Xiao Qiao

University of Chicago Booth School of Business

Chicago, IL 60637

United States

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

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 2,941

SSRN RANKINGS

Top 2,941

in Total Papers Downloads

9,832

CITATIONS

0

Scholarly Papers (5)

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 University of Chicago Booth School of Business
Downloads 1,769 (569)

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
University of Chicago Booth School of Business
Downloads 889 (19,021)

Abstract:

consumption, asset pricing, dimension reduction, cross section

Cross-Sectional Evidence in Consumption Mismeasurement

Number of pages: 34 Posted: 10 Aug 2014
Xiao Qiao
University of Chicago Booth School of Business
Downloads 573 (35,361)

Abstract:

3.

Industry Style Premiums

Number of pages: 43 Posted: 03 Dec 2012
Xiao Qiao
University of Chicago Booth School of Business
Downloads 451 (47,487)

Abstract:

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

4.

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, University of Chicago Booth School of Business and Oklahoma State University - Stillwater
Downloads 0 (104,850)

Abstract:

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

5.

Conditional Market Exposures of the Value Premium

Number of pages: 58 Posted: 10 Nov 2015 Last Revised: 03 Mar 2016
Xiao Qiao
University of Chicago Booth School of Business
Downloads 0 (34,574)

Abstract:

value premium, beta, asymmetry, cash-flow risk, conditional beta