Projects per year
Personal profile
Personal profile
Yaofei Xu received his Ph.D. from the University of Glasgow in 2021. His research interests are mainly related to quantitative finance. He is also interested in applying theory in the real capital market.
Research interests
Option Pricing
Asset Pricing
Credit Risk
Fundamental Valuation
Market Microstructure
Term Structure Modeling
Experience
Assistant Professor, Xian Jiaotong Liverpool University (2023‐Present)
Awards and honours
Visiting Scholar, Baruch College, City University of New York, USA, 2019-2020
Education/Academic qualification
PhD in Finance, University of Glasgow, 2021
MSc in Financial Engineering, University of London, Birkbeck, 2016
MSc in Finance and Investment, University of Nottingham, 2013
Person Types
- Staff
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Collaborations and top research areas from the last five years
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Projects
- 1 Active
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Cross-Sectional Variation of Stock Option Risk Premium
1/01/24 → 31/12/26
Project: Internal Research Project
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Greeks-Neutral Option Excess Returns
Xu, Y., Hong, Y., Liu, P. & Zhang, Z., Apr 2025, (Accepted/In press) In: Journal of Futures Markets.Research output: Contribution to journal › Article › peer-review
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Hedge Ratios on CDS Contract
Xu, Y., May 2025, (Submitted) 2025 4th Asia International finance conference.Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
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How Institutional Investors Impact Stocks: Evidence from Chinese Mutual Funds
Xu, Y., Bai, L., Hong, Y. & Zhang, Z., May 2025, (Submitted) 2025 First Conference on Contemporary Financial Development Trends and Transformations (CFDTT).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
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Identifying Stock Option Mispricing at a Large Cross Section
Xu, Y., Wang, S., Zhang, D. & Li, Z., May 2025, (Accepted/In press) In: Journal of Futures Markets.Research output: Contribution to journal › Article › peer-review
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Imag(in)ing Volatility Dynamics
Xu, Y., May 2025, (Submitted) 2025 First Conference on Contemporary Financial Development Trends and Transformations (CFDTT).Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review