Xiao Xiao

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Aurelio VasquezITAMVerified email at itam.mx
Xintong ZhanFudan UniversityVerified email at fudan.edu.cn
Jie (Jay) CAOThe Hong Kong Polytechnic UniversityVerified email at polyu.edu.hk
Alex R HorensteinAssociate Professor of Economics, University of MiamiVerified email at bus.miami.edu
Hao ZhouTsinghua PBC School of Finance & SUSTech Business SchoolVerified email at pbcsf.tsinghua.edu.cn
Chen ZhouErasmus University RotterdamVerified email at ese.eur.nl

Xiao Xiao

City, University of London

Verified email at city.ac.uk - Homepage


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Implied volatility changes and corporate bond returns J Cao, A Goyal, X Xiao, X Zhan Management Science 69 (3), 1375-1397, 2023	37	2023
Volatility uncertainty and the cross-section of option returns J Cao, A Vasquez, X Xiao, X Zhan SSRN, 2019	30	2019
Equity tail risk and currency risk premiums Z Fan, JM Londono, X Xiao Journal of Financial Economics 143 (1), 484-503, 2022	27	2022
Default risk and option returns A Vasquez, X Xiao Management Science, 2023	24	2023
Common factors in equity option returns AR Horenstein, A Vasquez, X Xiao Available at SSRN 3290363, 2022	24	2022
Moment risk premia and stock return predictability Z Fan, X Xiao, H Zhou Journal of Financial and Quantitative Analysis 57 (1), 67-93, 2022	12	2022
The decomposition of jump risks in individual stock returns X Xiao, C Zhou Journal of Empirical Finance 47, 207-228, 2018	8	2018
Entropy-based implied volatility and its information content X Xiao, C Zhou Paris December 2015 Finance Meeting EUROFIDAI-AFFI, 2016	6	2016

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