Xiaoquan Jiang

Florida International University (FIU) - Department of Finance

Assistant Professor

University Park

11200 SW 8th Street

Miami, FL 33199

United States

SCHOLARLY PAPERS

17

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2,783

SSRN CITATIONS
Rank 24,472

SSRN RANKINGS

Top 24,472

in Total Papers Citations

1

CROSSREF CITATIONS

27

Scholarly Papers (17)

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 1,123 (17,838)
Citation 1

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Financial ratios, Return predictability, Decomposition, Fundamentals

Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?

Financial Review, Vol. 47, Issue 3, pp. 531-564, 2012
Number of pages: 34 Posted: 07 Jul 2012
Xiaoquan Jiang and Bong‐Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University
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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 474 (59,236)
Citation 1

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

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 215 (141,441)

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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 154 (191,484)

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

4.

On the Dynamic Relation between Returns and Idiosyncratic Volatility

AFA 2005 Philadelphia Meetings
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 335 (89,255)
Citation 1

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5.

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 175 (171,300)

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

6.

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

25th Australasian Finance and Banking Conference 2012
Number of pages: 54 Posted: 29 Aug 2012
Xiaoquan Jiang and Qiang Kang
Florida International University (FIU) - Department of Finance and Florida International University (FIU) - Department of Finance
Downloads 159 (186,135)

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Cross-Section Estimates, Predicting Market Equity Premium, Predicting Macroeconomic Activity, PEG Ratio, Analyst Long-term Growth Forecast, Wild Bootstrap

7.
Downloads 67 (337,009)
Citation 2

Corporate Bond Returns and Volatility

The Financial Review, Vol. 43, No. 1, pp. 1-26, February 2008
Number of pages: 26 Posted: 08 Feb 2008
Kelly Nianyun Cai and Xiaoquan Jiang
University of Michigan at Dearborn - School of Management and Florida International University (FIU) - Department of Finance
Downloads 27 (496,196)
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Corporate Bond Returns and Volatility

The Financial Review, Forthcoming
Number of pages: 38 Posted: 21 Nov 2007
Kelly Nianyun Cai and Xiaoquan Jiang
University of Michigan at Dearborn - School of Management and Florida International University (FIU) - Department of Finance
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Corporate bond return, volatility, decomposition, dynamic relation

Corporate Bond Returns and Volatility

Financial Review, Vol. 43, Iss. 1, pp. 1-26, February 2008
Number of pages: 26 Posted: 29 Jan 2008
Kelly Nianyun Cai and Xiaoquan Jiang
University of Michigan at Dearborn - School of Management and Florida International University (FIU) - Department of Finance
Downloads 16 (565,939)
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8.

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 54 (375,124)

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Debt IPOs, Information, Waves

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 9 (588,637)

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10.

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 9 (588,637)
Citation 1
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11.

The Intertemporal Risk-Return Relation in the Stock Market

Financial Review, Vol. 44, Issue 4, pp. 541-558, November 2009
Number of pages: 18 Posted: 14 Oct 2009
Xiaoquan Jiang and Bong‐Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University
Downloads 5 (614,907)
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12.

The Dynamic Relations between Market Returns and Two Types of Risk with Business Cycles

Financial Review, Vol. 49, Issue 3, pp. 593-618, 2014
Number of pages: 26 Posted: 26 Jul 2014
Xiaoquan Jiang and Bong‐Soo Lee
Florida International University (FIU) - Department of Finance and Florida State University
Downloads 1 (652,095)
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market return, market risk, idiosyncratic risk, business cycle

13.

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

14.

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

15.

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

16.

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

17.

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