Xiaoquan Jiang

• Jiang, X., & Hu, Y.

  (2024).

  <span style="font-size:12pt;">Which Value Component Has a Larger Effect on Idiosyncratic Volatility, Assets in Place or Growth Options?</span><span style="font-size:medium;"></span>.

  Applied Economics

  .

• Dupoyet, B., Jiang, X., & Zhang, Q.

  (2023).

  A New Take on the Relationship between Interest rates and Credit Spreads", with Xiaoquan Jiang and Qianying Zhang.

  Applied Economics

  .

• Jiang, X., Rodriguez, I., & Zhang, Q.

  (2023).

  Macroeconomic Fundamentals and Cryptocurrency Prices: A Common Trend Approach.

  Financial Management

  .

• Jiang, X., Hu, Y., & Xue, W.

  (2022).

  <span style="font-size:12pt;">The relationship between institutional ownership and idiosyncratic volatility: evidence from the stock markets of China and the USA</span><span style="font-size:medium;"></span>.

  International Journal of Emerging Markets

  .

• Jiang, X., Chen, Y., & Weng, M. (2020). Can government industrial policy enhance corporate bidding? The evidence of China. Pacific-Basin Finance Journal, 60.
• Jiang, X., & Kang, Q. (2020). Cross-sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity. Journal of Accounting, Auditing and Finance, 35(3).
• Hardin, B., Jiang, X., Wu, Z., & Zhang, Q. (2017). Inflation Illusion, Expertise and Commercial Real Estate. Journal of Real Estate Finance and Economics, 55.
• Fei, Z., Jiang, X., Zeng, L., & Peng, J. (2016). The Shocks in Interbank Market: An Analysis in China and the US. Asia-Pacific Journal of Financial Studies, 44.
• Chen, Y., Jiang, X., & Lee, B. S. (2015). Long-Term Evidence on the Effect of Aggregate Earnings on Prices. Financial Management, 44(2).
• Rolgh, D., Neal, R., Dupyet, B., & Jiang, X. (2015). Interest Rates and Credit Spread Dynamics. Journal of Derivatives, 23(1).
• Fei, Z., Jiang, X., Zeng, L., & Peng, J. (2015). The Shocks in Interbank Market: An Analysis in China and the US. Asia-Pacific Journal of Financial Studies.
• Neal, R., Rolph, D., Dupoyet, B., & Jiang, X. (2015). Interest Rates and Credit Spread Dynamics. Journal of Derivatives.
• Jiang, X., & Lee, B. (2014). The intertemporal risk-return relation: A bivariate model approach. Journal of Financial Markets, 18.
• Jiang, X., & Lee, B. S. (2014). The dynamic relations between market returns and two types of risk with business cycles. Financial Review, 49.
• Cai, K., Jiang, X., & Lee, H. W. (2013). Debt IPO Waves, Investor Sentiment, Market Conditions and Issue Quality. Journal of Financial Research.
• Jiang, X. (2013). Equity Issues and Aggregate Market Returns under Information Asymmetry. Quantitative Finance, 13.
• Chang, C., Chou, W. (., & Jiang, X. (2012). Domestic, international, and global funds performance. International Journal of Finance.
• Hardin, W. G., Jiang, X., & Wu, Z. (2012). REIT Stock Prices and Inflation: Inflation Hedge or Inflation Illusion? Journal of Real Estate Finance and Economics, 25(1).
• Jiang, X., & Lee, B. S. (2012). Do decomposed financial ratios predict stock returns and fundamentals? Financial Review, 47.
• Jiang, X. (2010). Aggregate insider trading: Contrarian beliefs or superior information? Journal of Banking & Finance, 34(6).
• Jiang, X. (2010). Return dispersion and stock returns. Financial Markets and Portfolios Management, 24(2).
• Jiang, X., & Lee, B. S. (2009). The inter-temporal risk-return relation in the stock market. Financial Review, 44(4).
• Jiang, X., Chiang, K., & Lee, M. (2009). REIT idiosyncratic risk. Journal of Property Research, 26(4).
• Jiang, X., & Cai, K. (2008). Corporate bond returns and volaitlity. Financial Review, 43(1).
• Jiang, X., & Lee, B. S. (2007). Stock returns, dividend yield and book to market. Journal of Banking & Finance, 31(2).
• Jiang, X., & Lee, B. S. (2007). The dynamic relation between returns and idiosyncratic volatility. Financial Management, 35(2).
• Jiang, X., & Soo, L. B. (2005). An Empirical Test of the Accounting-Based Residual Income Model and the Traditional Dividend Discount Model. Journal of Business, 78(4).

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