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

8

DOWNLOADS
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Top 30,795

in Total Papers Downloads

1,923

SSRN CITATIONS
Rank 43,733

SSRN RANKINGS

Top 43,733

in Total Papers Citations

11

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

Stock Option Predictability for the Cross-Section

Number of pages: 46 Posted: 08 Mar 2021 Last Revised: 12 Apr 2021
Washington University in St. Louis - John M. Olin Business School, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, Copenhagen Business School - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 700 (45,046)

Abstract:

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Asset Pricing, Factor Models, High-dimensional Methods, Option-implied Risk

2.

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 275 (135,873)

Abstract:

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Options, Implied Volatility, Jumps, PLS, Predictability

3.

A Bound on Expected Stock Returns

Review of Financial Studies, Forthcoming
Number of pages: 100 Posted: 01 Feb 2018 Last Revised: 23 Mar 2020
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 269 (138,940)
Citation 13

Abstract:

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4.

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 236 (158,072)
Citation 1

Abstract:

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5.

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 193 (190,992)
Citation 2

Abstract:

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6.

Recovering the FOMC Risk Premium

Number of pages: 54 Posted: 16 Apr 2020 Last Revised: 10 Jun 2021
Hong Liu, Xiaoxiao Tang and Guofu Zhou
Washington University in St. Louis - Olin Business School, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Washington University in St. Louis - John M. Olin Business School
Downloads 129 (271,721)
Citation 1

Abstract:

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Options, FOMC Meeting, Risk Premium, Drift, Recovery

7.

Recovering Conditional Factor Risk Premia

Number of pages: 44 Posted: 01 Apr 2021
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 121 (279,930)

Abstract:

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8.

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

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