User profiles for Xiaoquan Liu

Xiaoquan Liu

Associate Professor in Finance
Verified email at nottingham.edu.cn
Cited by 570

Closed-form transformations from risk-neutral to real-world distributions

X Liu, MB Shackleton, SJ Taylor, X Xu - Journal of Banking & Finance, 2007 - Elsevier
Risk-neutral and real-world densities are derived from option prices and risk assumptions,
and are compared with historical densities obtained from time series. Two parametric risk-…

Ligustrazine suppresses neuron apoptosis via the Bax/Bcl‐2 and caspase‐3 pathway in PC12 cells and in rats with vascular dementia

T Zhao, Y Fu, H Sun, X Liu - IUBMB life, 2018 - Wiley Online Library
The aim of this study was to examine the comprehensive neuroprotective mechanism of
ligustrazine, which is extracted from Ligusticum Chuanxiong Hort., against vascular dementia (…

Examining how government subsidies influence firms' circular supply chain management: The role of eco-innovation and top management team

M Li, G Cao, L Cui, X Liu, J Dai - International Journal of Production …, 2023 - Elsevier
With increasing concerns about sustainability from policymakers, the industry, and the wider
society, circular supply chain management (CSCM) has been recognized as an important …

De-noising option prices with the wavelet method

E Haven, X Liu, L Shen - European Journal of Operational Research, 2012 - Elsevier
Financial time series are known to carry noise. Hence, techniques to de-noise such data
deserve great attention. Wavelet analysis is widely used in science and engineering to de-noise …

A two‐stage Bayesian network model for corporate bankruptcy prediction

Y Cao, X Liu, J Zhai, S Hua - International Journal of Finance & …, 2022 - Wiley Online Library
We develop a Bayesian network (LASSO‐BN) model for firm bankruptcy prediction. We select
financial ratios via the Least Absolute Shrinkage Selection Operator (LASSO), establish …

Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions

W Ye, X Liu, B Miao - European Journal of Operational Research, 2012 - Elsevier
In this paper, we first determine the existence of structural changes in the dependence between
time series of equity index returns of two markets using the change point testing method. …

[PDF][PDF] M2 macrophage-derived exosomal microRNA-411-5p impedes the activation of hepatic stellate cells by targeting CAMSAP1 in NASH model

Z Wan, X Yang, X Liu, Y Sun, P Yu, F Xu, H Deng - Iscience, 2022 - cell.com
Liver fibrosis is a severe stage of nonalcoholic fatty liver disease (NAFLD), which is closely
associated with the activation of hepatic stellate cells (HSCs) and their interaction with …

[HTML][HTML] Glucose variability for cardiovascular risk factors in type 2 diabetes: a meta-analysis

S Liang, H Yin, C Wei, L Xie, H He, X Liu - Journal of Diabetes & Metabolic …, 2017 - Springer
Aims It is consensus that glucose variability (GV) plays an important role in maccomplications
of type 2 diabetes, but whether GV has a causal role is not yet clear for cardiovascular …

[HTML][HTML] Drug-drug interaction extraction via hybrid neural networks on biomedical literature

H Wu, Y Xing, W Ge, X Liu, J Zou, C Zhou… - Journal of biomedical …, 2020 - Elsevier
Adverse events caused by drug-drug interaction (DDI) not only pose a serious threat to health,
but also increase additional medical care expenditure. However, despite the emergence …

Herding and market volatility

T Fei, X Liu - International Review of Financial Analysis, 2021 - Elsevier
In this paper, we explore the impact of investor herding behavior on stock market volatility.
We adopt a direct herding measure based on the variation of cross-sectional stock betas. The …