Concepedia

Sophie Xiaoyan Ni

SX

19

Publications

1.2K

Citations

16

H-Index

2002

Active since

Affiliations

Hong Kong Baptist University(Current)

University of Utah

National Bureau of Economic Research

University of Illinois Urbana-Champaign

Hong Kong University of Science and Technology

Sophie Xiaoyan Ni is an author at Hong Kong Baptist University specializing in business, asset pricing, and finance.

Top concepts

BusinessAsset PricingFinanceFinancial EconomicsEconomicsOption PricingStock PricesMarket MicrostructureAccountingManagement

Publications per year

2002–2020

19

Publications

19

Contrarian and momentum strategies in the China stock market: 1993–2000

Joseph Kang, Minghua Liu, Sophie Xiaoyan Ni · Pacific-Basin Finance Journal · 2002 · 330 citations

Empirical Finance, Economics, Financial Economics +6

Volatility Information Trading in the Option Market

Sophie Xiaoyan Ni, Jun Pan, Allen M. Poteshman · The Journal of Finance · 2008 · 274 citations · Full text

Option Pricing, Volatility Modeling, Financial Economics +10

Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets

Hui Chen, Scott Joslin, Sophie Xiaoyan Ni · Review of Financial Studies · 2018 · 111 citations · Full text

Empirical Finance, Financial Risk Management, New Measure +20

Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?

Sophie Xiaoyan Ni, Neil D. Pearson, Allen M. Poteshman et al. · Review of Financial Studies · 2020 · 77 citations

Market Microstructure, Option Pricing, Economics +13

Differences in Trading and Pricing Between Stock and Index Options

Michael L. Lemmon, Sophie Xiaoyan Ni · Management Science · 2014 · 57 citations

Volatility Modeling, Foreign Exchange Option, Asset Pricing +16

Rows per page

1–5 of 19