• Published

  Asymmetric effects of volatility risk on stock returns: evidence from VIX and VIX futures

  Fu, X., Sandri, M. & Shackleton, M. B., 11/2016, In: Journal of Futures Markets. 36, 11, p. 1029-1056 28 p.

  Research output: Contribution to Journal/Magazine › Journal article › peer-review

• Published

  Option implied volatility measures and stock return predictability

  Fu, X., Arisoy, Y. E., Shackleton, M. B. & Umutlu, M., 1/08/2016, In: Journal of Derivatives. 24, 1, p. 58-78 21 p.

  Research output: Contribution to Journal/Magazine › Journal article › peer-review

• Unpublished

  Empirical essays on option-implied information and asset pricing

  Fu, X., 2016, (Unpublished) Lancaster University. 243 p.

  Research output: Thesis › Doctoral Thesis

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