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Xinfeng Ruan

Xi'an Jiaotong-Liverpool University

H指数:12

被引数:444

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When fears diverge: Bond-equity relative uncertainty and stock market returns

当恐惧分歧：债券-股票相对不确定性及股票市场收益

International Review of Financial Analysis

IF9.8

2026-07-010

PRE

The rare disaster concern index: RIX

罕见灾难关注指数：RIX

Global Finance Journal

IF5.5

2025-12-020

OAAI

Sentiment and uncertainty: Evidence from China

情绪与不确定性：来自中国的证据

Pacific-Basin Finance Journal

IF5.3

2025-11-060

PRE

Predicting Market Returns Using Covariance Asymmetry Risk Premium

利用协方差不对称风险溢价预测市场回报

JOURNAL OF FUTURES MARKETS

IF2.3

2025-11-010

PRE

Merton (1976) implied jump

JOURNAL OF ECONOMIC DYNAMICS & CONTROL

IF2.3

2025-10-010

PRE

Option profit and loss attribution and pricing in the Chinese options market

期权盈亏归因与定价：中国期权市场

PACIFIC-BASIN FINANCE JOURNAL

IF5.3

2025-01-010

PRE

Smirking in the energy market: Evidence from the Chinese crude oil options market

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2024-11-010

OAAI

Do short-term market swings improve realized volatility forecasts?

FINANCE RESEARCH LETTERS

IF6.9

2023-12-012

OAAI

Carr and Wu's (2020) framework in the oil ETF option market

JOURNAL OF COMMODITY MARKETS

IF4.5

2023-09-011

PRE

The COVID-19 risk in the cross-section of equity options

FINANCE RESEARCH LETTERS

IF6.9

2023-05-010

OAAI

Risk-neutral moments and return predictability: International evidence

JOURNAL OF FORECASTING

IF2.7

2022-11-300

OAAI

National air pollution and the cross-section of stock returns in China

JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE

IF4.7

2021-12-0112

PRE

Dynamic portfolio choice and information trading with recursive utility

ECONOMIC MODELLING

IF4.7

2021-05-013

PREAI

Implied volatility smirk in the Australian dollar market

ACCOUNTING AND FINANCE

IF2.6

2021-01-061

PREAI

Ambiguity on uncertainty and the equity premium

FINANCE RESEARCH LETTERS

IF6.9

2021-01-015

PREAI

Moment spreads in the energy market

ENERGY ECONOMICS

IF14.2

2019-06-014

PREAI

Risk-neutral moments in the crude oil market

ENERGY ECONOMICS

IF14.2

2018-05-0116

PREAI

Equilibrium asset pricing under the Levy process with stochastic volatility and moment risk premiums

ECONOMIC MODELLING

IF4.7

2016-04-0111

PREAI

optimal portfolio and consumption with habit formation in a jump diffusion marketoptimal portfolio and consumption with habit formation in a jump diffusion market (vol 222, pg 391, 2013)

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2014-04-010

PREAI

Optimal portfolio and consumption with habit formation in a jump diffusion market

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2013-10-014

PREAI