5
H index
4
i10 index
394
Citations
Temple University | 5 H index 4 i10 index 394 Citations RESEARCH PRODUCTION: 13 Articles 1 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xiaohui Gao. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Economics | 2 |
| Journal of Financial and Quantitative Analysis | 2 |
| The Review of Financial Studies | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Forecasting corporate default probabilities: a local logit approach for scenario analysis. (2025). Quaglia, Ivan ; Ciocchetta, Federica ; Pietrosanti, Stefano ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_909_25. Full description at Econpapers || Download paper |
| 2025 | Deterrent effects of targeted sanctions by mainland China on Taiwan: evidence from 2021–2 sanction events. (2025). Cheng, Tzuchang Forrest ; Ma, Sen ; Li, Runliang ; Han, Fengze. In: Economica. RePEc:bla:econom:v:92:y:2025:i:365:p:259-284. Full description at Econpapers || Download paper |
| 2024 | Access to public capital markets and bank lending. (2024). Chu, Yongqiang ; Zhao, Daxuan. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:1:p:184-213. Full description at Econpapers || Download paper |
| 2025 | Martingale defects in the volatility surface and bubble conditions in the underlying. (2025). Blauth, Jrme ; Stahl, Philip. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154110. Full description at Econpapers || Download paper |
| 2024 | Underpricing of IPOs : Evidence from the Euronext Paris market. (2024). Laporte, Jean-Marie ; Assoil, Ayad. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01059. Full description at Econpapers || Download paper |
| 2025 | Should we mind the gap? An assessment of the benefits of equity markets and policy implications for Europe’s capital markets union. (2025). Lambert, Claudia ; Gori, Sofia ; van Overbeek, Fons ; Schuster, Wagner Eduardo ; Bninghausen, Benjamin ; Gati, Zakaria ; Evrard, Johanne ; Legran, Daniel. In: Occasional Paper Series. RePEc:ecb:ecbops:2025373. Full description at Econpapers || Download paper |
| 2025 | The effect of stock market manipulation on investor behavioral bias. (2025). Chen, Zhenshan ; Zhang, Jingru ; Liu, Jie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000711. Full description at Econpapers || Download paper |
| 2024 | The impact of big tech corporate venture capital investments on innovation: Evidence from the equity investment market. (2024). Gao, Tingfan ; Wang, Shixun ; Yang, Lihong ; Chen, Baizhu. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001967. Full description at Econpapers || Download paper |
| 2025 | Happily ever after? Lender diversification and performance sensitivity in post-IPO loans. (2025). Zhang, Xiaoyu ; Lin, Luca X. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000422. Full description at Econpapers || Download paper |
| 2025 | Do search costs explain persistent investment in active mutual funds?. (2025). Thiel, Jurre ; Janssen, Aljoscha. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s016518892500065x. Full description at Econpapers || Download paper |
| 2024 | The JOBS Act and IPO underpricing. (2024). Bian, Yuxiang ; Su, Wentao ; Hu, Tiantian ; Wang, Ren ; Liu, Haoran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000044. Full description at Econpapers || Download paper |
| 2025 | Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions. (2025). Yamazaki, Akira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000026. Full description at Econpapers || Download paper |
| 2024 | Culture imprint and gambling preference: Evidence from individual investors trading in the Chinese stock market. (2024). Wang, Ziqiao ; Chen, Xuehong ; Zhang, Xiaotao ; Hao, Jing. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000311. Full description at Econpapers || Download paper |
| 2024 | Shadow capital in venture financing: Selection, valuation, and exit dynamic. (2024). Cumming, Douglas ; Dai, NA. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000495. Full description at Econpapers || Download paper |
| 2024 | The correlated trading and investment performance of individual investors. (2024). Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000574. Full description at Econpapers || Download paper |
| 2024 | Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio. (2024). Chen, Chen ; Stivers, Chris ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000902. Full description at Econpapers || Download paper |
| 2025 | Maxing out short-term reversals in weekly stock returns. (2025). Chen, Chen ; Cohen, Andrew ; Liang, Qiqi ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000301. Full description at Econpapers || Download paper |
| 2025 | The rise of venture capital and IPO quality. (2025). Nain, Amrita ; Ying, Jie ; Arthur, Joseph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000350. Full description at Econpapers || Download paper |
| 2025 | ESG performance and seasoned equity offering discount – Evidence from investor share subscriptions in China. (2025). Wang, Solomon ; Meng, Qingbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002765. Full description at Econpapers || Download paper |
| 2024 | A closer look at the substitution effects between retail trading and national lotteries. (2024). Liang, Qiqi ; Sun, Licheng. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006275. Full description at Econpapers || Download paper |
| 2025 | Inferring jump dynamics from weekly options: A non-parametric method. (2025). Zhang, Junyu ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002296. Full description at Econpapers || Download paper |
| 2024 | Culture and exit mechanisms: International evidence. (2024). Khiar, Mohamed Nasrallah ; Kooli, Maher. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000437. Full description at Econpapers || Download paper |
| 2024 | Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure. (2024). Kalev, Petko S ; Mudalige, Priyantha. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001261. Full description at Econpapers || Download paper |
| 2024 | The EU prospectus regulation and its impact on SME listings. (2024). Tressel, Victoria ; Kaserer, Christoph. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000490. Full description at Econpapers || Download paper |
| 2024 | Lottery jackpot winnings and retail trading in the neighborhood. (2024). Lin, Tse-Chun ; Chan, Yu-Ju ; Bui, Dien Giau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001833. Full description at Econpapers || Download paper |
| 2025 | Connections with investment banks and their value: Evidence from seasoned equity offerings. (2025). Dou, Ying ; Merkoulova, Yulia ; Wu, Betty. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000615. Full description at Econpapers || Download paper |
| 2025 | Global foreign exchange volatility, ambiguity, and currency carry trades. (2025). Sakemoto, Ryuta ; Asano, Takao ; Cai, Xiaojing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001281. Full description at Econpapers || Download paper |
| 2024 | The timing of voluntary delisting. (2024). Tunaru, Radu ; el Kalak, Izidin ; Colak, Gonul ; Azevedo, Alcino. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000552. Full description at Econpapers || Download paper |
| 2025 | Arbitrage-based recovery. (2025). Horvath, Ferenc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001922. Full description at Econpapers || Download paper |
| 2024 | Large firms and the cyclicality of US labour productivity. (2024). Khan, Hashmat ; Brault, Joshua. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000570. Full description at Econpapers || Download paper |
| 2024 | Beyond the IPO horizon: Understanding the determinants and consequences of IPO withdrawal. (2024). Humphrey, Jarrod. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:21:y:2024:i:c:s2352673423000689. Full description at Econpapers || Download paper |
| 2024 | Taking matters into their own hands: How Investors stock preferences affect mutual fund flows in China. (2024). Li, Shi ; Fu, Rongsha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002890. Full description at Econpapers || Download paper |
| 2025 | Why do investors trade more following high returns?. (2025). Susmel, Rauli ; Lee, Hsiu-Chuan ; Chuang, Wen-I, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005866. Full description at Econpapers || Download paper |
| 2024 | The effect of international media news on the global stock market. (2024). Jin, Xuejun ; Yang, Xiaolan ; Chen, Cheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:50-69. Full description at Econpapers || Download paper |
| 2024 | Does annual report readability influence the design of SEOs?. (2024). Nadarajah, Sivathaasan ; Puwanenthiren, Premkanth ; Ali, Muhammad Jahangir ; Azam, Md Saiful. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:970-984. Full description at Econpapers || Download paper |
| 2024 | The impact of macroeconomic announcements on risk, preference, and risk premium. (2024). Kiriu, Takuya ; Hibiki, Norio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:842-857. Full description at Econpapers || Download paper |
| 2024 | Bank affiliation and lottery-like characteristics of mutual funds. (2024). Wang, Xiaoxiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:944-963. Full description at Econpapers || Download paper |
| 2024 | The effects of NASDAQ delisting on firm performance. (2024). Zhu, Xiaorui ; Li, Mingsheng ; Liu, Karen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002271. Full description at Econpapers || Download paper |
| 2024 | Personality differences and investment decision-making. (2024). Jiang, Zhengyang ; Yan, Hongjun ; Peng, Cameron. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121634. Full description at Econpapers || Download paper |
| 2025 | The Unforeseen Impact: IPOs and Worsening Performance in Local Residential Mortgage Markets. (2025). Liu, Erin ; Yang, Jing. In: International Real Estate Review. RePEc:ire:issued:v:28:n:03:2025:p:255-328. Full description at Econpapers || Download paper |
| 2024 | Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility. (2024). Han, Yuecai ; Zhang, Fengtong. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:1:d:10.1007_s11147-023-09198-2. Full description at Econpapers || Download paper |
| 2024 | An affine model for short rates when monetary policy is path dependent. (2024). Al-Zoubi, Haitham A. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09202-3. Full description at Econpapers || Download paper |
| 2024 | A two-factor structural model for valuing corporate securities. (2024). Cherif, Rim ; Ben-Abdellatif, Malek ; Ben-Ameur, Hatem ; Remillard, Bruno. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09203-2. Full description at Econpapers || Download paper |
| 2025 | Analytical valuation of a general form of barrier option with stochastic interest rate and jumps. (2025). Guillaume, Tristan. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:2:d:10.1007_s11147-025-09215-6. Full description at Econpapers || Download paper |
| 2024 | CEO optimism and the use of credit default swaps: evidence from the US life insurance industry. (2024). Lin, Tzu-Ting ; Wen, Min-Ming ; Cheng, Jiang ; Fung, Hung-Gay. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01254-8. Full description at Econpapers || Download paper |
| 2025 | European SMEs’ growth: the role of market-based finance and public financial support. (2025). Ferrando, Annalisa ; Boccaletti, Simone ; Rossi, Emanuele ; Rossolini, Monica. In: Small Business Economics. RePEc:kap:sbusec:v:64:y:2025:i:2:d:10.1007_s11187-024-00918-y. Full description at Econpapers || Download paper |
| 2024 | Delegated Investment Management in Alternative Assets. (2024). Andonov, Aleksandar. In: The Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:13:y:2024:i:1:p:264-301.. Full description at Econpapers || Download paper |
| 2025 | Jumpstart our SPAC IPOs? Unintended consequences of the JOBS Act. (2025). Hemmings, Danial ; Jaafar, Aziz. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:3:d:10.1057_s41260-025-00399-y. Full description at Econpapers || Download paper |
| 2024 | Research in new ventures nonmarket strategies: contributions and opportunities. (2024). Ismayil, Yunis ; Tunalp, Deniz. In: Management Review Quarterly. RePEc:spr:manrev:v:74:y:2024:i:2:d:10.1007_s11301-022-00317-1. Full description at Econpapers || Download paper |
| 2024 | Capital risk, fiscal policy, and the distribution of wealth. (2024). Modena, Andrea ; Regis, Luca. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00359-x. Full description at Econpapers || Download paper |
| 2024 | Proprietary costs and the equity financing choice. (2024). Zufarov, Rustam ; Sivaramakrishnan, Konduru ; Floros, Ioannis V. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:2:d:10.1007_s11142-022-09745-6. Full description at Econpapers || Download paper |
| 2025 | Horizon effects in the pricing kernel: How investors price short-term versus long-term risks. (2025). Driessen, Joost ; Koter, Joren ; Wilms, Ole. In: Other publications TiSEM. RePEc:tiu:tiutis:18d19e20-6d30-4828-9a8e-940a54b55924. Full description at Econpapers || Download paper |
| 2024 | The impact of prospectus language on IPO underpricing: A textual analysis of European IPOs. (2024). von Bodman, Nicolas. In: Junior Management Science (JUMS). RePEc:zbw:jumsac:308472. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2023 | Dark Matter in (Volatility and) Equity Option Risk Premiums In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Dark Matter in (Volatility and) Equity Option Risk Premiums.(2022) In: Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2025 | Do investors gain by selling the tails of return distributions? In: Mathematical Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | Where Have All the IPOs Gone? In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 179 |
| 2023 | Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 1 |
| 2023 | Treasury option returns and models with unspanned risks In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2010 | The marketing of seasoned equity offerings In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 123 |
| 2024 | What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market? In: Commodities. [Full Text][Citation analysis] | article | 0 |
| 2021 | A Theory of Dissimilarity Between Stochastic Discount Factors In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2024 | Madam Yellen is right about minimum wage policies: evidence from millions of sole proprietors In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2015 | Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 68 |
| 2018 | A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 11 |
| 2008 | The Components of Mutual Fund Fees In: Financial Markets, Institutions & Instruments. [Full Text][Citation analysis] | article | 1 |
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