Panel data models with cross-sectional dependence: A selective review QH Xu, ZW Cai, Y Fang Applied Mathematics-A Journal of Chinese Universities 31 (2), 127-147, 2016 | 19 | 2016 |
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence Z Cai, Y Fang, Q Xu Journal of Econometrics 227 (1), 114-133, 2022 | 14 | 2022 |
Do hometown connections affect corporate governance? Evidence from Chinese Listed Companies Q Xu, L Deng, S Li, W Huang International Review of Economics & Finance, 2021 | 11 | 2021 |
Forecasting major Asian exchange rates using a new semiparametric STAR model N Cai, Z Cai, Y Fang, Q Xu Empirical Economics 48, 407-426, 2015 | 7 | 2015 |
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation Q Xu, Z Cai, Y Fang Econometric Reviews 40 (10), 919-943, 2021 | 3 | 2021 |
尾部风险承担与基金网络 陆艺升, 徐秋华, 罗荣华 经济学(季刊), 2022 | | 2022 |