Xiaoxiao Tang

University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics

2601 North Floyd Road

P.O. Box 830688

Richardson, TX 75083

United States

SCHOLARLY PAPERS

5

DOWNLOADS

584

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

A Bound on Expected Stock Returns

Review of Financial Studies, Forthcoming
Number of pages: 100 Posted: 01 Feb 2018 Last Revised: 20 Oct 2019
Ohad Kadan and Xiaoxiao Tang
Washington University in St. Louis - John M. Olin Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 194 (162,354)
Citation 6

Abstract:

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2.

Recovering Implied Volatility

29th Annual Conference on Financial Economics & Accounting 2018
Number of pages: 51 Posted: 17 May 2017 Last Revised: 14 Oct 2019
Ohad Kadan, Fang Liu and Xiaoxiao Tang
Washington University in St. Louis - John M. Olin Business School, Cornell University and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 184 (170,313)
Citation 1

Abstract:

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3.

Variance Asymmetry Managed Portfolios

Number of pages: 79 Posted: 01 Feb 2018 Last Revised: 20 Oct 2019
Xiaoxiao Tang
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 135 (221,261)
Citation 1

Abstract:

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4.

The Information Content of The Implied Volatility Surface: Can Option Prices Predict Jumps?

Number of pages: 62 Posted: 24 Sep 2019 Last Revised: 10 Feb 2020
Yufeng Han, Fang Liu and Xiaoxiao Tang
University of North Carolina (UNC) at Charlotte - Finance, Cornell University and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 71 (339,101)

Abstract:

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Options, Implied Volatility, Jumps, PLS, Predictability

5.

Volatility-Managed Portfolio: Does It Really Work?

Journal of Portfolio Management, 46(1), 2019
Posted: 13 Nov 2018 Last Revised: 07 Dec 2019
Fang Liu, Xiaoxiao Tang and Guofu Zhou
Cornell University, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Washington University in St. Louis - John M. Olin Business School

Abstract:

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