Statistics
Publications
10
Citations
268
H-Index
10
Active since
2018
Xiao Xiao is an author at City, University of London specializing in asset pricing, business, and financial economics.
Publications per year
2018–2023
10
10
Implied Volatility Changes and Corporate Bond Returns
Jie Cao, Amit Goyal, Xiao Xiao et al. · Management Science · 2022 · 42 citations · Full text
Empirical Finance, Implied Volatility Changes, Volatility Modeling +14
Default Risk and Option Returns
Aurelio Vasquez, Xiao Xiao · Management Science · 2023 · 39 citations
Equity tail risk and currency risk premiums
Zhenzhen Fan, Juan M. Londoño, Xiao Xiao · Journal of Financial Economics · 2021 · 37 citations · Full text
Common Factors in Equity Option Returns
Alex R. Horenstein, Aurelio Vasquez, Xiao Xiao · SSRN Electronic Journal · 2018 · 30 citations · Full text
Implied Volatility Changes and Corporate Bond Returns
Jie Cao, Amit Goyal, Xiao Xiao et al. · SSRN Electronic Journal · 2019 · 26 citations · Full text
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