| Intraday ETF trading and the volatility of the underlying R Wermers, J Xue Work. Pap., Univ. Md, 2015 | 22 | 2015 |
| Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market G Bakshi, X Gao, J Xue Journal of Financial and Quantitative Analysis 58 (4), 1808-1842, 2023 | 6 | 2023 |
| Oil and equity return predictability: The importance of dissecting oil price changes H Jiang, G Skoulakis, J Xue Robert H. Smith School Research Paper No. RHS 2822061, 2018 | 5* | 2018 |
| “Buy the Rumor, Sell the News”: Liquidity Provision by Bond Funds Following Corporate News Events AG Huang, R Wermers, J Xue SMU Cox School of Business Research Paper, 2023 | 2 | 2023 |
| Volatility uncertainty and VIX futures contango G Bakshi, J Crosby, X Gao, J Xue Fox School of Business Research Paper Forthcoming, SMU Cox School of …, 2021 | 2 | 2021 |
| Predicting the behavior of dealers in over-the-counter corporate bond markets Y Lin, J Xue, L Raschid Proceedings of the First ACM International Conference on AI in Finance, 1-3, 2020 | 2 | 2020 |
| Measuring and understanding uncertainty of uncertainty X Gao, J Xue Technical report, 2017 | 2 | 2017 |
| Mutual Fund Flows and Investor Disappointment H Bessembinder, S Chen, MJ Cooper, J Xue, F Zhang | 1 | 2023 |
| Dealer Specialization and Market Segmentation C Jotikasthira, CT Lundblad, J Xue Available at SSRN 4636821, 2023 | | 2023 |
| Measuring Liquidity Provision by Customers in Corporate Bond Markets: Evidence from 54 Million Transactions J Xue Paris December 2019 Finance Meeting EUROFIDAI, 2019 | | 2019 |
| Understanding Trading Interactions and Behavior in Over-the-Counter Markets CH Chen, L Raschid, J Xue Proceedings of the 5th Workshop on Data Science for Macro-modeling with …, 2019 | | 2019 |
