Yuanyuan Xiao

Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

1 Washington Park

Newark, NJ 07102

United States

  • Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Investor (Mis)Reaction, Biased Beliefs, and the Mispricing Cycle

Number of pages: 90 Posted: 28 Nov 2021 Last Revised: 23 Jul 2023
Azi Ben-Rephael, Steffen Hitzemann and Yuanyuan Xiao
Rutgers Business School - Rutgers University, University of Houston - Department of Finance and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 355 (141,424)

Abstract:

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investor beliefs, analysts, analysts’ expectations, mispricing, misreaction, anomalies

2.

Do Stocks Lead Bonds? New Evidence from Corporate Bond ETFs

Number of pages: 60 Posted: 14 Mar 2022 Last Revised: 30 Jun 2023
Hao Jiang, Sophia Zhengzi Li and Yuanyuan Xiao
Michigan State University, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 215 (236,346)

Abstract:

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Market Efficiency, ETF, Stocks, Bonds, Lead-Lag Relation.