Ke Xu

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Assistant professor

University of Victoria

Canada

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About

Dr. Ke Xu is an Assistant Professor at the University of Victoria in Canada. His research focuses on financial markets, particularly in areas related to cryptocurrency, price discovery, and high-frequency trading. Recent publications include studies on Bitcoin ETF markets, the impact of latency on informed trading, and the application of GARCH models in financial data analysis.

Recent Grants

Grant: Close

Is high frequency trading all about speed?

Open Date: 2018-05-01

Close Date: 2020-05-01

Articles (13)

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2025

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2025

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2025

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2023

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2023

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2022

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2022

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2021

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2021

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2020

Collaborators (2)

Li Xing

Assistant Professor

University of Saskatchewan

CANADA

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Marcos Escobar Anel

University of Western Ontario

CANADA

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Ke Xu

Research Interests

Explore related searches

Contact this professor

About

Recent Grants

Articles (13)

Price Discovery in Bitcoin ETF Market

The effect of NYSE American’s latency delay on informed trading

Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications

Reprint of: Mimicking crypto portfolios in sustainable investment

Mimicking crypto portfolios in sustainable investment

Price discovery and long‐memory property: Simulation and empirical evidence from the bitcoin market

Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market

High frequency market making during stressed periods

COVID-19 vaccine and post-pandemic recovery: Evidence from Bitcoin cross-asset implied volatility spillover

Fractional cointegration and price discovery in Canadian commodities

Fractional cointegration in bitcoin spot and futures markets

The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets

Stock Market Openness and Market Quality: Evidence from the Shanghai-Hong Kong Stock Connect Program

Collaborators (2)

Li Xing

Marcos Escobar Anel

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