Fang Qiao

University of International Business and Economics (UIBE) - School of Banking and Finance

No.10, Huixindong Street

Chaoyang District

Beijing, 100029

China

SCHOLARLY PAPERS

3

DOWNLOADS

754

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Moment Risk Premia and the Cross-Section of Stock Returns

Number of pages: 41 Posted: 29 Sep 2016 Last Revised: 30 Mar 2018
Richard D. F. Harris and Fang Qiao
University of Bristol and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 335 (111,274)
Citation 1

Abstract:

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the variance, skew and kurtosis risk premia, the cross section of stock return

2.

Variance Risk Premiums in Emerging Markets

Number of pages: 93 Posted: 25 Jun 2018 Last Revised: 02 Aug 2021
Fang Qiao, Lai Xu, Xiaoyan Zhang and Hao Zhou
University of International Business and Economics (UIBE) - School of Banking and Finance, Syracuse University, Tsinghua University - PBC School of Finance and SUSTech Business School
Downloads 296 (126,932)
Citation 4

Abstract:

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Variance risk premium, emerging markets, stock return predictability, currency return predictability, market integration, economic uncertainty

3.

Option-Implied Betas and the Cross Section of Stock Returns

Journal of Futures Markets, Forthcoming
Number of pages: 30 Posted: 29 Apr 2018 Last Revised: 25 Jun 2018
University of Bristol, The People's Bank of China (PBC) - Shanghai Head Office and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 123 (279,202)

Abstract:

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Option-Implied Beta, Downside Beta, Cross Section, Stock Returns