| Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index X Luo, S Qin Finance Research Letters 20, 29-34, 2017 | 161 | 2017 |
| A two-step Adomian decomposition method XG Luo Applied Mathematics and Computation 170 (1), 570-583, 2005 | 97 | 2005 |
| The term structure of VIX X Luo, JE Zhang Journal of Futures Markets 32 (12), 1092-1123, 2012 | 84 | 2012 |
| Revisit on partial solutions in the Adomian decomposition method: solving heat and wave equations XG Luo, QB Wu, BQ Zhang Journal of Mathematical Analysis and Applications 321 (1), 353-363, 2006 | 51 | 2006 |
| Experimentation with two-step Adomian decomposition method to solve evolution models BQ Zhang, QB Wu, XG Luo Applied Mathematics and Computation 175 (2), 1495-1502, 2006 | 42 | 2006 |
| Is warrant really a derivative? Evidence from the Chinese warrant market EC Chang, X Luo, L Shi, JE Zhang Journal of Financial Markets 16 (1), 165-193, 2013 | 40 | 2013 |
| The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market X Luo, S Qin, Z Ye Finance Research Letters 19, 105-111, 2016 | 33 | 2016 |
| A note on the new iteration method for solving algebraic equations XG Luo Applied Mathematics and Computation 171 (2), 1177-1183, 2005 | 30 | 2005 |
| Sell in May and go away: Evidence from China B Guo, X Luo, Z Zhang Finance Research Letters 11 (4), 362-368, 2014 | 29 | 2014 |
| Consistent pricing of VIX and equity derivatives with the 4/2 stochastic volatility plus jumps model W Lin, S Li, X Luo, S Chern Journal of Mathematical Analysis and Applications 447 (2), 778-797, 2017 | 28 | 2017 |
| Forecasting the term structure of Chinese Treasury yields X Luo, H Han, JE Zhang Pacific-Basin Finance Journal 20 (5), 639-659, 2012 | 27 | 2012 |
| Instantaneous squared VIX and VIX derivatives X Luo, JE Zhang, W Zhang Journal of Futures Markets 39 (10), 1193-1213, 2019 | 26 | 2019 |
| Expected stock returns and forward variance X Luo, JE Zhang Journal of Financial Markets 34, 95-117, 2017 | 22 | 2017 |
| Predicting volatility of the Shanghai silver futures market: What is the role of the US options market? X Luo, Z Ye Finance Research Letters 15, 68-77, 2015 | 21 | 2015 |
| Volatility index and the return–volatility relation: Intraday evidence from Chinese options market J Li, X Yu, X Luo Journal of Futures Markets 39 (11), 1348-1359, 2019 | 20 | 2019 |
| Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market C Fan, X Luo, Q Wu International Review of Economics & Finance 49, 1-16, 2017 | 18 | 2017 |
| The restrictions and improvement of the Adomian decomposition method BQ Zhang, XG Luo, QB Wu Applied mathematics and computation 177 (1), 99-104, 2006 | 14 | 2006 |
| The dynamic correlations between the G7 economies and China: Evidence from both realized and implied volatilities X Luo, X Qi Journal of Futures Markets 37 (10), 989-1002, 2017 | 12 | 2017 |
| What determines the issue price of lease asset-backed securities in China? L Yang, R Wang, Z Chen, X Luo International Review of Financial Analysis 72, 101583, 2020 | 11 | 2020 |
| Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets F Zhu, Y Zhu, X Jin, X Luo Finance Research Letters 24, 25-33, 2018 | 11 | 2018 |
