Jin Xiang

Integrated Financial Engineering Inc.

Senior Consultant

51 Monroe Pl, Suite 1100

Rockville, MD 20850

United States

SCHOLARLY PAPERS

4

DOWNLOADS

830

SSRN CITATIONS
Rank 49,926

SSRN RANKINGS

Top 49,926

in Total Papers Citations

9

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

High Frequency Quoting, Trading, and the Efficiency of Prices

Journal of Financial Economics (JFE), Forthcoming, UNC Kenan-Flagler Research Paper No. 2357122
Number of pages: 49 Posted: 19 Nov 2013 Last Revised: 15 Nov 2014
University of North Carolina Kenan-Flagler Business School, Arizona State University (ASU) - Finance Department and Integrated Financial Engineering Inc.
Downloads 593 (47,159)
Citation 11

Abstract:

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High Frequency Trading, Market Microstructure

2.

Re-Default Risk of Modified Mortgages

Number of pages: 38 Posted: 02 Apr 2014 Last Revised: 11 Jun 2014
Jian Chen, Jin Xiang and Tyler T. Yang
IFE Group, Integrated Financial Engineering Inc. and Federal Home Loan Mortgage Corporation (FHLMC) - Portfolio Management
Downloads 118 (247,607)
Citation 1

Abstract:

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Residential Mortgage, Default Risk, Credit Risk

3.

The Nature of the Risk-Free Asset: Evidence from Credit Default Swaps

Number of pages: 46 Posted: 08 Oct 2011 Last Revised: 31 Aug 2012
Jin Xiang and Zhiyi Qian
Integrated Financial Engineering Inc. and W. P. Carey School of Business
Downloads 63 (364,694)

Abstract:

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Financial market, credit default swaps, default bet anomaly, default risk, comovement

4.

Credit Rating Categories

Number of pages: 55 Posted: 06 Apr 2014
Jin Xiang
Integrated Financial Engineering Inc.
Downloads 56 (386,378)

Abstract:

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Credit rating, Categorization, Solicited and unsolicited ratings, Category cutoffs, Rating standards