Fan, Z., Londono, J. and Xiao, X. (2022). Equity tail risk and currency risk premiums Journal of Financial Economics, 143(1):484--503.
Xiao Xiao
University
University of Amsterdam
E-mail
Research field
Finance
Interests
Asset Pricing, Finance
Website
Biography
Xiao Xiao is an Assistant Professor in the finance section at Amsterdam Business School, University of Amsterdam. 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. She was awarded several research grants from the Canadian Derivatives Institute. Her research has been published in the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, and Management Science.
Key publications
List of publications
Fan, Z., Londono, J. and Xiao, X. (2022). Equity tail risk and currency risk premiums Journal of Financial Economics, 143(1):484--503.
Fan, Z., Xiao, X. and Zhou, H. (2020). Moment Risk Premia and Stock Return Predictability Journal of Financial and Quantitative Analysis, :.