Dr. X. (Xiao) Xiao
Assistant Professor of Finance
Faculty of Economics and Business
Sectie Finance
Visiting address
- Plantage Muidergracht 12
- Room number: 3.15
Postal address
- Postbus 15953
1001 NL Amsterdam
Contact details
Social media
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Profile
Xiao Xiao joined Amsterdam Business School in September 2020 as an Assistant Professor in the finance section. She received her Ph.D. from Erasmus University Rotterdam and a research master’s degree in finance from Tinbergen Institute. Her research focuses on empirical asset pricing related to derivatives and cross-market information spillover. She was awarded several research grants from the Canadian Derivatives Institute. Her research has been published in the Journal of Financial and Quantitative Analysis.
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Publications
2022
Fan, Z., Londono, J. M., & Xiao, X. (2022). Equity tail risk and currency risk premiums. Journal of Financial Economics, 143(1), 484-503. https://doi.org/10.1016/j.jfineco.2021.05.020 [details]
2020
- Fan, Z., Xiao, X., & Zhou, H. (2020). Moment Risk Premia and Stock Return Predictability. Journal of Financial and Quantitative Analysis. https://doi.org/10.1017/S002210902000085X
2018
- Xiao, X., & Zhou, C. (2018). The decomposition of jump risks in individual stock returns. Journal of Empirical Finance, 47, 207-228. https://doi.org/10.1016/j.jempfin.2018.04.002
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Ancillary activities
No ancillary activities
Fan, Z., Londono, J. M., & Xiao, X. (2022). Equity tail risk and currency risk premiums. Journal of Financial Economics, 143(1), 484-503.