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Luo, Jian, Ye, Xiaoxia 
ORCID: 0000-0003-4849-2553 and Hu, May
(2016)
Counter-Credit-Risk Yield Spreads: A Puzzle in China's Corporate Bond Market.
INTERNATIONAL REVIEW OF FINANCE, 16 (2).
203 - 241.
Ye, Xiaoxia ORCID: 0000-0003-4849-2553, Yu, Fan and Zhao, Ran ORCID: 0000-0001-8502-0024
(2022)
Credit Derivatives and Corporate Default Prediction.
Journal of Banking & Finance.
106418 - 106418.
Newton, David, Platanakis, Emmanouil, Stafylas, Dimitrios, Sutcliffe, Charles and Ye, Xiaoxia ORCID: 0000-0002-5024-6186
(2021)
Hedge Fund Strategies, Performance Diversification: A Portfolio Theory & Stochastic Discount Factor Approach.
The British Accounting Review.
101000 - 101000.
Platanakis, Emmanouil, Sutcliffe, Charles and Ye, Xiaoxia ORCID: 0000-0002-5024-6186
(2021)
Horses for courses: Mean-variance for asset allocation and 1/N for stock selection.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 288 (1).
302 - 317.
Ahmed, Shamim ORCID: 0000-0003-3712-5213, Bu, Ziwen and Ye, Xiaoxia ORCID: 0000-0002-5024-6186
(2022)
Illiquidity, R&D investment, and stock returns.
Journal of Money, Credit and Banking.
Chun, Albert Lee, Namvar, Ethan, Ye, Xiaoxia ORCID: 0000-0002-5024-6186 and Yu, Fan
(2019)
Modeling Municipal Yields With (and Without) Bond Insurance.
Management Science, 65 (8).
3449 - 3947.
Li, Haitao, Ye, Xiaoxia ORCID: 0000-0002-5024-6186 and Yu, Fan
(2020)
Unifying Gaussian Dynamic Term Structure Models from a Heath-Jarrow-Morton Perspective.
European Journal of Operational Research, 286 (3).
1153 - 1167.