Fang Qiao

University of International Business and Economics (UIBE) - School of Banking and Finance

No.10, Huixindong Street

Chaoyang District

Beijing, 100029

China

SCHOLARLY PAPERS

2

DOWNLOADS

535

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Variance Risk Premiums in Emerging Markets

Number of pages: 93 Posted: 25 Jun 2018 Last Revised: 02 Aug 2021
Fang Qiao, Lai Xu, Xiaoyan Zhang and Hao Zhou
University of International Business and Economics (UIBE) - School of Banking and Finance, Syracuse University, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 385 (114,129)
Citation 4

Abstract:

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Variance risk premium, emerging markets, stock return predictability, currency return predictability, market integration, economic uncertainty

2.

Option-Implied Betas and the Cross Section of Stock Returns

Journal of Futures Markets, Forthcoming
Number of pages: 30 Posted: 29 Apr 2018 Last Revised: 25 Jun 2018
University of Bristol, School of Accounting and Financeaffiliation not provided to SSRN, The People's Bank of China (PBC) - Shanghai Head Office and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 150 (283,053)

Abstract:

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Option-Implied Beta, Downside Beta, Cross Section, Stock Returns

Other Papers (1)

Total Downloads: 506
1.

Replicating Anomalies in China

Number of pages: 116 Posted: 14 Nov 2018 Last Revised: 21 Oct 2022
Fang Qiao
University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 506 (175,353)

Abstract:

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China, A-share stocks, anomalies, portfolio analysis, Fama-MacBeth regressions