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Lai Xu

Assistant Professor of Finance

Room: 521
lxu100@syr.edu

Ph D, Duke University (Economics)



Selected Publications

  • "Tail Risk Premia and Return Predictability ", Journal of Financial Economics, 118, 113-134, 2015 (with Bollerslev, T., Todorov, V.)
  • "Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence", Journal of Financial and Quantitative Analysis, 49(3), 633-661, 2014 (with Bollerslev, T., Marrone, J., Zhou, H.)
  • "Stock Return and Cash Flow Predictability: The Role of Volatility Risk", Journal of Econometrics, 187(2), 458-471, 2014 (with Bollerslev, T., Zhou, H.)