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Option pricing via breakeven volatility
Hull, Blair
;
Li, Anlong
;
Qiao, Xiao
- In:
Financial analysts journal : FAJ
79
(
2023
)
1
,
pp. 99-119
Persistent link: https://www.econbiz.de/10013540890
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2
On commodity price limits
Janardanan, Rajkumar
;
Qiao, Xiao
;
Rouwenhorst, K. Geert
- In:
Journal of Futures Markets
39
(
2019
)
8
,
pp. 946-961
Persistent link: https://www.econbiz.de/10012082190
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3
Volatility and returns : Evidence from China †
Chi, Yeguang
;
Qiao, Xiao
;
Yan, Sibo
;
Deng, Binbin
- In:
International Review of Finance
21
(
2020
)
4
,
pp. 1441-1463
Persistent link: https://www.econbiz.de/10012409335
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4
Performance evaluation, factor models, and portfolio strategies : evidence from Chinese mutual funds
Chi, Yeguang
;
Liu, Yu
;
Qiao, Xiao
- In:
The journal of portfolio management : JPM
48
(
2022
)
8
,
pp. 159-176
Persistent link: https://www.econbiz.de/10014232018
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5
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
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6
Follow the smart money : factor forecasting in China
Chen, Qinhua
;
Chi, Yeguang
;
Qiao, Xiao
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012491727
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7
Deep learning credit risk modeling
Manzo, Gerardo
;
Qiao, Xiao
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 101-127
Persistent link: https://www.econbiz.de/10012656071
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8
Commodity momentum : a tale of countries and sectors
Fan, John Hua
;
Qiao, Xiao
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014277613
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9
ESG and derivatives
Janardanan, Rajkumar
;
Qiao, Xiao
;
Rouwenhorst, K. Geert
- In:
Financial analysts journal : FAJ
80
(
2024
)
3
,
pp. 5-16
Persistent link: https://www.econbiz.de/10015050468
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10
The risk-reversal premium
Hull, Blair
;
Sinclair, Euan
- In:
The journal of investment strategies
11
(
2022
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014335810
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