Vincent Xiang

Deakin University-Department of Finance

Deakin University

221 Burwood Highway

Burwood, Victoria 3125

Australia

  • Deakin University-Department of Finance

SCHOLARLY PAPERS

2

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913

TOTAL CITATIONS

15

Scholarly Papers (2)

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1.

Risk-neutral Skewness, Informed Trading, and the Cross-section of Stock Returns

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 87 Posted: 01 Oct 2018 Last Revised: 30 Mar 2020
Tarun Chordia, Tse-Chun Lin and Vincent Xiang
Emory University - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and Deakin University-Department of Finance
Downloads 898 (55,214)
Citation 15

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Risk-Neutral Skewness, Options Markets, Informed Trading, Earnings Announcements, Non-scheduled News Release

2.

Return Extrapolation and Volatility Expectations

Number of pages: 71
Tarun Chordia, Tse-Chun Lin and Vincent Xiang
Emory University - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and Deakin University-Department of Finance
Downloads 15

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