Xiaofei Zhao

Georgetown University - Robert Emmett McDonough School of Business

3700 O Street, NW

Washington, DC 20057

United States

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 12,657

in Total Papers Downloads

4,621

SSRN CITATIONS
Rank 12,538

SSRN RANKINGS

Top 12,538

in Total Papers Citations

64

CROSSREF CITATIONS

30

Scholarly Papers (12)

Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

Fisher College of Business Working Paper No. 2012-03-025, Charles A. Dice Center Working Paper No. 2012-25
Number of pages: 58 Posted: 02 Oct 2012 Last Revised: 17 Dec 2016
Frederico Belo, Xiaoji Lin, Jun Li and Xiaofei Zhao
INSEAD, University of Minnesota, University of Texas at Dallas and Georgetown University - Robert Emmett McDonough School of Business
Downloads 1,059 (24,387)
Citation 21

Abstract:

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Labor Heterogeneity, Labor Skill, Labor Hiring, Investment, Stock Return Predictability, Cross-Sectional Asset Pricing, q-theory, Adjustment cost shocks

2.

The Elephant in the Room: The Impact of Labor Obligations on Credit Markets

Number of pages: 107 Posted: 15 Jun 2016 Last Revised: 23 Apr 2019
Jack Y Favilukis, Xiaoji Lin and Xiaofei Zhao
University of British Columbia (UBC) - Division of Finance, University of Minnesota and Georgetown University - Robert Emmett McDonough School of Business
Downloads 701 (44,106)
Citation 21

Abstract:

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Wage rigidity, long-term debt, credit risk, labor market frictions, labor leverage, financial leverage, wage growth, labor share

3.

A Market-Based Study of the Cost of Default

AFA 2012 Chicago Meetings Paper, EFA 2011 Stockholm Meetings Paper, Rock Center for Corporate Governance at Stanford University Working Paper No. 124
Number of pages: 56 Posted: 19 Mar 2010 Last Revised: 22 Aug 2012
University of Toronto - Finance Area, Stanford University - Graduate School of Business and Georgetown University - Robert Emmett McDonough School of Business
Downloads 677 (46,261)
Citation 27

Abstract:

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Default, Bankruptcy, Renegotiation, Costs of financial distress, Structural models, Credit risk

4.

The Opposing Effects of Information Complexity and Information Content on Return Volatility

Number of pages: 51 Posted: 09 Dec 2014 Last Revised: 12 Jan 2018
Frederico Belo, Jun Li, Xiaoji Lin and Xiaofei Zhao
INSEAD, University of Texas at Dallas, University of Minnesota and Georgetown University - Robert Emmett McDonough School of Business
Downloads 540 (61,811)
Citation 3

Abstract:

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Learning; Complexity; Information; Volatility dynamics

5.

The Power of Economic Networks: Investor Recognition through Supply-Chain Relationship Disclosures

Rotman School of Management Working Paper No. 2572717
Number of pages: 48 Posted: 04 Mar 2015 Last Revised: 31 Mar 2021
The Chinese University of Hong Kong, Board of Governors of the Federal Reserve System, University of Toronto - Rotman School of Management and Georgetown University - Robert Emmett McDonough School of Business
Downloads 485 (70,587)
Citation 2

Abstract:

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Customer-Supplier Relationship; Investor Recognition; Disclosure

6.

Labor Force Telework Flexibility and Asset Prices: Evidence from the COVID-19 Pandemic

Georgetown McDonough School of Business Research Paper No. 3693239
Number of pages: 73 Posted: 20 Sep 2020 Last Revised: 07 May 2021
University of British Columbia (UBC) - Division of Finance, University of Minnesota, Northeastern University and Georgetown University - Robert Emmett McDonough School of Business
Downloads 323 (113,025)
Citation 3

Abstract:

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Labor force telework, Pandemic, Return predictability, Multiple tasks, Labor shocks, Uncertainty shocks, Demand shocks

7.

Does Information Intensity Matter for Stock Returns? Evidence from Form 8-K Filings

Management Science, Forthcoming
Number of pages: 72 Posted: 04 Jan 2012 Last Revised: 13 Dec 2016
Xiaofei Zhao
Georgetown University - Robert Emmett McDonough School of Business
Downloads 219 (167,576)
Citation 6

Abstract:

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Incomplete Information and Learning; SEC Current Report; Form 8-K; Information Intensity; Cross-Sectional Stock Returns

8.

Do Jumps Contribute to the Dynamics of the Equity Premium?

Journal of Financial Economics 110 (2013) 457-477, Available at: http://dx.doi.org/10.1016/j.jfineco.2013.07.006
Number of pages: 48 Posted: 25 Jun 2013 Last Revised: 15 Dec 2020
John M. Maheu, Thomas H. McCurdy and Xiaofei Zhao
McMaster University - Michael G. DeGroote School of Business, University of Toronto - Rotman School of Management and Georgetown University - Robert Emmett McDonough School of Business
Downloads 191 (190,247)
Citation 4

Abstract:

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Jumps, Higher-order moments, Skewness, Kurtosis, Equity Premium

9.

News as Sources of Jumps in Stock Returns: Evidence From 21 Million News Articles for 9000 Companies

Number of pages: 64 Posted: 19 Jan 2019 Last Revised: 09 Feb 2021
Yoontae Jeon, Thomas H. McCurdy and Xiaofei Zhao
Ryerson University - Ted Rogers School of Management, University of Toronto - Rotman School of Management and Georgetown University - Robert Emmett McDonough School of Business
Downloads 175 (205,474)

Abstract:

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Jumps, news flow, textual analysis

10.

The Pricing of New Corporate Debt Issues

Georgetown McDonough School of Business Research Paper No. 3700162
Number of pages: 52 Posted: 20 Oct 2020 Last Revised: 15 Jan 2021
University of Michigan at Dearborn - School of Management, Lehigh University - College of Business, University of Waterloo and Georgetown University - Robert Emmett McDonough School of Business
Downloads 116 (284,915)

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Debt IPO, Risk Factor, Topic Analysis, Credit Risk, Textual Analysis

11.

Why Are Bidder Termination Provisions Included In Takeovers?

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 47 Posted: 31 Aug 2012 Last Revised: 14 Aug 2020
The Chinese University of Hong Kong (CUHK) - Department of Finance, University of Delaware - Department of Finance, University of Arizona - Department of Finance and Georgetown University - Robert Emmett McDonough School of Business
Downloads 69 (393,721)
Citation 2

Abstract:

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Mergers and Acquisitions, Takeovers, Termination Fees

12.

The Role of 'Expert Reviewers' in Private Capital Markets

Georgetown McDonough School of Business Research Paper No. 3715643, European Corporate Governance Institute – Finance Working Paper 739/2021
Number of pages: 59 Posted: 16 Nov 2020 Last Revised: 19 Mar 2021
Georgetown University - Robert Emmett McDonough School of Business, Lehigh University - College of Business and Georgetown University - Robert Emmett McDonough School of Business
Downloads 66 (403,019)

Abstract:

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Private Markets, Information Asymmetry, Capital Raising, ICO, FinTech