Dr. QIAO Xiao (喬瀟)

Research Output

  1. 2020
  2. Online published

    Volatility and returns: Evidence from China

    Chi, Y., Qiao, X., Yan, S. & Deng, B., 4 Nov 2020, (Online published) In: International Review of Finance.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  3. Follow the smart money: Factor forecasting in China

    Chen, Q., Chi, Y. & Qiao, X., Sep 2020, In: Pacific Basin Finance Journal. 62, 101368.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  4. Downside Volatility-Managed Portfolios

    Qiao, X., Yan, S. & Deng, B., Jul 2020, In: Journal of Portfolio Management. 46, 7, p. 13-29

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
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  5. 2019
  6. On commodity price limits

    Janardanan, R., Qiao, X. & Rouwenhorst, K. G., Aug 2019, In: Journal of Futures Markets. 39, 8, p. 946-961

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
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  7. Machine Learning for Recession Prediction and Dynamic Asset Allocation

    James, A., Abu-Mostafa, Y. S. & Qiao, X., 2019, In: The Journal of Financial Data Science. 1, 3, p. 41-56

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  8. Return Predictability and Market-Timing: A One-Month Model

    Hull, B., Qiao, X. & Bakosova, P., 2019, In: Journal of Investment Management. 17, 3, p. 47-64

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  9. 2017
  10. A practitioner's defense of return predictability

    Hull, B. & Qiao, X., 2017, In: Journal of Portfolio Management. 43, 3, p. 60-76

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 5
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  11. 2015
  12. Value Investing Through the Lens of Campbell-Shiller

    Mo, J. P. & Qiao, X., 2015, In: Journal of Portfolio Management. 41, 3, p. 59-69

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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