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Advanced Search Results For "Pan, Xuhui (Nick)"

1 - 10 of 4 results for
 "Pan, Xuhui (Nick)"
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State Price Density Implied by Crude Oil Futures and Option Prices.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Feb2022, Vol. 35 Issue 2, p1064-1103, 40p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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Does institutional ownership predict mutual fund performance? An examination of undiscovered holdings within 13(f) reports.

Publication Type:Academic Journal

Source(s):European Financial Management; Nov2019, Vol. 25 Issue 5, p1249-1285, 37p, 11 Charts, 3 Graphs

Abstract:Copyright of European Financial Management is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, do...

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Oil volatility risk and expected stock returns.

Publication Type:Academic Journal

Source(s):Journal of Banking & Finance. Oct2018, Vol. 95, p5-26. 22p.

Abstract:Abstract After the financialization of commodity futures markets in 2004–2005 oil volatility has become a strong predictor of returns and volatility of the overall stock market. Furthermore, stocks' exposure to oil volatility risk now drives the cross-...

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The cross section of the monetary policy announcement premium.

Publication Type:Academic Journal

Source(s):Journal of Financial Economics. Jan2022, Vol. 143 Issue 1, p247-276. 30p.

Abstract:Using the expected option-implied variance reduction to measure the sensitivity of stock returns to monetary policy announcement surprises, this paper shows monetary policy announcements require significant risk compensation in the cross section of equ...

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