Part of the Portfolio and Security Analysis Commons

Works by Xin Gao in Portfolio and Security Analysis

2023

The Relative Pricing of WTI and Brent Crude Oil Futures: Expectations or Risk Premia?, Xin Gao, Bingxin Li, Rui Liu
WCBT Faculty Publications

Mining the Short Side: Institutional Investors and Stock Market Anomalies, Xin Gao, Ying Wang
WCBT Faculty Publications

Mining the Short Side: Institutional Investors and Stock Market Anomalies, Xin Gao, Ying Wang
Xin Gao

The Relative Pricing of WTI and Brent Crude Oil Futures: Expectations or Risk Premia?, Xin Gao, Bingxin Li, Rui Liu
Xin Gao

Forecasting Variance Swap Payoffs, Jonathan Dark, Xin Gao, Thijs van der Heijden, Federico Nardari
Xin Gao

Do Institutional Investors Exploit Market Anomalies? New Evidence from Alternative Mutual Funds, Xin Gao, Ying-Chih Wang
Xin Gao

Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments, Xin Gao, Federico Nardari
Xin Gao

Tick Size, Institutional Trading, and Market Making: A Study of the SEC Tick Size Pilot Program, Xin Gao, Kaitao Lin, Rui Liu
Xin Gao

2022

Forecasting Variance Swap Payoffs, Jonathan Dark, Xin Gao, Thijs van der Heijden, Federico Nardari
WCBT Faculty Publications

PDF

Tick Size, Institutional Trading, and Market Making: A Study of the SEC Tick Size Pilot Program, Xin Gao, Kaitao Lin, Rui Liu
WCBT Faculty Publications

2019

Do Institutional Investors Exploit Market Anomalies? New Evidence from Alternative Mutual Funds, Xin Gao, Ying-Chih Wang
WCBT Faculty Publications

PDF

2018

Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments, Xin Gao, Federico Nardari
WCBT Faculty Publications