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Items where City Author is "Xiao, Xiao"

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Number of items: 6.

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), article number 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. 1375-1397. 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

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