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Number of items: 9.


Luo, Jian, Ye, Xiaoxia ORCID: 0000-0002-5024-6186 and Hu, May
(2016) Counter-Credit-Risk Yield Spreads: A Puzzle in China's Corporate Bond Market. INTERNATIONAL REVIEW OF FINANCE, 16 (2). pp. 203-241.


Ye, Xiaoxia ORCID: 0000-0002-5024-6186, Yu, Fan and Zhao, Ran ORCID: 0000-0001-8502-0024
(2022) Credit Derivatives and Corporate Default Prediction. Journal of Banking & Finance, 138. p. 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, 53 (5). p. 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). pp. 302-317.


Ahmed, Shamim ORCID: 0000-0003-3712-5213, Bu, Ziwen and Ye, Xiaoxia ORCID: 0000-0002-5024-6186
(2023) 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). pp. 3449-3947.


Ahmed, Shamim ORCID: 0000-0003-3712-5213, Bu, Ziwen and Ye, Xiaoxia ORCID: 0000-0002-5024-6186
(2023) Product Market Competition, Labor Mobility, and the Cross-Section of Stock Returns. The Review of Asset Pricing Studies, 13 (3). pp. 440-480.


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). pp. 1153-1167.


Imerman, Michael B, Ye, Xiaoxia and Zhao, Ran ORCID: 0000-0001-8502-0024
(2023) Voluntary Disclosures and Climate Change Uncertainty: Evidence from CDS Premiums. [Preprint]

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