Fang Qiao

Tsinghua University - PBC School of Finance

43 Chengfu Road

Beijing, Beijing 100083

China

SCHOLARLY PAPERS

3

DOWNLOADS

550

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Moment Risk Premia and the Cross-Section of Stock Returns

Number of pages: 41 Posted: 29 Sep 2016 Last Revised: 30 Mar 2018
Richard D. F. Harris and Fang Qiao
University of Bristol and Tsinghua University - PBC School of Finance
Downloads 276 (112,763)
Citation 1

Abstract:

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the variance, skew and kurtosis risk premia, the cross section of stock return

2.

Variance Risk Premiums in Emerging Markets: Global Integration and Economic Uncertainty

Number of pages: 83 Posted: 25 Jun 2018 Last Revised: 09 May 2019
Fang Qiao, Lai Xu, Xiaoyan Zhang and Hao Zhou
Tsinghua University - PBC School of Finance, Syracuse University, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 188 (164,218)
Citation 4

Abstract:

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

3.

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, The People's Bank of China (PBC) - Shanghai Head Office and Tsinghua University - PBC School of Finance
Downloads 86 (298,347)

Abstract:

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