Xiaofei Zhao

Georgetown University - McDonough School of Business

3700 O Street, NW

Washington, DC 20057

United States

SCHOLARLY PAPERS

14

DOWNLOADS
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SSRN RANKINGS

Top 10,169

in Total Papers Downloads

7,048

SSRN CITATIONS
Rank 11,685

SSRN RANKINGS

Top 11,685

in Total Papers Citations

72

CROSSREF CITATIONS

31

Scholarly Papers (14)

Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

Fisher College of Business Working Paper No. 2012-03-025, Charles A. Dice Center Working Paper No. 2012-25
Number of pages: 58 Posted: 02 Oct 2012 Last Revised: 17 Dec 2016
Frederico Belo, Xiaoji Lin, Jun Li and Xiaofei Zhao
INSEAD, University of Minnesota, University of Texas at Dallas and Georgetown University - McDonough School of Business
Downloads 1,191 (25,743)
Citation 21

Abstract:

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Labor Heterogeneity, Labor Skill, Labor Hiring, Investment, Stock Return Predictability, Cross-Sectional Asset Pricing, q-theory, Adjustment cost shocks

2.

The Elephant in the Room: The Impact of Labor Obligations on Credit Markets

Number of pages: 107 Posted: 15 Jun 2016 Last Revised: 23 Apr 2019
Jack Y Favilukis, Xiaoji Lin and Xiaofei Zhao
University of British Columbia (UBC) - Division of Finance, University of Minnesota and Georgetown University - McDonough School of Business
Downloads 901 (39,033)
Citation 21

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Wage rigidity, long-term debt, credit risk, labor market frictions, labor leverage, financial leverage, wage growth, labor share

3.

A Market-Based Study of the Cost of Default

AFA 2012 Chicago Meetings Paper, EFA 2011 Stockholm Meetings Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 124
Number of pages: 56 Posted: 19 Mar 2010 Last Revised: 22 Aug 2012
University of Toronto - Finance Area, Stanford University - Graduate School of Business and Georgetown University - McDonough School of Business
Downloads 772 (48,061)
Citation 33

Abstract:

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Default, Bankruptcy, Renegotiation, Costs of financial distress, Structural models, Credit risk

4.

The Opposing Effects of Complexity and Information Content on Uncertainty Dynamics: Evidence from 10-K Filings

Management Science
Number of pages: 43 Posted: 09 Dec 2014 Last Revised: 28 Mar 2022
Case Western Reserve University - Weatherhead School of Management, INSEAD, University of Texas at Dallas, University of Minnesota and Georgetown University - McDonough School of Business
Downloads 701 (54,769)
Citation 3

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Learning; Complexity; Information; Volatility dynamics; Textual analysis

5.

Labor Force Telework Flexibility and Asset Prices: Evidence from the COVID-19 Pandemic

Georgetown McDonough School of Business Research Paper No. 3693239
Number of pages: 73 Posted: 20 Sep 2020 Last Revised: 07 May 2021
University of British Columbia (UBC) - Division of Finance, University of Minnesota, Northeastern University and Georgetown University - McDonough School of Business
Downloads 647 (60,700)
Citation 6

Abstract:

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Labor force telework, Pandemic, Return predictability, Multiple tasks, Labor shocks, Uncertainty shocks, Demand shocks

6.

The Power of Economic Networks: Investor Recognition through Supply-Chain Relationship Disclosures

Rotman School of Management Working Paper No. 2572717
Number of pages: 48 Posted: 04 Mar 2015 Last Revised: 31 Mar 2021
The Chinese University of Hong Kong, Board of Governors of the Federal Reserve System, University of Toronto - Rotman School of Management and Georgetown University - McDonough School of Business
Downloads 595 (67,588)
Citation 2

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Customer-Supplier Relationship; Investor Recognition; Disclosure

7.

News as Sources of Jumps in Stock Returns: Evidence From 21 Million News Articles for 9000 Companies

Journal of Financial Economics (JFE), In Press. https://doi.org/10.1016/j.jfineco.2021.08.002, Rotman School of Management Working Paper No. 3911398, Georgetown McDonough School of Business Research Paper No. 3911398
Number of pages: 66 Posted: 25 Aug 2021 Last Revised: 24 Mar 2022
Yoontae Jeon, Thomas H. McCurdy and Xiaofei Zhao
McMaster University - Michael G. DeGroote School of Business, University of Toronto - Rotman School of Management and Georgetown University - McDonough School of Business
Downloads 591 (68,154)

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Jumps; News frequency; Textual analysis; News content; Sentiment

8.

Labor Market Networks, Fundamentals, and Stock Returns

Georgetown McDonough School of Business Research Paper No. 3951333
Number of pages: 70 Posted: 27 Oct 2021 Last Revised: 01 Dec 2022
Case Western Reserve University - Weatherhead School of Management, Georgetown University - McDonough School of Business, Northeastern University and Georgetown University - McDonough School of Business
Downloads 385 (114,504)

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Labor network, labor productivity, asset returns.

9.

Does Information Intensity Matter for Stock Returns? Evidence from Form 8-K Filings

Management Science 63(5):1382-1404, May 2017. https://doi.org/10.1287/mnsc.2015.2408
Number of pages: 72 Posted: 04 Jan 2012 Last Revised: 25 Aug 2021
Xiaofei Zhao
Georgetown University - McDonough School of Business
Downloads 301 (148,489)
Citation 6

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Incomplete Information and Learning; SEC Current Report; Form 8-K; Information Intensity; Cross-Sectional Stock Returns

10.

Risk Disclosure and the Pricing of Corporate Debt Issues in Private and Public Markets

Georgetown McDonough School of Business Research Paper No. 3700162
Number of pages: 50 Posted: 20 Oct 2020 Last Revised: 15 Mar 2022
University of Michigan at Dearborn - School of Management, Lehigh University - College of Business, University of Waterloo and Georgetown University - McDonough School of Business
Downloads 227 (196,525)

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Debt IPO, Risk Factor, Topic Analysis, Credit Risk, Textual Analysis

11.

Do Jumps Contribute to the Dynamics of the Equity Premium?

Journal of Financial Economics 110 (2013) 457-477, Available at: http://dx.doi.org/10.1016/j.jfineco.2013.07.006
Number of pages: 48 Posted: 25 Jun 2013 Last Revised: 21 Aug 2021
John M. Maheu, Thomas H. McCurdy and Xiaofei Zhao
McMaster University - Michael G. DeGroote School of Business, University of Toronto - Rotman School of Management and Georgetown University - McDonough School of Business
Downloads 221 (202,452)
Citation 5

Abstract:

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Jumps, Higher-order moments, Skewness, Kurtosis, Equity Premium

12.

The Role of 'Expert Reviewers' in Private Capital Markets

Georgetown McDonough School of Business Research Paper No. 3715643, European Corporate Governance Institute – Finance Working Paper 739/2021
Number of pages: 59 Posted: 16 Nov 2020 Last Revised: 19 Mar 2021
Georgetown University - Robert Emmett McDonough School of Business, Lehigh University - College of Business and Georgetown University - McDonough School of Business
Downloads 220 (202,452)

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Private Markets, Information Asymmetry, Capital Raising, ICO, FinTech

13.

Do Bankers Matter for Main Street? The Financial Intermediary Labor Channel

Georgetown McDonough School of Business Research Paper No. 4106828
Number of pages: 85 Posted: 13 May 2022 Last Revised: 28 Sep 2022
University of Minnesota - Twin Cities, Carlson School of Management, University of British Columbia (UBC) - Division of Finance, University of Minnesota and Georgetown University - McDonough School of Business
Downloads 162 (266,295)

Abstract:

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Financial intermediary, Labor market frictions

14.

Why Are Bidder Termination Provisions Included In Takeovers?

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 47 Posted: 31 Aug 2012 Last Revised: 14 Aug 2020
Lingnan University - Department of Finance and Insurance, University of Delaware - Department of Finance, University of Arizona - Department of Finance and Georgetown University - McDonough School of Business
Downloads 134 (308,265)
Citation 2

Abstract:

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Mergers and Acquisitions, Takeovers, Termination Fees