lu****@zj****.edu & No phone number available.

Xingguo Luo

https://person.zju.edu.cn/xingguo Research Interests: Asset Pricing, VIX and its Futures and Options，Derivatives and Credit Risk Publications: 1. Expected stock returns and forward... | Hangzhou, Hangzhou, China

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Xingguo Luo’s Emails lu****@zj****.edu

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Xingguo Luo’s Location Hangzhou, Hangzhou, China

Xingguo Luo’s Expertise https://person.zju.edu.cn/xingguo Research Interests: Asset Pricing, VIX and its Futures and Options，Derivatives and Credit Risk Publications: 1. Expected stock returns and forward variance, Journal of Financial Markets, 2017. 2. The dynamics correlations between the G7 economies and China: Evidence from both realized and implied volatilities, Journal of Futures Markets, 2017. 3. Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market, International Reivew of Economics and Finance, 2017. (Lead article) 4. The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market, Finance Research Letters, 2016. 5. Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?, Finance Research Letters, 2015 6. Sell in May and Go Away: Evidence from China, Finance Research Letters, 2014 7. Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market, Journal of Financial Markets, 2013 8. The Term Structure of VIX, Journal of Futures Markets, 2012 (Lead article) 9. Forecasting the Term Structure of Chinese Treasury Yields, Pacific-Basin Finance Journal, 2012 (Lead article) 10. The Dynamics of Long Forward Rate Term Structures, Journal of Futures Markets, 2010

Xingguo Luo’s Current Industry Zhejiang University

Xingguo Luo’s Prior Industry
Zhejiang University

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Work Experience

Zhejiang University

Associate Professor of Finance

Thu Jan 01 2015 00:00:00 GMT+0000 (Coordinated Universal Time) — Present

Zhejiang University

Assistant Professor of Finance

Wed Aug 01 2012 00:00:00 GMT+0000 (Coordinated Universal Time) — Mon Dec 01 2014 00:00:00 GMT+0000 (Coordinated Universal Time)

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Xingguo Luo Email Addresses

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FAQ About Xingguo Luo

Xingguo Luo is located at
Hangzhou, Hangzhou, China

Xingguo Luo is a
https://person.zju.edu.cn/xingguo Research Interests: Asset Pricing, VIX and its Futures and Options，Derivatives and Credit Risk Publications: 1. Expected stock returns and forward variance, Journal of Financial Markets, 2017. 2. The dynamics correlations between the G7 economies and China: Evidence from both realized and implied volatilities, Journal of Futures Markets, 2017. 3. Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market, International Reivew of Economics and Finance, 2017. (Lead article) 4. The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market, Finance Research Letters, 2016. 5. Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?, Finance Research Letters, 2015 6. Sell in May and Go Away: Evidence from China, Finance Research Letters, 2014 7. Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market, Journal of Financial Markets, 2013 8. The Term Structure of VIX, Journal of Futures Markets, 2012 (Lead article) 9. Forecasting the Term Structure of Chinese Treasury Yields, Pacific-Basin Finance Journal, 2012 (Lead article) 10. The Dynamics of Long Forward Rate Term Structures, Journal of Futures Markets, 2010 Zhejiang University

Xingguo Luo currently works in the
Zhejiang University

Xingguo Luo specializes in
https://person.zju.edu.cn/xingguo Research Interests: Asset Pricing, VIX and its Futures and Options，Derivatives and Credit Risk Publications: 1. Expected stock returns and forward variance, Journal of Financial Markets, 2017. 2. The dynamics correlations between the G7 economies and China: Evidence from both realized and implied volatilities, Journal of Futures Markets, 2017. 3. Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market, International Reivew of Economics and Finance, 2017. (Lead article) 4. The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market, Finance Research Letters, 2016. 5. Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?, Finance Research Letters, 2015 6. Sell in May and Go Away: Evidence from China, Finance Research Letters, 2014 7. Is Warrant Really a Derivative? Evidence from the Chinese Warrant Market, Journal of Financial Markets, 2013 8. The Term Structure of VIX, Journal of Futures Markets, 2012 (Lead article) 9. Forecasting the Term Structure of Chinese Treasury Yields, Pacific-Basin Finance Journal, 2012 (Lead article) 10. The Dynamics of Long Forward Rate Term Structures, Journal of Futures Markets, 2010