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

5

DOWNLOADS
Rank 47,273

SSRN RANKINGS

Top 47,273

in Total Papers Downloads

1,955

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Finding Anomalies in China

Fisher College of Business Working Paper No. 2023-03-002, Charles A. Dice Center Working Paper No. 2023-002, PBCSF-NIFR Research Paper Forthcoming
Number of pages: 119 Posted: 12 Jan 2023
Kewei Hou, Fang Qiao and Xiaoyan Zhang
Ohio State University (OSU) - Department of Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and Tsinghua University - PBC School of Finance
Downloads 920 (48,626)

Abstract:

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China, anomalies, liquidity, multiple tests, composite strategies

2.

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 510 (104,245)
Citation 4

Abstract:

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

3.

Global Currency Variance Risk and Currency Return Predictability

Number of pages: 53 Posted: 26 Mar 2024
Zhiyong Li, Fang Qiao and Tianyi Wang
Beijing Foreign Studies University, University of International Business and Economics (UIBE) - School of Banking and Finance and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 265 (215,245)

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global currency variance risk, currency returns, predictive regressions, out-of-sample tests, economic activity

4.

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 FinanceUniversity of Bristol, School of Accounting and Finance, The People's Bank of China (PBC) - Shanghai Head Office and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 189 (296,320)

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

5.

Do Analysts Disseminate Anomaly Information in China?

Number of pages: 56 Posted: 23 May 2023 Last Revised: 13 May 2024
Fang Qiao
University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 71 (603,375)

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anomalies, analysts, recommendations, earnings forecasts, market efficiency