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

9

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SSRN CITATIONS
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Top 39,202

in Total Papers Citations

13

CROSSREF CITATIONS

6

Scholarly Papers (9)

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1.

Option Characteristics as Cross-Sectional Predictors

LawFin Working Paper No. 37
Number of pages: 59 Posted: 08 Mar 2021 Last Revised: 30 Jun 2022
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 1,225 (24,099)

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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 386 (108,727)

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Options, Implied Volatility, Jumps, PLS, Predictability

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 383 (109,677)
Citation 2

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Options, FOMC Meeting, Risk Premium, Drift, Recovery

4.

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 316 (135,154)
Citation 13

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5.

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 268 (160,209)
Citation 1

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6.

Heterogeneous Response: An Extension of the Fama-MacBeth Regression

Number of pages: 43 Posted: 23 Mar 2022
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 252 (170,319)

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

7.

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 225 (189,704)
Citation 2

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8.

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 157 (260,660)

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9.

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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