Xiao Qiao

Paraconic Technologies US Inc.

New York, NY

United States

http://sites.google.com/site/xiaoqiao10/

SCHOLARLY PAPERS

10

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Scholarly Papers (10)

1.

A Practitioner's Defense of Return Predictability

Number of pages: 37 Posted: 22 May 2019
Blair Hull and Xiao Qiao
Hull Investments LLC and Paraconic Technologies US Inc.
Downloads 12,433 (270)

Abstract:

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equity premium, forecasting, predictability, correlation screening, market timing, asset returns, tactical asset allocation

2.

Return Predictability and Market-Timing: A One-Month Model

Forthcoming in the Journal Of Investment Management
Number of pages: 30 Posted: 10 Oct 2017 Last Revised: 30 Jun 2018
Blair Hull, Xiao Qiao and Petra Bakosova
Hull Investments LLC, Paraconic Technologies US Inc. and Hull Tactical
Downloads 4,121 (2,046)

Abstract:

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equity premium, forecasting, predictability, market timing, asset returns, tactical asset allocation

Cross-Sectional Evidence in Consumption Mismeasurement

Number of pages: 34 Posted: 30 Aug 2013
Xiao Qiao
Paraconic Technologies US Inc.
Downloads 892 (24,654)

Abstract:

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consumption, asset pricing, dimension reduction, cross section

Cross-Sectional Evidence in Consumption Mismeasurement

Number of pages: 34 Posted: 10 Aug 2014
Xiao Qiao
Paraconic Technologies US Inc.
Downloads 763 (30,648)

Abstract:

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4.

Industry Style Premiums

Number of pages: 43 Posted: 03 Dec 2012
Xiao Qiao
Paraconic Technologies US Inc.
Downloads 535 (49,864)

Abstract:

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Industry, Size, Value, Momentum, Fama-French, Forecasting

5.

Downside Volatility-Managed Portfolios

Number of pages: 24 Posted: 01 Sep 2018
Xiao Qiao, Sibo Yan and Binbin Deng
Paraconic Technologies US Inc., Independent and Compass Lexecon
Downloads 479 (57,517)

Abstract:

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volatility, portfolio management, downside volatility, asymmetry, mean variance

6.

On Commodity Price Limits

Number of pages: 30 Posted: 27 Nov 2017 Last Revised: 04 Aug 2018
SummerHaven Investment Management, Paraconic Technologies US Inc. and Yale School of Management - International Center for Finance
Downloads 325 (90,713)

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Commodity Futures, Price Limits, Speculation, Commodity Options, Circuit Breakers, Speculative Trading

7.

Impact of the Sarbanes-Oxley Act on Special Items

Number of pages: 28 Posted: 20 Sep 2016
Glenn Growe, Xiao Qiao and Tom Johansen
Fort Hays State University, Paraconic Technologies US Inc. and Oklahoma State University - Stillwater
Downloads 244 (123,023)

Abstract:

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Sarbanes-Oxley, special items, panel regression, difference-in-differences

8.

The New Macroeconomics of Consumer Surplus

Number of pages: 13 Posted: 27 Sep 2017
Roy Talman & Associates, Paraconic Technologies US Inc., DePaul University - College of Computing and Digital Media, Clareo LLC and Regional Economic Models, Inc. (REMI)
Downloads 209 (143,138)

Abstract:

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GDP, Digitalization, Consumer Surplus

9.

Nowcasting Recessions Using the SVM Machine Learning Algorithm

Number of pages: 30 Posted: 28 Jan 2019
Alex James, Yaser Abu-Mostafa and Xiao Qiao
Paraconic Technologies US Inc., California Institute of Technology and Paraconic Technologies US Inc.
Downloads 184 (160,937)

Abstract:

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Nowcasting, Forecasting, Macroeconomics, Recessions, Machine Learning, Business Cycle, SVM

10.

Correlated Idiosyncratic Volatility Shocks

29th Australasian Finance and Banking Conference 2016
Number of pages: 33 Posted: 24 Aug 2016 Last Revised: 09 Jan 2019
Xiao Qiao and Yongning Wang
Paraconic Technologies US Inc. and University of Chicago - Booth School of Business
Downloads 33 (445,163)

Abstract:

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volatility, GARCH, cross section, stock returns, idiosyncratic risk