Items where City Author is "Xiao, Xiao"
Article
Aurelio, V. & Xiao, X. 
ORCID: 0000-0002-0564-9795 (2023).
Default risk and option returns.
Management Science,
doi: 10.1287/mnsc.2023.4796
Cao, J. J., Vasquez, A. A., Xiao, X. ORCID: 0000-0002-0564-9795 & Zhan, X. E. (2023).
Why Does Volatility Uncertainty Predict Equity Option Returns?.
The Quarterly Journal of Finance, 13(1),
2350005.
doi: 10.1142/S2010139223500052
Cao, J., Goyal, A., Xiao, X. ORCID: 0000-0002-0564-9795 & Zhan, X. (2023).
Implied Volatility Changes and Corporate Bond Returns.
Management Science, 69(3),
pp. 1323-1397.
doi: 10.1287/mnsc.2022.4379
Fan, Z., Xiao, X. ORCID: 0000-0002-0564-9795 & Zhou, H. (2022).
Moment Risk Premia and Stock Return Predictability.
Journal of Financial and Quantitative Analysis, 57(1),
pp. 67-93.
doi: 10.1017/s002210902000085x
Fan, Z., Londono, J. M. & Xiao, X. ORCID: 0000-0002-0564-9795 (2022).
Equity tail risk and currency risk premiums.
Journal of Financial Economics, 143(1),
pp. 484-503.
doi: 10.1016/j.jfineco.2021.05.020
Xiao, X. ORCID: 0000-0002-0564-9795 & Zhou, C. (2018).
The decomposition of jump risks in individual stock returns.
Journal of Empirical Finance, 47,
pp. 207-228.
doi: 10.1016/j.jempfin.2018.04.002