Citation profile for Xiao Xiao

Xiao Xiao : Citation Profile

Universiteit van Amsterdam

H index

i10 index

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   1 years (2019 - 2019). See details.
   Cites by year: 7
   Journals where Xiao Xiao has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxi227
   Updated: 2026-01-10    RAS profile: 2021-07-19
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Xiao Xiao.

Is cited by:

Feng, Guanhao (1)

Cites to:

Sarno, Lucio (8)

Verdelhan, Adrien (5)

Menkhoff, Lukas (4)

Schrimpf, Andreas (4)

Schmeling, Maik (4)

Bollerslev, Tim (2)

Taylor, Mark (2)

Dobrynskaya, Victoria (2)

Bekaert, Geert (2)

Filippou, Ilias (2)

Gabaix, Xavier (2)

Main data

Where Xiao Xiao has published?

Recent works citing Xiao Xiao (2025 and 2024)

Year	Title of citing document
2024	Hedging investment-grade and high-yield bonds with credit VIX. (2024). Alsagr, Naif ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001137. Full description at Econpapers \|\| Download paper
2024	Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132. Full description at Econpapers \|\| Download paper
2025	Predicting individual corporate bond returns. (2025). Feng, Guanhao ; He, Xin ; Wu, Chunchi ; Wang, Yanchu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863. Full description at Econpapers \|\| Download paper
2024	The risk and return of equity and credit index options. (2024). Seo, Sang Byung ; Fournier, Mathieu ; Ericsson, Jan ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001557. Full description at Econpapers \|\| Download paper
2025	Managing uncertainty under sudden operational closures: The role of implied volatility, positive sentiment, and productivity. (2025). Dhir, Amandeep ; Chirico, Francesco ; Patel, Pankaj C ; Ojha, Divesh. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:219:y:2025:i:c:s0040162525003087. Full description at Econpapers \|\| Download paper
2025	Factor Investing with Delays. (2025). Robotti, Cesare ; Nozawa, Yoshio ; Dickerson, Alexander. In: Discussion Paper Series. RePEc:hit:hituec:771. Full description at Econpapers \|\| Download paper

Works by Xiao Xiao:

Year	Title	Type	Cited
2019	Implied Volatility Changes and Corporate Bond Returns In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis]	paper	7
2019	US Equity Tail Risk and Currency Risk Premia In: International Finance Discussion Papers. [Full Text][Citation analysis]	paper	0