Xin Gao

Xin Gao

Sacred Heart University - Fairfield / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5197267
person_outline Xin Gao's MOST POPULAR ARTICLES
1-) Do commodities add economic value in asset allocation? New evidence from time-varying momentsX Gao, F NardariJournal of Financial and Quantitative Analysis 53 (1), 365-393, 2018692018
2-) Mining the short side: Institutional investors and stock market anomaliesX Gao, Y WangJournal of Financial and Quantitative Analysis 58 (1), 392-418, 202382023
3-) The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?X Gao, B Li, R LiuJournal of Commodity Markets 30, 100274, 202322023
4-) Forecasting variance swap payoffsJ Dark, X Gao, T van der Heijden, F NardariJournal of Futures Markets 42 (12), 2135-2164, 202222022
5-) Tick size, institutional trading, and market making: A study of the sec tick size pilot programX Gao, K Lin, R LiuThe Quarterly Journal of Finance 12 (03), 2250008, 202212022