HAN XIAO
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Working Papers
The Economics of Greenwashing Funds, with Sean Cao, Yong Chen, and Alan Zhang​, 2026
[SSRN]
  • ​Presented at Bayes Business School​*, Maryland*, RUC-Shenzhen, PHBS*, HKUST*, SUFE, SJTU, CUFE, RUC, Texas A&M*, UC Irvine*, Oklahoma*, SWUFE, Lapland Financial Institutions Summit, Conference on Financial Market Regulation*, Future of Financial Information Conference, CICF, MRS International Risk Conference*, FFMM Conference*, UNSW Asset Pricing Workshop, Annual Hedge Fund Research Conference*
  • ​Rosenberg Institute Research Excellence Award at MRS International Risk Conference 
  • Featured on Harvard Law School Forum, May 17, 2025
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Retail IPO Access: High Hopes, Low Returns (with David Gempesaw, Joseph Henry, and Kevin Pisciotta), 2025
[SSRN]
  • Presented at FMA 2024*
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​Navigating Inflation Risk in Corporate Bond Markets (with Luis Ceballos), 2024​
[SSRN] [new draft coming soon]
  • Presented at SBFC2023, BAR 2023, SWFA 2024*, California Corporate Finance Conference 2024*, CUHK-Shenzhen, LAJCB 2024, FIRN Asset Management Meeting 2024, Renmin University of China, FMA 2024*, San Francisco Fed*, Five-star Finance Workshop 2024​​​​
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From Conference Room to Living Room: The Hidden Costs of Remote Work on Mutual Fund Performance​ (with Charles Cao and Timothy Simin), 2025. R&R
[SSRN]
  • Presented at IRMC 2020, CCF 2020, PSU 2020, SWFA 2021, SGF Ph.D. Poster 2021, FMCG 2021, EasternFA 2021, GFC 2021, CMES 2021, ESAM 2021, AsianFA 2021, CIRF 2021, SFA 2021, After Pandemic Conference 2021, University of North Texas*, Academy of Finance 2022
  • ​Reprint at European PMC, WHO global literature
  • Best Paper Award, CCF 2020
  • Best Paper Award in Investment, Academy of Finance 2022​​​
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The Economics of ETF Redemption, 2023
[
Non-technical Summary] [new draft coming soon]
  • Presented at PSU 2022, NASMES 2022, AFR 2022, ESAM 2022, ​CIRF 2022, SETA 2022, BFGA 2022, AFBC 2022, AFA PhD Poster 2023, Inter-Finance PhD Seminar Series 2023, PhD EVS​, EasternFA 2023, FMCG PhD 2023, HK PolyU Fixed Income and Institutions Research Symposium 2023, Nanjing University
  • Grant: Small Research Grant Spring 2022
  • Media Mentions: FinReg Blog at the Global Financial Markets Center Duke University School of Law, Smeal Updates, Faculti.net​​
  • Policy Mention: SEC No. 33-11130
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Publication
​Retail ETF Investing (with David Gempesaw and Joseph Henry), European Financial Management, 2024
​[SSRN] [Internet Appendix]
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​​Predicting equity premium with implied volatility spreads (with Charles Cao and Timothy Simin), 2020, Journal of Financial Markets, Lead Article, Volume 51. [SSRN]
  • ​​Presented at MFA 2020, CICF 2019, AFA Poster 2019, PBFEAM 2019 *, Penn State University, Renmin University of China, CMU/PITT/Penn State conference 2018 *
  • IVS series (updated until 2023): Data and Code
  • Reprint as Chapter 10 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives (2022), C. F. Lee, Editor, World Scientific
​​(* Presented by coauthors)
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Work in progress
Higher order prices, with Robert Parham and ​Mihail Velikov 
Size, with Robert Parham and ​Mihail Velikov 
  • ​Presented at Virginia​


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