Xiaoquan Jiang

Florida International University (FIU) - Department of Finance

Assistant Professor

University Park

11200 SW 8th Street

Miami, FL 33199

United States

  • Florida International University (FIU) - Department of Finance

SCHOLARLY PAPERS

19

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SSRN CITATIONS
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Top 36,113

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12

CROSSREF CITATIONS

17

Scholarly Papers (19)

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1.

Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?

Number of pages: 45 Posted: 22 Jan 2010 Last Revised: 29 Jan 2010
Xiaoquan Jiang and Bong-Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University
Downloads 1,203 (34,258)
Citation 1

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Financial ratios, Return predictability, Decomposition, Fundamentals

2.

Aggregate Insider Trading and the Predictability of Market Returns: Contrarian Strategy or Managerial Timing?

Number of pages: 29 Posted: 15 Mar 2007
Xiaoquan Jiang and Mir A. Zaman
Florida International University (FIU) - Department of Finance and University of Northern Iowa - Department of Finance
Downloads 559 (95,873)
Citation 3

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Insider trading, Contrarian strategy,Predictability of market returns,Managerial timing

3.

Book-to-Market Decomposition and the Accrual Anomaly

Downloads 471 (118,177)

Book-to-Market Decomposition and the Accrual Anomaly

Number of pages: 42 Posted: 10 Jan 2011
Xiaoquan Jiang and Yunhao Chen
Florida International University (FIU) - Department of Finance and Florida International University (FIU) - School of Accounting
Downloads 260 (224,943)

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Book-to-Market Decomposition, Accrual Anomaly, Risk/Growth, Mispricing

Book-to-Market Decomposition and the Accrual Anomaly

CAAA Annual Conference 2011
Number of pages: 42 Posted: 30 Dec 2010
Yunhao Chen and Xiaoquan Jiang
Florida International University (FIU) - School of Accounting and Florida International University (FIU) - Department of Finance
Downloads 211 (275,418)

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book-to-market decomposition, accrual anomaly, risk/growth, mispricing

4.

On the Dynamic Relation between Returns and Idiosyncratic Volatility

Number of pages: 43 Posted: 01 Jan 2005
Xiaoquan Jiang and Bong-Soo Lee
Florida International University (FIU) - Department of Finance and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 366 (157,958)
Citation 2

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5.

Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity

25th Australasian Finance and Banking Conference 2012, Journal of Accounting, Auditing and Finance, 35(3), 2020, 471-500
Number of pages: 43 Posted: 29 Aug 2012 Last Revised: 09 Nov 2021
Xiaoquan Jiang and Qiang Kang
Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 269 (218,614)
Citation 2

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PEG Ratios; Analysts’ Forecasts; Predicting Market Equity Premium; Predicting Macroeconomic Activity; Out-of-Sample Forecasting

6.

An Analysis of Stock Returns and Aggregate Earnings

Number of pages: 42 Posted: 15 Mar 2012
Yunhao Chen, Xiaoquan Jiang and Bong‐Soo Lee
Florida International University (FIU) - School of Accounting, Florida International University (FIU) - Department of Finance and Florida State University
Downloads 231 (253,883)

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earnings response coefficient, stock returns, aggregate earnings, discount rates, cash flows, expected returns

7.

Modified Quality Investing and Value Investing

Number of pages: 60 Posted: 04 Aug 2023
Xiaoquan Jiang and Xiaomeng Lu
Florida International University (FIU) - Department of Finance and Georgia College and State University
Downloads 140 (394,337)

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Modified quality investing, modified value investing, quality and value traps, return spread drivers.

8.

Macroeconomic Fundamentals and Cryptocurrency Prices: A Common Trend Approach

Forthcoming, Financial Management
Number of pages: 32 Posted: 21 Nov 2022
Xiaoquan Jiang, Ivan Rodriguez and Qianying Zhang
Florida International University (FIU) - Department of Finance, Eastern Michigan University and Hillsdale College - Department of Economics
Downloads 121 (441,260)

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Fintech, Bitcoin, Equity, Cointegration

9.

A New Take on the Relationship between Interest rates and Credit Spreads

Number of pages: 55 Posted: 14 May 2019
Brice V. Dupoyet, Xiaoquan Jiang and Qianying Zhang
Florida International University - College of Business Administration - Finance, Florida International University (FIU) - Department of Finance and affiliation not provided to SSRN
Downloads 116 (455,458)

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10.

Debt IPO Waves

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 31 Posted: 21 Aug 2012 Last Revised: 05 Mar 2013
Kelly Nianyun Cai, Xiaoquan Jiang and Hei Wai Lee
University of Michigan at Dearborn - School of Management, Florida International University (FIU) - Department of Finance and University of Michigan at Dearborn - School of Management
Downloads 94 (527,921)

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Debt IPOs, Information, Waves

11.

The Role of a Latent Value-Relevant Measure in Tracking and Predicting Stock Returns: A FAVAR Approach

Number of pages: 33 Posted: 15 Jul 2020
Faisal M. Awwal and Xiaoquan Jiang
affiliation not provided to SSRN and Florida International University (FIU) - Department of Finance
Downloads 78 (591,295)

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Residual Income Valuation Model, Stock Return Predictability, Linear Information Dynamics, FAVAR, Principal Components Analysis, Latent Factors

12.

The Dynamic Relation between Returns and Idiosyncratic Volatility

Financial Management, Vol. 35, No. 2, Summer 2006
Number of pages: 24 Posted: 17 Sep 2006
Xiaoquan Jiang and Bong-Soo Lee
Florida International University (FIU) - Department of Finance and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 22 (962,424)
Citation 7

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13.

Stock Return Volatility and Institutional Ownership

Number of pages: 32 Posted: 17 Jul 2024
Yu Hu and Xiaoquan Jiang
Robert Morris University and Florida International University (FIU) - Department of Finance
Downloads 16 (1,026,143)

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Dynamic Endogeneity, Causality, institutional ownership, Return
Volatility, Prudence

14.

Household Credit and Bank Equity Returns

Number of pages: 39 Posted: 19 Aug 2024
Edith Sallah, Berrak Bahadir and Xiaoquan Jiang
affiliation not provided to SSRN, Florida International University (FIU) and Florida International University (FIU) - Department of Finance
Downloads 8 (1,112,200)

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household credit, Business Credit, Bank crash risk, Bank Equity Returns, CreditSupply Shock.

15.

Inflation Illusion, Expertise and Commercial Real Estate

Journal of Real Estate Finance and Economics, Vol. 55, No. 3, 2017
Posted: 04 Nov 2017
William G. Hardin, Xiaoquan Jiang and Zhonghua Wu
Florida International University (FIU) - College of Business Administration, Florida International University (FIU) - Department of Finance and Florida International University (FIU)

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Commercial real estate; Inflation illusion; Income-price ratio

16.

REIT Stock Prices with Inflation Hedging and Illusion

Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012
Posted: 09 Jul 2012
William G. Hardin, Xiaoquan Jiang and Zhonghua Wu
Florida International University (FIU) - College of Business Administration, Florida International University (FIU) - Department of Finance and Florida International University (FIU)

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Stock prices, Inflation illusion, Dividend yield decomposition, REITs

17.

The Aggregate Earnings-Return Relationship: A Global Perspective

Posted: 23 Jun 2011
Andrew Vivian and Xiaoquan Jiang
Loughborough University and Florida International University (FIU) - Department of Finance

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global aggregate earnings-return relation, ERC, return decomposition

18.

Return Dispersion and Expected Returns

Financial Markets and Portfolio Management, Vol. 24, No. 2, pp. 107-135, 2010
Posted: 18 Jun 2010
Xiaoquan Jiang
Florida International University (FIU) - Department of Finance

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Return Dispersion, Cross-Sectional Returns, Asset Pricing, Market Volatility, Idiosyncratic Volatility

19.

An Empirical Test of the Accounting-Based Residual Income Model and the Traditional Dividend Discount Model

Journal of Business, Vol. 78, No. 4, 2005
Posted: 21 Nov 2007
Xiaoquan Jiang and Bong-Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University

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Residual income model, dividend discount model, volatility, fundamentals