Xiang Gao

Shanghai Business School

Head of Research Center of Finance

Shanghai Business School

2271 West Zhongshan Road

Shanghai, 200235

China

SCHOLARLY PAPERS

12

DOWNLOADS

882

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (12)

1.
Downloads 223 (256,199)

Relative Investor Sentiment

Number of pages: 26 Posted: 02 Jun 2022 Last Revised: 08 Jun 2024
Shanghai Business School, Utrecht University, Utrecht University - School of Economics and Research Center of Finance, Shanghai Business School
Downloads 223 (255,240)

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Investor sentiment, Option-implied moments, Momentum JEL classification: G12, G13, G14

Relative Investor Sentiment Measurement

CEPR Discussion Paper No. DP17370
Number of pages: 27 Posted: 23 Jun 2022
Shanghai Business School, Tilburg University, Utrecht University - School of Economics and Research Center of Finance, Shanghai Business School
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accumulators, cognitive error, emotional bias, Momentum, preservers, return predictability, sentiment

2.

Institutional Investor Sentiment and Aggregate Stock Returns

Gao X, Gu C, Koedijk K. Institutional investor sentiment and aggregate stock returns. Eur Financ Manag. 2020;1–26. https://doi.org/10.1111/eufm.12292
Number of pages: 40 Posted: 01 Jul 2020 Last Revised: 18 Jun 2021
Xiang Gao, Chen Gu and Kees Koedijk
Shanghai Business School, Shanghai Business School - Research Center of Finance and TIAS School of Business and Society, Tilburg University
Downloads 200 (283,289)
Citation 1

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sentiment, retail traders, institutional investors, cash flows, expectations

The Prospect Capital Asset Pricing Model: Theory and Empirics

CEPR Discussion Paper No. 17935.
Number of pages: 21 Posted: 27 Dec 2022 Last Revised: 13 Sep 2023
Shanghai Business School, Utrecht University, Utrecht University and Research Center of Finance, Shanghai Business School
Downloads 130 (408,398)

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Prospect theory, stock returns, beta pricing, skewness.

The Prospect Capital Asset Pricing Model: Theory and Empirics

Number of pages: 22 Posted: 07 Nov 2023
Shanghai Business School, Utrecht University, Utrecht University and Research Center of Finance, Shanghai Business School
Downloads 41 (801,029)

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Prospect theory, Stock returns, Beta pricing, Skewness.

4.

Domestic Creditor Rights and External Private Debt

Number of pages: 36 Posted: 08 Jan 2016 Last Revised: 27 Apr 2016
Haichao Fan and Xiang Gao
Shanghai University of Finance and Economics - School of International Business Administration and Shanghai Business School
Downloads 101 (490,331)

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5.

On the Role of Projected FDI Inflows in Shaping Institutions: The Longer-Term Plan for Post-Pandemic Investment Reboot

East Asian Economic Review Vol. 24, No. 4 (December 2020) 441-468, , https://dx.doi.org/10.11644/KIEP.EAER.2020.24.4.387
Number of pages: 28 Posted: 15 Jan 2021
Xiang Gao, Zhenhua Gu and Kees Koedijk
Shanghai Business School, Shanghai Business School and TIAS School of Business and Society, Tilburg University
Downloads 51 (713,785)

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Foreign Direct Investment, Foreign Portfolio Investment, Debt Investment, Legal Institutions, Contract Enforcement, Executive Constraints, Property Rights

6.

Mutual Fund Style Volatility and Fund Flows

Number of pages: 57 Posted: 10 Jan 2018
Xiang Gao and Xuemei Guo
Shanghai Business School and Shanghai Business School
Downloads 33 (842,934)

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Mutual Fund Flow, Style Volatility, Investor Learning, Manager Behavior

7.

The Extensive Margin of Intrafirm Trade

International Journal of Economics and Business Research, Vol. 4, Nos. 1/2, 2012
Number of pages: 20 Posted: 09 Jan 2016
Xiang Gao
Shanghai Business School
Downloads 27 (895,227)

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extensive margin, intrafirm trade, FDI, foreign direct investment, multiproduct firms, foreign affiliates, productivity heterogeneity, vertical integration, outsourcing, incomplete contract

8.

Volatility-Dependent Skewness-Preference and Equity Investment Strategies

Gao, X., Koedijk, K. G., and Wang, Z. Volatility-Dependent Skewness Preference, The Journal of Portfolio Management, 05 October 2021. DOI: 10.3905/jpm.2021.1.295
Number of pages: 31 Posted: 18 Mar 2024
Xiang Gao, Kees Koedijk and Zhan Wang
Shanghai Business School, Utrecht University and Research Center of Finance, Shanghai Business School
Downloads 21 (952,886)

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skewness; volatility; return prediction; portfolio stock selection

9.

A stakeholder perspective to construct an indicator system for Chinese corporate culture evaluation

Number of pages: 20 Posted: 12 Feb 2024
Shuhui Liang and Xiang Gao
Payap University and Shanghai Business School
Downloads 17 (994,510)

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Stakeholders; publicly-listed companies; corporate culture; evaluation indicator system

10.

A New Composite Risk Measurement Framework for Evaluating the Impact of Corporate Governance on Capital Market Performance

Number of pages: 12 Posted: 18 Mar 2024
Ziyu Li, Zhan Wang and Xiang Gao
Payap University, Research Center of Finance, Shanghai Business School and Shanghai Business School
Downloads 16 (1,004,969)

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composite risk measurement, hybrid variance, corporate governance, capital market performance

11.

Forecasting European Stock Volatility: The Role of the UK

Posted: 14 Nov 2022 Last Revised: 15 Mar 2024
Jun Gao, Xiang Gao and Chen Gu
Shanghai Business School, Shanghai Business School and Shanghai Business School - Research Center of Finance
Downloads 14 (1,026,158)

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European stock market, volatility forecast, lead-lag relations, realized variance, limited attention

12.

The Brexit Political Risk and Global Financial Markets’ Responses: A Brief Review of the Literature and Potential Research Directions

Number of pages: 19 Posted: 30 May 2024
Yanping Ma, Qian Wei and Xiang Gao
Payap University, Guangxi University of Foreign Languages and Shanghai Business School
Downloads 8 (1,086,033)

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political risk; financial market; stock returns; Brexit