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Yaofei Xu

Assistant Professor, Option pricing and volatility forecasting

Calculated based on number of publications stored in Pure and citations from Scopus
20192025

Research activity per year

  • 8 Article
  • 6 Conference Proceeding
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Conference Proceeding

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  • 2025

    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

  • 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

  • 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

  • 2024

    Cross-Sectional Variation of Risk-targeting Option Portfolios

    Wu, L. & Xu, Y., 2024, FMA 2024 conference on derivatives & volatility; 13th International Conference on Futures and Derivatives; IFABS 2024 Shanghai Conference.

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

  • Predict Stock Return Variance Across the Information Cycle

    Wu, L. & Xu, Y., Jul 2024, China International Conference in Finance (CICF) .

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

  • Relative Asset Valuation: A Global Perspective

    Hong, Y., Xu, Y. & Zhang, Z., Dec 2024, IFABS 2024 Shanghai Conference.

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review