Xiaofei Zhao

Georgetown University - Robert Emmett McDonough School of Business

3700 O Street, NW

Washington, DC 20057

United States

SCHOLARLY PAPERS

12

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5,267

SSRN CITATIONS
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Top 11,936

in Total Papers Citations

72

CROSSREF CITATIONS

31

Scholarly Papers (12)

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 - Robert Emmett McDonough School of Business
Downloads 1,089 (24,757)
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 - Robert Emmett McDonough School of Business
Downloads 763 (41,536)
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 - Robert Emmett McDonough School of Business
Downloads 691 (47,305)
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

Number of pages: 48 Posted: 09 Dec 2014 Last Revised: 07 Jul 2021
Case Western Reserve University - Weatherhead School of Management, INSEAD, University of Texas at Dallas, University of Minnesota and Georgetown University - Robert Emmett McDonough School of Business
Downloads 581 (59,168)
Citation 3

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Learning; Complexity; Information; Volatility dynamics

5.

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 - Robert Emmett McDonough School of Business
Downloads 514 (69,384)
Citation 2

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Customer-Supplier Relationship; Investor Recognition; Disclosure

6.

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 - Robert Emmett McDonough School of Business
Downloads 446 (82,192)
Citation 3

Abstract:

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

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
Number of pages: 66 Posted: 25 Aug 2021 Last Revised: 04 Oct 2021
Yoontae Jeon, Thomas H. McCurdy and Xiaofei Zhao
Ryerson University - Ted Rogers School of Management, University of Toronto - Rotman School of Management and Georgetown University - Robert Emmett McDonough School of Business
Downloads 400 (93,048)

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

8.

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 - Robert Emmett McDonough School of Business
Downloads 248 (155,585)
Citation 6

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

9.

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 - Robert Emmett McDonough School of Business
Downloads 200 (190,819)
Citation 5

Abstract:

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

10.

The Pricing of New Corporate Debt Issues

Georgetown McDonough School of Business Research Paper No. 3700162
Number of pages: 52 Posted: 20 Oct 2020 Last Revised: 15 Jan 2021
University of Michigan at Dearborn - School of Management, Lehigh University - College of Business, University of Waterloo and Georgetown University - Robert Emmett McDonough School of Business
Downloads 153 (240,445)

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

11.

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 - Robert Emmett McDonough School of Business
Downloads 99 (331,076)

Abstract:

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

12.

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
The Chinese University of Hong Kong (CUHK) - Department of Finance, University of Delaware - Department of Finance, University of Arizona - Department of Finance and Georgetown University - Robert Emmett McDonough School of Business
Downloads 83 (369,575)
Citation 2

Abstract:

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Mergers and Acquisitions, Takeovers, Termination Fees