Yaqing Xiao

Capital University of Economics and Business

Beijing

China

SCHOLARLY PAPERS

4

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SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Financial Innovation and Investor Behavior: Evidence from the ETF Market

Number of pages: 37 Posted: 16 Mar 2012 Last Revised: 02 Jul 2020
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 992 (24,681)
Citation 4

Abstract:

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Financial Innovation, Information Sensitivity, Speculation, Leverage, Investor Behavior, ETF.

2.

Global Perspective or Local Knowledge: The Macro-Information in the Sovereign CDS Market

Number of pages: 63 Posted: 13 Feb 2017 Last Revised: 01 Jul 2020
Yaqing Xiao, Hongjun Yan and Jinfan Zhang
Capital University of Economics and Business, DePaul University and International Monetary Fund
Downloads 241 (140,927)
Citation 1

Abstract:

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Macro information, international finance, sovereign CDS, predictability.

3.

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 International Monetary Fund
Downloads 69 (365,206)

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Sovereign CDS Spread, Political Uncertainty, Economic Uncertainty

4.

Under-reaction in the Sovereign CDS Market

Number of pages: 37 Posted: 14 May 2019
Yaqing Xiao, Hongjun Yan and Jinfan Zhang
Capital University of Economics and Business, DePaul University and International Monetary Fund
Downloads 50 (426,845)
Citation 1

Abstract:

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