Han Xiao

Chinese University of Hong Kong, Shenzhen

2001 Longxiang Boulevard, Longgang District

Shenzhen, 518172

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

From Conference Room to Living Room: The Hidden Costs of Remote Work on Mutual Fund Performance

Number of pages: 64 Posted: 04 Sep 2020 Last Revised: 11 Mar 2024
Charles Cao, Timothy T. Simin and Han Xiao
Pennsylvania State University, Pennsylvania State University and Chinese University of Hong Kong, Shenzhen
Downloads 719 (66,595)

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

2.

The Economics of ETF Redemptions

Number of pages: 85 Posted: 23 May 2022 Last Revised: 06 Jan 2023
Han Xiao
Chinese University of Hong Kong, Shenzhen
Downloads 385 (142,297)

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Exchange-traded funds (ETFs), corporate bonds, redemption, authorized participant, price pressure, liquidity

3.

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
Charles Cao, Timothy T. Simin and Han Xiao
Pennsylvania State University, Pennsylvania State University and Chinese University of Hong Kong, Shenzhen
Downloads 328 (169,729)

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Implied volatility spread, Equity premium, Prediction

4.

Feedback, Flow-induced Fire Sales, and Option Returns

Number of pages: 51 Posted: 02 Aug 2021 Last Revised: 27 Sep 2022
Han Xiao
Chinese University of Hong Kong, Shenzhen
Downloads 187 (294,448)

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Fire sales, mutual funds, option returns, feedback

5.

Retail ETF Investing

Number of pages: 79 Posted: 29 Nov 2023
David Gempesaw, Joseph J. Henry and Han Xiao
Miami University, Northeastern University - D’Amore-McKim School of Business and Chinese University of Hong Kong, Shenzhen
Downloads 123 (415,489)

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exchange-traded fund, ETF, retail investors, net dollar volume, proportional trading model

6.

Navigating Inflation Risk in Corporate Bond Markets: Evidence from Mutual Funds

Number of pages: 60 Posted: 30 Nov 2023
Luis Ceballos and Han Xiao
University of San Diego and Chinese University of Hong Kong, Shenzhen
Downloads 109 (460,674)

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Inflation risk, corporate bonds, mutual funds, timing ability