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Yaqing Xiao

Capital University of Economics and Business

Beijing

China

  • Capital University of Economics and Business

SCHOLARLY PAPERS

6

DOWNLOADS

1,720

TOTAL CITATIONS

8

Scholarly Papers (6)

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1.

Global and Local Information Efficiency: An Examination of Samuelson’s Dictum

Journal of Empirical Finance, Vol. 77, 2024
Number of pages: 39 Posted: 13 Feb 2017 Last Revised: 28 May 2024
Yaqing Xiao, Hongjun Yan and Jinfan Zhang
Capital University of Economics and Business, DePaul University and The Chinese University of Hong Kong, Shenzhen - School of Management and Economics
Downloads 457 (156,627)
Citation 1

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Samuelson’s Dictum, sovereign bond, sovereign CDS, macro inefficiency.

2.

A Global Version of Samuelson’s Dictum

forthcoming at the American Economic Review: Insights
Number of pages: 25 Posted: 23 Mar 2021 Last Revised: 29 Sep 2021
Yaqing Xiao, Hongjun Yan and Jinfan Zhang
Capital University of Economics and Business, DePaul University and The Chinese University of Hong Kong, Shenzhen - School of Management and Economics
Downloads 367 (202,012)

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Samuelson’s Dictum, Sovereign CDS, Efficiency

3.

The Effect of Economic and Political Uncertainty on Sovereign CDS Spreads

International Review of Economics and Finance, forthcoming
Number of pages: 37 Posted: 24 Jun 2019 Last Revised: 29 Jul 2023
Wei-Fong Pan, Xinjie Wang, Yaqing Xiao, Weike Xu and Jinfan Zhang
Business School, Sun Yat-Sen University, Southern University of Science and Technology, Capital University of Economics and Business, Clemson University - Wilbur O. and Ann Powers College of Business and The Chinese University of Hong Kong, Shenzhen - School of Management and Economics
Downloads 321 (234,399)
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Sovereign CDS Spread, Political Uncertainty, Economic Uncertainty

4.

Response-Order Effects in Economic Surveys: Biases and Ethical Concerns

Number of pages: 35 Posted: 17 Feb 2021 Last Revised: 09 Sep 2024
Yaqing Xiao, Hongjun Yan and Erik Davidson
Capital University of Economics and Business, DePaul University and Baylor University
Downloads 287 (264,351)

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Response-order effect, Robo-advisor, Anchoring, COVID, Personal experience, Political belief

5.

Under-reaction in the Sovereign CDS Market

Journal of Banking and Finance, Accepted
Number of pages: 43 Posted: 14 May 2019 Last Revised: 24 May 2021
Xinjie Wang, Yaqing Xiao, Hongjun Yan and Jinfan Zhang
Southern University of Science and Technology, Capital University of Economics and Business, DePaul University and The Chinese University of Hong Kong, Shenzhen - School of Management and Economics
Downloads 164 (456,852)
Citation 1

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Underreaction, Macro information, Sovereign CDS, Predictability, Limits to arbitrage

6.

Relatable Information Disproportionately Shapes Expectations

Number of pages: 39 Posted: 27 Dec 2022 Last Revised: 12 Jun 2023
Yaqing Xiao and Hongjun Yan
Capital University of Economics and Business and DePaul University
Downloads 124 (580,653)

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Relatable information, social network, political learning, belief formation, COVID.