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

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

SCHOLARLY PAPERS

13

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TOTAL CITATIONS
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45

Scholarly Papers (13)

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1.

Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?

Number of pages: 54 Posted: 08 Mar 2021 Last Revised: 23 Oct 2024
Andreas Neuhierl, Xiaoxiao Tang, Rasmus Tangsgaard Varneskov and Guofu Zhou
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 2,277 (14,418)
Citation 1

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

2.

Option Expected Hedging Demand

Number of pages: 45 Posted: 07 Mar 2024 Last Revised: 26 Mar 2025
Xiaoxiao Tang, Guofu Zhou and Zhaoque (Chosen) Zhou
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, Washington University in St. Louis - John M. Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 1,166 (40,004)

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Stock options; Elasticity of delta; Expected hedging demand; Delta hedging.

3.

Recovering the FOMC Risk Premium

Number of pages: 61 Posted: 16 Apr 2020 Last Revised: 25 Apr 2022
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 842 (63,291)
Citation 26

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Options, FOMC Meeting, Risk Premium, Drift, Recovery

4.

Heterogeneous Responses in Financial Markets: Insights from Machine  Learning

Number of pages: 62 Posted: 23 Mar 2022 Last Revised: 20 Dec 2024
Xiaoxiao Tang, Xiwei Tang and Guofu Zhou
University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, University of Virginia and Washington University in St. Louis - John M. Olin Business School
Downloads 750 (73,692)

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Fama-MacBeth approach, cross-section of stock returns, long-short portfolio, out-of-sample prediction, machine learning

5.

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 746 (74,480)

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Options, Implied Volatility, Jumps, PLS, Predictability

6.

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 566 (105,574)
Citation 13

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7.

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 471 (132,313)
Citation 3

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8.

Asymmetry in Variance: Does It Matter to Stock Returns? *

Number of pages: 71 Posted: 01 Feb 2018 Last Revised: 18 Dec 2024
Xiaoxiao Tang and Guofu Zhou
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 454 (138,327)
Citation 2

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JEL Classification: G11, G14 Options, Variance Asymmetry, Long-Short Portfolios, Predictability, Term Structure

9.

Ex-Ante Risk Premia on Earnings Announcements: Evidence from the Options Market

Number of pages: 67 Posted: 31 Jan 2023 Last Revised: 24 Apr 2025
Hong Liu, Yingdong Mao, Xiaoxiao Tang and Guofu Zhou
Washington University in St. Louis - Olin Business School, The University of Sydney - Discipline of Finance, 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 440 (143,466)

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JEL Classification: G11, G14 Earnings, risk premia, post-earning drift, options market, straddles

10.

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 339 (192,263)

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11.

Lender Coordination and Loan Renegotiation

Georgetown McDonough School of Business Research Paper No. 4484738, Olin Business School Center for Finance & Accounting Research Paper No. 2023/05
Number of pages: 58 Posted: 26 Jun 2023 Last Revised: 14 Jun 2024
Xiumin Martin, Xiaoxiao Tang, Hanmeng Ivy Wang and Yifang Xie
Washington University in Saint Louis - Olin School of Business, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, Washington University in Saint Louis, John M. Olin Business School, Students and Georgetown University - Department of Accounting and Business Law
Downloads 336 (194,730)

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Syndicated loans; Renegotiation; Incomplete contracting; Network structure

12.

Inferring Trade Directions in Options via Machine Learning

Number of pages: 34 Posted: 07 Feb 2025 Last Revised: 09 Feb 2025
Si Gao, Xiaoxiao Tang, Guofu Zhou and Zhaoque (Chosen) Zhou
Washington University in St. Louis - John M. Olin Business School, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, Washington University in St. Louis - John M. Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 314 (210,321)

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Stock options, ETF options, Midpoint rule, Machine Learning, SLAN, XGBoost

13.

Volatility-Managed Portfolio: Does It Really Work?

Journal of Portfolio Management, 46(1), 2019
Posted: 13 Nov 2018 Last Revised: 13 Feb 2023
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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