Xundi Diao - Publications, H-index & Citations

Xundi Diao

Shanghai Jiao Tong University

10H指数

47论文数

769被引数

收录论文 17

发表时间

The time-varying role of implied volatility curvature in information flow: Evidence in China 隐含波动率曲率在信息流中的时变作用：来自中国的证据

Pacific-Basin Finance Journal

IF5.3

2026-07-01

PREAI

Kim, Hyeyun; Diao, Xundi; Zhou, Yaping

Exploring low returns in SSE 50ETF options away from the money: the role of variance and jump risk premiums 探索上证50ETF期权虚值低收益现象：波动率与跳跃风险溢价的作用

North American Journal of Economics and Finance

IF3.9

2026-05-28

PREAI

Yaping Zhou; Xundi Diao

Multidimensional perspective of motivation, digital innovation, and sustainable internet consumer finance on consumer online buying behavior 动机、数字创新和可持续互联网消费者金融对消费者在线购买行为的多元化视角

environment, development and sustainability

IF0

2026-05-04

PREAI

Hafeez Ullah; Lu Liu; Xundi Diao; Xiaodong Yang; Hasnain Abbas

IPO Breaking Anomaly in China: A Prospectus-Based Textual Analysis

ACCOUNTING AND FINANCE

IF2.6

2025-03-01

PREAI

Diao, Xundi; Cai, Meiling

Nexus between green innovation, policy stability, and environmental sustainability on sustainable economic growth: the case of China 绿色创新、政策稳定性与环境可持续性对可持续经济增长的关联：中国案例

CLEAN TECHNOLOGIES AND ENVIRONMENTAL POLICY

IF3.9

2025-02-23

PREAI

Ullah, Hafeez; Diao, Xundi; Shahzad, Umeair; Iqbal, Farwa

Volatility forecast with the regularity modifications

FINANCE RESEARCH LETTERS

IF6.9

2023-12-01

PREAI

Zhu, Qinwen; Diao, Xundi; Wu, Chongfeng

Role of OTC options in stock price efficiency: Evidence from the Chinese market

ACCOUNTING AND FINANCE

IF2.6

2023-06-05

PREAI

Zhou, Yaping; Diao, Xundi; Lv, Dayong

The impacts of investor network and herd behavior on market stability: Social learning, network structure, and heterogeneity 投资者网络和羊群行为对市场稳定性的影响: 社会学习、网络结构和异质性

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2023-05-01

PREAI

Gong, Qingbin; Diao, Xundi

From Stochastic to Rough Volatility: A New Deep Learning Perspective on Hedging

FRACTAL AND FRACTIONAL

IF3.3

2023-03-02

OAAI

Zhu, Qinwen; Diao, Xundi

Structural break in different stock index markets in China?

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2023-03-01

PREAI

Li, Boyan; Diao, Xundi

Multidimensional perspective of social capital and quality of financial decision on corporate value: The case of Pakistan

FRONTIERS IN ENVIRONMENTAL SCIENCE

IF3.7

2022-10-10

OAAI

Zhang, Jiewei; Ulllah, Hafeez; Diao, Xundi; Abbas, Hasnain

Heterogeneous investor attention and post earnings announcement drift: Evidence from China

ECONOMIC MODELLING

IF4.7

2022-05-01

PREAI

Chen, Xing; Diao, Xundi; Wu, Chongfeng

Market segmentation and supply-chain predictability: evidence from China

ACCOUNTING AND FINANCE

IF2.6

2019-05-11

PREAI

Li, Chenchen; Li, Rui; Diao, Xundi; Wu, Chongfeng

Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector

ECONOMIC MODELLING

IF4.7

2015-12-01

PREAI

Tong, Bin; Diao, Xundi; Wu, Chongfeng

Forecasting the real prices of crude oil under economic and statistical constraints

ENERGY ECONOMICS

IF14.2

2015-09-01

PREAI

Wang, Yudong; Liu, Li; Diao, Xundi; Wu, Chongfeng

Development of an optimal trajectory model for spray painting on a free surface

COMPUTERS & INDUSTRIAL ENGINEERING

IF6.5

2009-08-01

PREAI

Diao, X. D.; Zeng, S. X.; Tam, Vivian W. Y.

EKC analysis for studying economic growth and environmental quality: a case study in China 经济增长与环境质量研究的EKC分析 -- 以中国为例

JOURNAL OF CLEANER PRODUCTION

IF10

2009-03-01

241

PREAI

Diao, X. D.; Zeng, S. X.; Tam, C. M.; Tam, Vivian W. Y.

研究方向