Xiao Qiao

SummerHaven Investment Management

Soundview Plaza,

1266 East Main Street

Stamford, CT 06902

United States

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

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 2,632

SSRN RANKINGS

Top 2,632

in Total Papers Downloads

11,363

CITATIONS

0

Scholarly Papers (6)

1.

A Practitioner's Defense of Return Predictability

Number of pages: 37 Posted: 26 May 2015 Last Revised: 05 Aug 2015
Blair Hull and Xiao Qiao
Hull Investments LLC and SummerHaven Investment Management
Downloads 1,769 (434)

Abstract:

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

Cross-Sectional Evidence in Consumption Mismeasurement

Number of pages: 34 Posted: 30 Aug 2013
Xiao Qiao
SummerHaven Investment Management
Downloads 890 (20,507)

Abstract:

consumption, asset pricing, dimension reduction, cross section

Cross-Sectional Evidence in Consumption Mismeasurement

Number of pages: 34 Posted: 10 Aug 2014
Xiao Qiao
SummerHaven Investment Management
Downloads 701 (29,076)

Abstract:

3.

Industry Style Premiums

Number of pages: 43 Posted: 03 Dec 2012
Xiao Qiao
SummerHaven Investment Management
Downloads 451 (43,989)

Abstract:

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

4.

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

Number of pages: 30 Posted: 10 Oct 2017
Blair Hull, Xiao Qiao and Petra Bakosova
Hull Investments LLC, SummerHaven Investment Management and Hull Tactical Asset Allocation
Downloads 0 (128,330)

Abstract:

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

5.

The New Macroeconomics of Consumer Surplus

Number of pages: 13 Posted: 27 Sep 2017
Roy Talman & Associates, SummerHaven Investment Management, DePaul University - College of Computing and Digital Media, Northwestern University - Center for Research in Technology & Innovation and Regional Economic Models, Inc. (REMI)
Downloads 0 (253,127)

Abstract:

GDP, Digitalization, Consumer Surplus

6.

Impact of the Sarbanes-Oxley Act on Special Items

Number of pages: 28 Posted: 20 Sep 2016
Glenn A. Growe, Xiao Qiao and Tom Johansen
Fort Hays State University, SummerHaven Investment Management and Oklahoma State University - Stillwater
Downloads 0 (109,651)

Abstract:

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