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

12

DOWNLOADS
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in Total Papers Downloads

6,370

SSRN CITATIONS
Rank 20,441

SSRN RANKINGS

Top 20,441

in Total Papers Citations

57

CROSSREF CITATIONS

6

Scholarly Papers (12)

1.

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

Number of pages: 54 Posted: 08 Mar 2021 Last Revised: 21 Feb 2024
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 1,862 (16,917)
Citation 1

Abstract:

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

2.

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 701 (68,816)
Citation 21

Abstract:

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Options, FOMC Meeting, Risk Premium, Drift, Recovery

3.

Option Expected Hedging Demand

Number of pages: 45 Posted: 07 Mar 2024 Last Revised: 07 Apr 2024
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 687 (70,940)

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

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 635 (78,092)

Abstract:

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Options, Implied Volatility, Jumps, PLS, Predictability

5.

Heterogeneous Reactions in Financial Market: Evidence from Artificial Intelligence Learning

Number of pages: 57 Posted: 23 Mar 2022 Last Revised: 10 Apr 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 592 (85,290)

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

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 482 (110,046)
Citation 13

Abstract:

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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 389 (141,208)
Citation 3

Abstract:

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8.

Asymmetry in Variance: Does It Matter to Stock Returns?

Number of pages: 82 Posted: 01 Feb 2018 Last Revised: 03 Dec 2023
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 332 (168,063)
Citation 2

Abstract:

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Options, Variance Asymmetry, Long-Short Portfolios, Predictability, Term Structure

9.

Earnings Announcements: Ex-Ante Risk Premia

Number of pages: 54 Posted: 31 Jan 2023 Last Revised: 28 Nov 2023
Hong Liu, Yingdong Mao, 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, 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 296 (189,797)

Abstract:

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Earnings, risk premia, post-earnings drift, option 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 219 (255,710)

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11.

Lender Coordination and Loan Renegotiation

Georgetown McDonough School of Business Research Paper No. 4484738
Number of pages: 59 Posted: 26 Jun 2023 Last Revised: 06 Nov 2023
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 175 (313,242)

Abstract:

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12.

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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