SSRN logo
Public User
Advanced Search

Xiao Qiao

SummerHaven Investment Management

Soundview Plaza,

1266 East Main Street

Stamford, CT 06902

United States

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

  • SummerHaven Investment Management

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 2,632

SSRN RANKINGS

Top 2,632

in Total Papers Downloads

11,363

CITATIONS

0

Scholarly Papers (6)

Actions:
Email selected abstracts
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

2.

Cross-Sectional Evidence in Consumption Mismeasurement

Downloads 1,591 ( 8,410)

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
Ilya Talman, Xiao Qiao, Steve Rubinow, Michael Lippitz and Peter Evangelakis
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

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 1.930 seconds

Relx Group logo