许瞭，副研究员（副高），博士。
研究方向：金融市场稳定、市场微观结构、交易所交易基金
成果展示：
[1] Chen, J., Xu, L., Zhao, Y., 2020. Do ETF flows increase market efficiency? Evidence from China. Accounting and Finance 60, 4795-4819. (SSCI Q2)
[2] Zhang, X., Ouyang, R., Liu, D., Xu, L., 2020. Corporate default risk in China. Economic Modelling 92, 87-98. (SSCI Q2)
[3] Xu, L., Xu, L., Zhao, J., Zhao, Y., 2020. Information-based trading and information propagation: Evidence from the exchange traded fund market. International Review of Financial Analysis 70,101495. (SSCI Q1)
[4] Xu, L., Gao, H., Shi, Y., Zhao, Y., 2020. The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. Economic Modelling 85, 400-408. (SSCI Q2)
[5] Xu, L., Yin, X., Zhao, J., 2019. The sidedness and informativeness of ETF trading and market efficiency of their underlying indexes. Pacific-Basin Finance Journal 58, 101217. (SSCI Q1)
[6] Xu. L., Yin, X., Zhao, J., 2019. Differently motivated exchange traded fund trading activities and the volatility of the underlying index. Accounting and Finance 59, 859-886. (SSCI Q2)
[7] Wang, H., Xu, L., 2019. Do exchange-traded fund flows increase the volatility of the underlying index? Evidence from the emerging market in China. Accounting and Finance 58, 1525-1548. (SSCI Q2)
[8] Xu, L., Yin, X., 2017. Does ETF trading affect the efficiency of the underlying index? International Review of Financial Analysis 51, 82-101. (SSCI Q1)
[9] Xu, L., Yin, X., 2017. Exchange traded funds and stock market volatility. International Review of Finance 17, 525-560. (SSCI Q3)