Xiao Qiao

Paraconic Technologies US Inc.

New York, NY

United States

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

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 1,488

SSRN RANKINGS

Top 1,488

in Total Papers Downloads

22,067

SSRN CITATIONS
Rank 48,013

SSRN RANKINGS

Top 48,013

in Total Papers Citations

6

CROSSREF CITATIONS

7

Scholarly Papers (14)

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 13,601 (294)
Citation 5

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

Journal Of Investment Management, 17.3 (2019):47-64.
Number of pages: 30 Posted: 10 Oct 2017 Last Revised: 07 Oct 2019
Blair Hull, Xiao Qiao and Petra Bakosova
Hull Investments LLC, Paraconic Technologies US Inc. and Hull Tactical
Downloads 5,016 (1,817)
Citation 3

Abstract:

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

3.
Downloads 1,661 ( 11,768)
Citation 2

Cross-Sectional Evidence in Consumption Mismeasurement

Number of pages: 34 Posted: 30 Aug 2013
Xiao Qiao
Paraconic Technologies US Inc.
Downloads 894 (29,456)
Citation 2

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 767 (36,352)
Citation 2

Abstract:

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4.

Industry Style Premiums

Number of pages: 43 Posted: 03 Dec 2012
Xiao Qiao
Paraconic Technologies US Inc.
Downloads 540 (58,589)

Abstract:

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

5.

On Commodity Price Limits

Journal of Futures Markets, Forthcoming
Number of pages: 30 Posted: 27 Nov 2017 Last Revised: 12 Jul 2019
SummerHaven Investment Management, Paraconic Technologies US Inc. and Yale School of Management - International Center for Finance
Downloads 342 (100,987)

Abstract:

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

6.

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 247 (142,611)

Abstract:

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

7.

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 223 (157,323)
Citation 1

Abstract:

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GDP, Digitalization, Consumer Surplus

8.

Deep Learning Credit Risk Modeling

Number of pages: 29 Posted: 04 Aug 2020
Gerardo Manzo and Xiao Qiao
Kepos Capital and Paraconic Technologies US Inc.
Downloads 129 (252,157)

Abstract:

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Deep Learning, Machine Learning, Credit Risk Modeling, Default Risk, Sovereign Risk, Neural Networks

9.

Volatility and Returns: Evidence from China

Number of pages: 36 Posted: 05 Aug 2019
Yeguang Chi, Xiao Qiao, Sibo Yan and Binbin Deng
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Paraconic Technologies US Inc., Independent and Compass Lexecon
Downloads 117 (271,097)

Abstract:

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volatility, returns, portfolio management, forecasting

10.

Private Information behind Insider Trades: Evidence from Cross Section and Time Series

Number of pages: 46 Posted: 04 Jun 2020
Yeguang Chi, Linchen Liu and Xiao Qiao
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Paraconic Technologies US Inc.
Downloads 87 (330,231)

Abstract:

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Private Information, Insider Trading, Cross Section, Time Series, Chinese Market

11.

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 56 (419,160)
Citation 1

Abstract:

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

12.

Follow the Smart Money: Factor Forecasting in China

Number of pages: 43 Posted: 20 Jul 2020
Qinhua Chen, Yeguang Chi and Xiao Qiao
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Paraconic Technologies US Inc.
Downloads 48 (448,515)

Abstract:

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factor timing, return forecasting, mutual funds, emerging markets

13.

Machine Learning for Recession Prediction and Dynamic Asset Allocation

The Journal of Financial Data Science, Forthcoming
Posted: 28 Jan 2019 Last Revised: 26 Jun 2019
Alex James, Yaser Abu-Mostafa and Xiao Qiao
Paraconic Technologies US Inc., California Institute of Technology and Paraconic Technologies US Inc.

Abstract:

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Asset Allocation, Forecasting, Macroeconomics, Recessions, Machine Learning, Business Cycle, SVM

14.

Downside Volatility-Managed Portfolios

Journal of Portfolio Management, Forthcoming
Posted: 01 Sep 2018 Last Revised: 18 May 2020
Xiao Qiao, Sibo Yan and Binbin Deng
Paraconic Technologies US Inc., Independent and Compass Lexecon

Abstract:

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