Yaqing Xiao

Capital University of Economics and Business

Beijing

China

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 41,497

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Top 41,497

in Total Papers Downloads

1,417

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

A Three-Trillion-Dollar Question: Why Trade ETFs Instead of Their Underlying Assets?

Number of pages: 45 Posted: 16 Mar 2012 Last Revised: 07 Oct 2021
Wenxi Jiang, Yaqing Xiao and Hongjun Yan
CUHK Business School, The Chinese University of Hong Kong, Capital University of Economics and Business and DePaul University
Downloads 1,096 (24,867)
Citation 3

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Financial Innovation, ETF, Information Sensitivity, Convenience, Speculation, Leverage.

2.

The Effect of Economic and Political Uncertainty on Sovereign CDS Spreads

Number of pages: 37 Posted: 24 Jun 2019 Last Revised: 24 Apr 2020
Department of Economics, University of Reading, Southern University of Science and Technology, Capital University of Economics and Business, Clemson University - Department of Finance and Chinese University of Hong Kong (Shenzhen)
Downloads 107 (313,945)

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Sovereign CDS Spread, Political Uncertainty, Economic Uncertainty

3.

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 Chinese University of Hong Kong (Shenzhen)
Downloads 82 (371,710)

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Samuelson’s Dictum, Sovereign CDS, Efficiency

4.

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
Southern University of Science and Technology, Capital University of Economics and Business, DePaul University and Chinese University of Hong Kong (Shenzhen)
Downloads 78 (382,642)
Citation 1

Abstract:

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

5.

Response Order Biases in Economic Surveys

Number of pages: 38 Posted: 17 Feb 2021
Erik Davison, Yaqing Xiao and Hongjun Yan
Baylor University, Capital University of Economics and Business and DePaul University
Downloads 54 (462,127)

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Response order effect, Survey, Anchoring, COVID, Experience effect, Partisan belief