Xiaoquan Liu

987 total citations
61 papers, 636 citations indexed

About

Xiaoquan Liu is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Xiaoquan Liu has authored 61 papers receiving a total of 636 indexed citations (citations by other indexed papers that have themselves been cited), including 49 papers in Finance, 41 papers in Economics and Econometrics and 14 papers in General Economics, Econometrics and Finance. Recurrent topics in Xiaoquan Liu's work include Market Dynamics and Volatility (34 papers), Financial Markets and Investment Strategies (29 papers) and Financial Risk and Volatility Modeling (24 papers). Xiaoquan Liu is often cited by papers focused on Market Dynamics and Volatility (34 papers), Financial Markets and Investment Strategies (29 papers) and Financial Risk and Volatility Modeling (24 papers). Xiaoquan Liu collaborates with scholars based in China, United Kingdom and Hong Kong. Xiaoquan Liu's co-authors include Wuyi Ye, Mark B. Shackleton, Ying Jiang, Stephen J. Taylor, Xinzhong Xu, Emmanuel Haven, Yi Cao, Jia Zhai, Miao Bai-qi and Chenghu Ma and has published in prestigious journals such as Biomaterials, European Journal of Operational Research and Journal of Banking & Finance.

In The Last Decade

Xiaoquan Liu

55 papers receiving 614 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Xiaoquan Liu China	13	401	350	111	99	65	61	636
Ioannis Kyriakou United Kingdom	16	306 0.8×	339 1.0×	101 0.9×	102 1.0×	57 0.9×	52	635
David Turkington United States	11	377 0.9×	263 0.8×	141 1.3×	82 0.8×	73 1.1×	53	495
Giacomo Sbrana France	9	195 0.5×	375 1.1×	104 0.9×	187 1.9×	39 0.6×	37	575
Shusheng Ding China	17	171 0.4×	302 0.9×	112 1.0×	99 1.0×	63 1.0×	40	552
Maurice Peat Australia	14	306 0.8×	419 1.2×	68 0.6×	51 0.5×	134 2.1×	35	669
Rand Kwong Yew Low Australia	11	309 0.8×	305 0.9×	116 1.0×	79 0.8×	51 0.8×	30	480
Martin B. Haugh United States	13	499 1.2×	265 0.8×	229 2.1×	69 0.7×	117 1.8×	41	815
Jianmin He China	13	222 0.6×	339 1.0×	107 1.0×	50 0.5×	65 1.0×	56	573
Andrea Tamoni United States	13	462 1.2×	483 1.4×	159 1.4×	194 2.0×	119 1.8×	59	702
Andreas Pick Netherlands	14	235 0.6×	425 1.2×	95 0.9×	285 2.9×	61 0.9×	34	624

Countries citing papers authored by Xiaoquan Liu

Since Specialization

Citations

This map shows the geographic impact of Xiaoquan Liu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Xiaoquan Liu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Xiaoquan Liu more than expected).

Fields of papers citing papers by Xiaoquan Liu

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Xiaoquan Liu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Xiaoquan Liu. The network helps show where Xiaoquan Liu may publish in the future.

Co-authorship network of co-authors of Xiaoquan Liu

This figure shows the co-authorship network connecting the top 25 collaborators of Xiaoquan Liu. A scholar is included among the top collaborators of Xiaoquan Liu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Xiaoquan Liu. Xiaoquan Liu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Jiang, Ying, et al.. (2025). Factor Momentum in Commodity Futures Markets. Journal of Futures Markets. 45(11). 1934–1969.

Liu, Xiaoquan, et al.. (2024). Uncertainty and macroeconomic forecasts: Evidence from survey data. Journal of Economic Behavior & Organization. 224. 463–480. 1 indexed citations

Yang, Wu, et al.. (2024). Uncertainty quantification based on active subspace dimensionality-reduction method for high-dimensional geometric deviations of compressors. Physics of Fluids. 36(10).

Gong, Yihang, Yusheng Cheng, Fanxin Zeng, et al.. (2024). A self-gelling hemostatic powder boosting radiotherapy-elicited NK cell immunity to combat postoperative hepatocellular carcinoma relapse. Biomaterials. 317. 123068–123068. 7 indexed citations

Wu, Mian, Wenli Huang, Xiaoquan Liu, & Qingxin Meng. (2024). Firm connection and equity return predictability – Graph-based machine learning methods. The British Accounting Review. 58(2). 101436–101436. 3 indexed citations

Yang, Wu, et al.. (2024). Sensitivity analysis and robust optimization to high-dimensional uncertainties of compressors with active subspace method. Aerospace Science and Technology. 153. 109456–109456. 2 indexed citations

Lu, Zhenyu, Ying Jiang, & Xiaoquan Liu. (2024). Commodity tail risk and equity risk premia. The Journal of Financial Research. 48(3). 1350–1407.

Jiang, Ying, et al.. (2024). Uncertainty and cross-sectional stock returns: Evidence from China. Journal of Banking & Finance. 171. 107374–107374.

Jiang, Ying, Xiaoquan Liu, & Zhenyu Lu. (2023). Financial Uncertainty and Stock Market Volatility. SSRN Electronic Journal.

10.

Liu, Xiaoquan, et al.. (2023). Forecasting stock return volatility: Realized volatility‐type or duration‐based estimators. Journal of Forecasting. 42(7). 1594–1621. 1 indexed citations

11.

Ye, Wuyi, et al.. (2022). Trading restriction and the choice for derivatives. International Review of Financial Analysis. 82. 102118–102118. 1 indexed citations

12.

Ye, Wuyi, et al.. (2020). Macroeconomic forecasts and commodity futures volatility. Economic Modelling. 94. 981–994. 10 indexed citations

13.

Cao, Yi, et al.. (2020). A two‐stage Bayesian network model for corporate bankruptcy prediction. International Journal of Finance & Economics. 27(1). 455–472. 31 indexed citations

14.

Liu, Xiaoquan, et al.. (2019). Cross-sectional return dispersion and volatility prediction. Pacific-Basin Finance Journal. 58. 101218–101218. 10 indexed citations

15.

Liu, Xiaoquan, et al.. (2018). Wavelet-based option pricing: An empirical study. European Journal of Operational Research. 272(3). 1132–1142. 17 indexed citations

16.

Liu, Xiaoquan, et al.. (2014). Option-Implied Volatilities and Stock Returns: Evidence from Industry-Neutral Portfolios. The Journal of Portfolio Management. 41(1). 65–77. 5 indexed citations

17.

Haven, Emmanuel, et al.. (2013). Revealing the Implied Risk-neutral MGF with the Wavelet Method. SSRN Electronic Journal. 1 indexed citations

18.

Liu, Xiaoquan, et al.. (2011). Enhancing credit default swap valuation with meshfree methods. European Journal of Operational Research. 214(3). 805–813. 10 indexed citations

19.

Liu, Xiaoquan, Jing‐Ming Kuo, & Jerry Coakley. (2007). Pricing Interest Rate Options. SSRN Electronic Journal. 1 indexed citations

20.

Liu, Xiaoquan. (2007). Returns to trading portfolios of FTSE 100 index options. Applied Financial Economics. 17(15). 1211–1225. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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