← All authors Qi Xu Vanderbilt University (from arXiv:2105.09445, 2021) · ORCID · OpenAlex
24 papers in scope · 23 published · 3 on the econ.EM arXiv · 146 citations · h-index 7 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Maciej Beręsewicz S. Derya Uysal Julian Martinez-Iriarte Yixiao Sun Tymon Słoczyński Difang Huang Pedro H. C. Sant’Anna Jeffrey M. Wooldridge Xiaojun Song Gabriel Montes-Rojas Sungwon Lee Xiaojung Song Liyang Sun Brantly Callaway Sina Akbari Negar Kiyavash Jonathan Roth Javier Alejo Gayani Ishara Rathnayake Takuya Ura Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 24)
Multi-Task Learning for Heterogeneous Multi-Source Block-Wise Missing Data
published 2025 · Journal of Computational and Graphical Statistics
with Yang Sui, Yang Bai, Annie Qu
published 2025 · Journal of Econometrics · 4 citations · first circulated 2023
The real side of black swans: Tail risk and corporate investment
published 2025 · Journal of Banking & Finance · 2 citations
with Yuan Jun, Liuyong Yang
Individualized Time‐Varying Nonparametric Model With an Application in Mobile Health
published 2025 · Statistics in Medicine
with Jenifer Rim, Xiwei Tang, Yuqing Guo, Annie Qu
Differentially expressed heterogeneous overdispersion genes testing for count data
published 2024 · PLoS ONE · 1 citations · first circulated 2023
with Yubai Yuan, Agaz H. Wani, Jan Dahrendorff, Chengqi Wang, Arlina Shen, Janelle Donglasan, Sarah C. Burgan, Zachary Graham, Monica Uddin, Derek E. Wildman, Annie Qu, Jan Dahrendor, …
Individualized dynamic latent factor model for multi-resolutional data with application to mobile health
published 2024 · Biometrika · 5 citations
with J Zhang, Fei Xue, J Lee, Annie Qu
Multi-label residual weighted learning for individualized combination treatment rule
published 2024 · Electronic Journal of Statistics
with Xiaoke Cao, Geping Chen, Hanqi Zeng, Haoda Fu, Annie Qu
Optimal individualized treatment rule for combination treatments under budget constraints
published 2023 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1 citations
with Haoda Fu, Annie Qu
Commodity network and predictable returns
published 2023 · Journal of Futures Markets · 6 citations
with Yang Ye
Crowdsourcing Utilizing Subgroup Structure of Latent Factor Modeling
published 2023 · Journal of the American Statistical Association · 1 citations
with Yubai Yuan, Junhui Wang, Annie Qu
Probability weighting in commodity futures markets
published 2023 · Journal of Futures Markets · 1 citations
with Jun Yuan, Ying Wang
Industry variance risk premium, cross‐industry correlation, and expected returns
published 2022 · Journal of Futures Markets · 1 citations
with Yabei Zhu, Xingguo Luo
published 2022 · Journal of Applied Econometrics · 17 citations · first circulated 2018
Does prospect theory explain mutual fund performance? Evidence from China
published 2022 · Pacific-Basin Finance Journal · 13 citations
with Yu Bin, Yifan Shen, Xuejun Jin
Currency volatility and global technological innovation
published 2022 · Journal of International Economics · 21 citations · first circulated 2020
with Po-Hsuan Hsu, Mark P. Taylor, Zigan Wang
Weighted Least Squares Realized Covariation Estimation
published 2022 · Journal of Banking & Finance · 5 citations
with Yifan Li, Ingmar Nolte, Michalis Vasios, Valeri Voev
Short-run pain, long-run gain: Desulfurization investment and productivity
published 2021 · Energy Economics · 7 citations
with Youxing Huang, Yanping Zhao
The real effects of exchange rate risk on corporate investment: International evidence
published 2021 · Journal of International Money and Finance · 5 citations
working paper 2021 · arXiv · 1 citations
Managing volatility in commodity momentum
published 2021 · Journal of Futures Markets · 7 citations
with Ying Wang
Upper record values from the generalized Pareto distribution and associated statistical inference
published 2020 · Communications in Statistics - Simulation and Computation · 1 citations
with Xu Zhao, Shaojie Wei, Weihu Cheng, Pengyue Zhang, Yang Zhang
Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares
published 2020 · Journal of Futures Markets · 8 citations
with Xingguo Luo, Xiaoli Yu, Shihua Qin
Foreign entry and bank competition on financial products in China: A model of bank size
published 2018 · Pacific-Basin Finance Journal · 11 citations
with Xudong Chen, Liming Yao, XU Zhen-ye
The economic value of volatility timing with realized jumps
published 2015 · Journal of Empirical Finance · 28 citations
with Ingmar Nolte
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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