徐宽

Kuan Xu

Professor (Retired)

Home page: https://faculty.economics.dal.ca/kxu/index.html

Publications:

The published materials are posted for "fair use" for instructional purposes. Please check out the copyright law for other purposes. Thank you!

• (with Yongpei Cai) Net impact of COVID-19 on REIT returns. Journal of Risk and Financial Management, 15, 2022, 359.
• (with Lei Wu and Qingbin Meng) Information flow and price discovery dynamics. Review of Quantitative Finance and Accounting, Vol. 56, 329–-367, 2021.
• The Sen-Shorrocks-Thon index of poverty intensity, Encyclopedia of Quality of Life and Well-Being Research , Springer, 2020. Link .
• (with Steven Shuye Wang and Hao Zhang) A microstructure study of circuit breakers in the Chinese stock markets. Pacific-Basin Finance Journal, 57, 2019, 101174.
• (with Jerry Ren) Low Income Dynamics in Canadian Society: Debates on Low Income Measures and New Empirical Evidence. Journal of Canadian Studies , Vol 50, No. 3, 566-591, 2017.
• (with Jun Yuan, Leonard MacLean, and Yonggan Zhao) Regime Dependent Sensitivity of Country Exchange Traded Funds to Common Risk Factors. Frontier Business Research in China, Vol. 10, No. 3, 385−431, 2016.
• (with Lei Wu and Qingbin Meng) "Slow-burn" spillover and "fast and furious" contagion: A study of international stock markets. Appendices, Quantitative Finance , Vol. 15, No. 6, 933-958, 2015.
• The Sen-Shorrocks-Thon index of poverty intensity, in Alex C. Michalos (ed.), Encyclopedia of the Quality of Life Research, Springer, Dordrecht, Netherlands: Springer, 2014, pp. 5845-5848.
• (with Daniel de Munnik) Micro foundations of price-setting behaviour: Evidence from Canadian firms , Bank of Canada Working Paper (ISSN 1701-9394) No. 2007-31, in Yasuo Nishiyama (ed.), Monetary Policy: Roles, Forecasting and Effects, pp. 1-49, Chapter 1, 2012. ISBN 978-1-61942-181-3 (hardcover)
• (with Jerry Ren) Low income dynamics and determinants under different thresholds: New findings for Canada in 2000 and beyond, Income Research Paper Series, No. 3, 2011 Statistics Canada Catalogue No. 75F0002MWE.
• (with Ying Ma, Leonard MacLean, and Yonggan Zhao) A portfolio optimization model with regime-switching risk factors for sector exchange traded funds, Pacific Journal of Optimization, Vol. 7, No. 2, 281-296, 2011.
• (with Payton Liu and Yonggan Zhao) Market regimes, sectorial investments, and time-varying risk premiums, International Journal of Managerial Finance, Vol. 7, No. 2, 107-133, 2011.
• (with Zhengxi Lin) Participation in workplace employer-sponsored training in Canada: Role of firm characteristics and worker attributes, Contemporary Economic Policy, Vol. 29, No. 3, 416-430, 2011. A brief summary on binary choice models
• (with Yun Daisy Li and Talan Iscan) The impact of monetary policy shocks on stock prices: Evidence from the United States and Canada, Journal of International Money and Finance, Vol. 29, No. 5, 876-896, 2010.
• (with Lars Osberg and Jiaping Shao) The growth of poor children in China 1991-2000: Why food subsidies may matter, Health Economics, Vol. 18, s89-s108, 2009.
• (with Lars Osberg) How should we measure global poverty in a changing world? Methodological issues and Chinese case study, Stata Codes for computation are downloadable. WIDER Research Papers (ISSN: 1810-2611) RP2006/64, Review of Development Economics, Vol. 12, No. 2, 419-441, 2008
• U-Statistics and their asymptotic results for some inequality and poverty measures, Econometric Reviews, Vol. 26, No. 5, 567-577, 2007.
• (with Gordon Fisher) Myopic loss aversion and margin of safety: The risk of value investing, Quantitative Finance, Vol. 6, No. 6, 481-494, 2006.
• (with Stephane Mussard) A note on the multidimensional decomposition of Sen's index, Chinese Journal of Economic Theory, Vol. 1, 201-218, 2004. (English version)
• How has the literature on the Gini index evolved in the past 80 years? Chinese version appears in China Economic Quarterly, Vol. 2, No. 4, 757-778, 2003.
• (with Lars Osberg) The social welfare implications, decomposability, and geometry of the Sen family of poverty indices, Canadian Journal of Economics, Vol. 35, No. 1, 138-152, 2002. Stata Codes for computation are downloadable.
• (with Lars Osberg) How to decompose the Sen-Shorrocks-Thon poverty index? A practitioner's guide, Journal of Income Distribution, Vol. 10, No. 1, 77-94, 2001.
• (with Lars Osberg) On Sen's approach to poverty measures and recent developments, China Economic Quarterly, Vol. 1, No. 1, 151-170, 2001. Chinese Version.
• (with Gordon Fisher) What investment style does a myopic investor prefer? ASAC Proceedings: Finance , Vol.21, No.1, 2000, 99-107.
• Inference for generalized Gini indices using the iterated bootstrap method, Journal of Business and Economics Statistics , Vol. 18, No. 2, 223-227, 2000.
• (with Lars Osberg) International comparison of poverty intensity: Index decomposition and bootstrap inference, Journal of Human Resources , Vol. 35, No. 1, 51-81, 2000. Errata. Stata Codes for computation are downloadable.
• (with Lars Osberg) Poverty intensity - How well do Canadian provinces compare? Canadian Public Policy , Vol. 25, No. 2, 179-195, 1999. This approach is adopted by World Bank in Handbook on Poverty and Inequality (2009).
• The statistical inference for the Sen-Shorrocks-Thon index of poverty intensity, Journal of Income Distribution , Vol. 8, No.1, 143-152, 1998.
• (with Lars Osberg) A distribution-free test for deprivation dominance, Econometric Reviews, Vol. 17, No.4, 415-429, 1998; the reprint appears in Marie V. Lane(ed.) Trends in Poverty and Welfare Alleviation Issues, Nova Science Publishers, 2006.(ISBN: 1-59454-827-7), An alternative approach, Journal of Income Distribution, Vol. 7, No. 1, 45-62, 1997. For implementation in R, see Welfare, Inequality and Poverty Analysis with rtip: An Approach Based on Stochastic Dominance by Angel Berihuete, Carmen D. Ramos and Miguel A. Sordo
• (with Gordon Fisher and Douglas Willson) An empirical analysis of term premium using significance tests for stochastic dominance, Economics Letters, Vol. 60, No. 2, 195-203, 1998.
• Income uncertainty, substitution effect and relative yield spreads, Quarterly Review of Economics and Finance, Vol. 38, No. 2, 217-225, 1998.
• Asymptotically distribution-free statistical test for generalized Lorenz curves: An alternative approach, Journal of Income Distribution, Vol. 7, No. 1, 45-62, 1997. For implementation in R, see Welfare, Inequality and Poverty Analysis with rtip: An Approach Based on Stochastic Dominance by Angel Berihuete, Carmen D. Ramos and Miguel A. Sordo
• (with Lars Osberg) International comparisons of poverty intensity: Index decomposition and bootstrap inference, Bulletin of the International Statistical Institute, Session 51, Proceedings, Tome LVII, Book 2, 289-292, 1997.
• (with L. Kryzanowski) Long-term equilibria of yields on taxable and tax-exempt bonds, International Review of Economics and Finance, Vol. 6, No. 2, 119-143, 1997.
• (with G. Fisher and D. Willson) Testing first- and second-order stochastic dominance, Canadian Journal of Economics , Vol. 29, s562-s564, 1996.
• (with L. Kryzanowski and H. Zhang) Determinants of the decreasing term structure of relative yield spreads for taxable and tax-exempt bonds, Applied Economics, Vol. 27, 583-590, 1995.

Unpublished Papers:

• (with Jerry Ren and Ingrid Sketris) Brand-name and generic drug pricing in a regulated environment: Findings from Canadian data.
• (with Stephane Mussard) Multidimensional decomposition of the Sen index: Some further thoughts.
• (with Chang Dan and Hong Gu) The impact of hedging on stock returns and firm value. New evidence from Canadian oil and gas companies.
• (with Ian Irvine) Crime, punishment and poverty in the United States.
• Converging at the bottom of the income distribution? Assimilation of immigrant cohorts over time.
• (with Lars Osberg) Poverty durations and poverty measurement.
(with Talan Iscan) Lower inflation with higher volatility: What can be learned from recent Canadian disinflation?
• (with G. Fisher and D. Willson) New distribution-free tests for stochastic dominance.