Han Xiao

Pennsylvania State University

University Park, PA 16802

United States

http://han-xiao.weebly.com

SCHOLARLY PAPERS

3

DOWNLOADS

1,124

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Does Working from Home Impair Mutual Fund Performance?

Number of pages: 51 Posted: 04 Sep 2020 Last Revised: 27 Dec 2021
Pennsylvania State University, Pennsylvania State University and Pennsylvania State University
Downloads 670 (51,203)

Abstract:

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Mutual Funds, COVID-19, Work from Home, Remote Work, Stay-at-home Order

2.

Predicting the Equity Premium with the Implied Volatility Spread

Journal of Financial Markets, Vol.51, 2020
Number of pages: 53 Posted: 01 Oct 2020 Last Revised: 18 Nov 2020
Pennsylvania State University, Pennsylvania State University and Pennsylvania State University
Downloads 303 (131,161)

Abstract:

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Implied volatility spread, Equity premium, Prediction

3.

Feedback, Flow-induced Fire Sales, and Option Returns

Number of pages: 59 Posted: 02 Aug 2021 Last Revised: 04 Sep 2021
Han Xiao
Pennsylvania State University
Downloads 151 (251,255)

Abstract:

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Fire sale, mutual funds, option, demand, feedback loop