Contact
- +44 (0)20 7040 4639
- xiao.xiao@city.ac.uk
Visit Xiao Xiao
Bunhill Row
Postal address
Bayes Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom
About
Overview
Xiao is a Reader (Associate Professor) in Finance at Bayes Business School, City, University of London. Prior to that, she was an Assistant Professor in Finance at Amsterdam Business School, University of Amsterdam. Her research mainly focuses on empirical asset pricing. She was awarded several research grants from the Canadian Derivatives Institute. Her research has been published on Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and Management Science.
Qualifications
- PhD, Erasmus University Rotterdam, Netherlands, Sep 2013 – Feb 2017
Employment
- Reader in Finance, City, University of London, Sep 2022 – present
- Assistant Professor in Finance, University of Amsterdam, Sep 2020 – Aug 2022
Expertise
Primary topics
- Asset Pricing
Additional topics
- Derivatives
Publications
Journal articles (6)
- Vasquez, A. and Xiao, X. (2024). Default Risk and Option Returns. Management Science, 70(4), pp. 2144–2167. doi:10.1287/mnsc.2023.4796.
- Cao, J., Goyal, A., Xiao, X. and Zhan, X. (2023). Implied Volatility Changes and Corporate Bond Returns. Management Science, 69(3), pp. 1375–1397. doi:10.1287/mnsc.2022.4379.
- Cao, J.J., Vasquez, A., Xiao, X. and Zhan, X.E. (2023). Why Does Volatility Uncertainty Predict Equity Option Returns? The Quarterly Journal of Finance, 13(01). doi:10.1142/s2010139223500052.
- Fan, Z., Xiao, X. and Zhou, H. (2022). Moment Risk Premia and Stock Return Predictability. Journal of Financial and Quantitative Analysis, 57(1), pp. 67–93. doi:10.1017/s002210902000085x.
- Fan, Z., Londono, J.M. and Xiao, X. (2022). Equity tail risk and currency risk premiums. Journal of Financial Economics, 143(1), pp. 484–503. doi:10.1016/j.jfineco.2021.05.020.
- Xiao, X. and Zhou, C. (2018). The decomposition of jump risks in individual stock returns. Journal of Empirical Finance, 47, pp. 207–228. doi:10.1016/j.jempfin.2018.04.002.