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Works (5)

Default Risk and Option Returns

Management Science
2024-04 | Journal article
DOI: 10.1287/mnsc.2023.4796
Contributors: Aurelio Vasquez; Xiao Xiao
Source: check_circle
Crossref

Implied Volatility Changes and Corporate Bond Returns

Management Science
2023-03 | Journal article
DOI: 10.1287/mnsc.2022.4379
Contributors: Jie Cao; Amit Goyal; Xiao Xiao; Xintong Zhan
Source: check_circle
Crossref

Why Does Volatility Uncertainty Predict Equity Option Returns?

The Quarterly Journal of Finance
2023-03 | Journal article
DOI: 10.1142/s2010139223500052
Part of ISSN: 2010-1392
Part of ISSN: 2010-1406
Contributors: Jie Jay Cao; Aurelio Vasquez; Xiao Xiao; Xintong Eunice Zhan
Source: Self-asserted source
Xiao

Moment Risk Premia and Stock Return Predictability

Journal of Financial and Quantitative Analysis
2022-02 | Journal article
DOI: 10.1017/s002210902000085x
Part of ISSN: 0022-1090
Part of ISSN: 1756-6916
Contributors: Zhenzhen Fan; Xiao Xiao; Hao Zhou
Source: Self-asserted source
Xiao

Equity tail risk and currency risk premiums

Journal of Financial Economics
2022-01 | Journal article
DOI: 10.1016/j.jfineco.2021.05.020
Part of ISSN: 0304-405X
Contributors: Zhenzhen Fan; Juan M. Londono; Xiao Xiao
Source: Self-asserted source
Xiao
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