Vincent Xiang

Deakin University-Department of Finance

Deakin University

221 Burwood Highway

Burwood, Victoria 3125

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

275

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 275 (120,359)

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

2.

Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle

International Review of Finance, Vol. 17, Issue 3, pp. 395-425, 2017
Number of pages: 31 Posted: 06 Sep 2017
Xian Jiaotong Liverpool University, Deakin University, Deakin University - Deakin Business School and Deakin University-Department of Finance
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