Photo of Dr Xi Fu

Dr Xi Fu

Lecturer in Finance Finance and Accounting

    Publications

    2020

    Economic Uncertainty: Mispricing and Ambiguity Premium (Journal article)

    Cai, C. X., Kerestecioglu, S., & Fu, X. (2020). Economic Uncertainty: Mispricing and Ambiguity Premium.

    Real Estate Illiquidity and Returns: A Time-varying Regional Perspective (Journal article)

    Ellington, M., Fu, X., & Zhu, Y. (2020). Real Estate Illiquidity and Returns: A Time-varying Regional Perspective.

    2019

    The Information Role of Earnings Conference Call Tone: Evidence from Stock Price Crash Risk (Journal article)

    Fu, X., Wu, X., & Zhang, Z. (2019). The Information Role of Earnings Conference Call Tone: Evidence from Stock Price Crash Risk. Journal of Business Ethics. doi:10.1007/s10551-019-04326-1

    DOI: 10.1007/s10551-019-04326-1

    CFO cultural background and stock price crash risk (Journal article)

    Fu, X., & Zhang, Z. (2019). CFO cultural background and stock price crash risk. Journal of International Financial Markets, Institutions and Money, 62, 74-93. doi:10.1016/j.intfin.2019.05.001

    DOI: 10.1016/j.intfin.2019.05.001

    Does the Volatility of Volatility Risk Forecast Future Stock Returns? (Journal article)

    Bu, R., Fu, X., & Jawadi, F. (2019). Does the Volatility of Volatility Risk Forecast Future Stock Returns?. Journal of International Financial Markets, Institutions and Money, 61, 16-36. doi:10.1016/j.intfin.2019.02.001

    DOI: 10.1016/j.intfin.2019.02.001

    Broadcast Media and Asset Prices: The Effect of an Anti-Corruption Message in China (Journal article)

    Conyon, M. J., Fu, X., He, M., & Zhang, Z. (2019). Broadcast Media and Asset Prices: The Effect of an Anti-Corruption Message in China.

    2016

    Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures (Journal article)

    Fu, X., Sandri, M., & Shackleton, M. B. (2016). Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures. Journal of Futures Markets, 36(11), 1029-1056. doi:10.1002/fut.21772

    DOI: 10.1002/fut.21772

    Option-Implied Volatility Measures and Stock Return Predictability (Journal article)

    Fu, X., Arisoy, Y. E., Shackleton, M. B., & Umutlu, M. (2016). Option-Implied Volatility Measures and Stock Return Predictability. Journal of Derivatives, 24(1), 58-78. doi:10.3905/jod.2016.24.1.058

    DOI: 10.3905/jod.2016.24.1.058