| Implied volatility changes and corporate bond returns J Cao, A Goyal, X Xiao, X Zhan Management Science 69 (3), 1375-1397, 2023 | 39 | 2023 |
| Volatility uncertainty and the cross-section of option returns J Cao, A Vasquez, X Xiao, X Zhan SSRN, 2019 | 32 | 2019 |
| Equity tail risk and currency risk premiums Z Fan, JM Londono, X Xiao Journal of Financial Economics 143 (1), 484-503, 2022 | 27 | 2022 |
| Default risk and option returns A Vasquez, X Xiao Management Science 70 (4), 2144-2167, 2024 | 25 | 2024 |
| Common factors in equity option returns AR Horenstein, A Vasquez, X Xiao Available at SSRN 3290363, 2022 | 25 | 2022 |
| Moment risk premia and stock return predictability Z Fan, X Xiao, H Zhou Journal of Financial and Quantitative Analysis 57 (1), 67-93, 2022 | 13 | 2022 |
| Why Does Volatility Uncertainty Predict Equity Option Returns? JJ Cao, A Vasquez, X Xiao, XE Zhan The Quarterly Journal of Finance 13 (01), 2350005, 2023 | 8 | 2023 |
| The decomposition of jump risks in individual stock returns X Xiao, C Zhou Journal of Empirical Finance 47, 207-228, 2018 | 8 | 2018 |
| Entropy-based implied volatility and its information content X Xiao, C Zhou Paris December 2015 Finance Meeting EUROFIDAI-AFFI, 2016 | 6 | 2016 |
Aurelio VasquezITAM在 itam.mx 的电子邮件经过验证
