Xiaofei Zhao

Georgetown University - McDonough School of Business

3700 O Street, NW

Washington, DC 20057

United States

  • Georgetown University - McDonough School of Business

SCHOLARLY PAPERS

18

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Top 9,143

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10,616

TOTAL CITATIONS
Rank 6,037

SSRN RANKINGS

Top 6,037

in Total Papers Citations

252

Scholarly Papers (18)

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1.

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

Downloads 1,485 (26,264)
Citation 90

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 1,485 (27,250)
Citation 90

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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 1,192 (38,313)
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.

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
Joon Woo Bae, Frederico Belo, Jun Li, Xiaoji Lin and Xiaofei Zhao
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 980 (50,646)
Citation 12

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Learning; Complexity; Information; Volatility dynamics; Textual analysis

4.

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
Sergei Davydenko, Ilya A. Strebulaev and Xiaofei Zhao
University of Toronto - Finance Area, Stanford University - Graduate School of Business and Georgetown University - McDonough School of Business
Downloads 888 (57,997)
Citation 52

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

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
Jack Y Favilukis, Xiaoji Lin, Ali Sharifkhani and Xiaofei Zhao
University of British Columbia (UBC) - Division of Finance, University of Minnesota, Northeastern University and Georgetown University - McDonough School of Business
Downloads 879 (58,847)
Citation 7

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

6.

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

Forthcoming, Journal of Financial Economics (JFE). 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: 25 Mar 2024
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 842 (62,665)
Citation 43

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

7.

Labor Market Networks, Fundamentals, and Stock Returns

Georgetown McDonough School of Business Research Paper No. 3951333
Number of pages: 85 Posted: 27 Oct 2021 Last Revised: 02 Apr 2025
Joon Woo Bae, Turan G. Bali, Ali Sharifkhani and Xiaofei Zhao
Case Western Reserve University - Weatherhead School of Management, Georgetown University - McDonough School of Business, Northeastern University and Georgetown University - McDonough School of Business
Downloads 737 (74,763)

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Labor network, labor productivity, asset returns.

8.

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

Rotman School of Management Working Paper No. 2572717
Number of pages: 42 Posted: 04 Mar 2015 Last Revised: 21 Feb 2025
Erfan Danesh, Chayawat Ornthanalai and Xiaofei Zhao
Board of Governors of the Federal Reserve System, University of Toronto - Rotman School of Management and Georgetown University - McDonough School of Business
Downloads 724 (76,263)
Citation 2

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Customer-Supplier Relationship; Investor Recognition; Disclosure, Investor Recognition, Economic Network

9.

Do bankers matter for main street? The financial intermediary labor channel

Georgetown McDonough School of Business Research Paper No. 4106828
Number of pages: 99 Posted: 13 May 2022 Last Revised: 02 Apr 2025
Yuchen Chen, Jack Y Favilukis, Xiaoji Lin and Xiaofei Zhao
University of Illinois Urbana Champaign, University of British Columbia (UBC) - Division of Finance, University of Minnesota and Georgetown University - McDonough School of Business
Downloads 577 (102,080)

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Financial intermediaries, Labor market frictions JEL classification: E43, G21, J11

10.

It Depends on When You Search

MIS Quarterly, Forthcoming, Georgetown McDonough School of Business Research Paper No. 4370525
Number of pages: 31 Posted: 01 Mar 2023 Last Revised: 17 May 2023
Jun Li, Xianwei Liu, Qiang Ye, Feng Zhao and Xiaofei Zhao
University of Texas at Dallas, Harbin Institute of Technology, Harbin Institute of Technology, School of Management, University of Texas at Dallas - Jindal School of Management and Georgetown University - McDonough School of Business
Downloads 456 (136,281)

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internet search, time heterogeneity, retail investor attention, stock returns, trading activities

11.

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 409 (154,727)
Citation 6

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

12.

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: 74 Posted: 20 Oct 2020 Last Revised: 30 Mar 2025
Kelly Nianyun Cai, Kathleen Weiss Hanley, Alan Guoming Huang and Xiaofei Zhao
University of Michigan at Dearborn - School of Management, Lehigh University - College of Business, University of Waterloo and Georgetown University - McDonough School of Business
Downloads 379 (167,959)

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

13.

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 272 (239,843)
Citation 12

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

14.

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
Reena Aggarwal, Kathleen Weiss Hanley and Xiaofei Zhao
Georgetown University - Robert Emmett McDonough School of Business, Lehigh University - College of Business and Georgetown University - McDonough School of Business
Downloads 232 (281,075)
Citation 2

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

15.

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
Zhiyao Chen, Hamed Mahmudi, Aazam Virani and Xiaofei Zhao
City University of Hong Kong (CityU) - Department of Economics and Finance, University of Delaware - Department of Finance, University of Arizona - Department of Finance and Georgetown University - McDonough School of Business
Downloads 221 (294,493)
Citation 4

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Mergers and Acquisitions, Takeovers, Termination Fees

16.

Neglected Risks in the Communication of Residential Mortgage-Backed Securities Offerings

Journal of Finance forthcoming
Number of pages: 57 Posted: 19 Jan 2019 Last Revised: 24 Feb 2023
Harold H. Zhang, Feng Zhao and Xiaofei Zhao
University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Jindal School of Management and Georgetown University - McDonough School of Business
Downloads 157 (401,459)
Citation 1

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Neglected Risks, Institutional Investors, Written Communications, Textual Risks

17.

Remote Work and Asset Prices: The Importance of ICT Human Capital

Georgetown McDonough School of Business Research Paper No. 4899785
Number of pages: 103 Posted: 25 Jul 2024 Last Revised: 02 Apr 2025
Jack Y Favilukis, Jing Gao, Xiaoji Lin, Ali Sharifkhani and Xiaofei Zhao
University of British Columbia (UBC) - Division of Finance, University of Minnesota - Minneapolis - Carlson School of Management, University of Minnesota, Northeastern University and Georgetown University - McDonough School of Business
Downloads 156 (403,683)

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ICT human capital, Remote work, Return predictability, Multiple job tasks, Labor shocks, Uncertainty shocks, Pandemic

18.

Disclosure Mandate, Trust, and Asset Securitization

Journal of Financial Intermediation, forthcoming
Number of pages: 95 Posted: 31 Mar 2025
Lantian Liang, Harold H. Zhang, Feng Zhao and Xiaofei Zhao
The University of Sydney - Discipline of Finance, University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Jindal School of Management and Georgetown University - McDonough School of Business
Downloads 30 (1,022,691)

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Disclosure Mandate, Trust, and Asset Securitization Disclosure Mandate, Regulation AB, Asset Securitization, Second-lien Underreporting, Transparency, Trust