Index - Assistant Professor

Name

Han XIAO

Title

Assistant Professor

Education Background

Ph.D. in Finance, Pennsylvania State University
M.A. in Economics, Pennsylvania State University
M.A. in Economics, Renmin University of China
B.A. in Economics, Nanjing University

Research

Mutual Funds, ETFs, Hedge Funds, and Derivatives Securities

Personal Website

https://han-xiao.weebly.com/

xiaohan@cuhk.edu.cn

Office Address

Phone

Teaching Area

Finance

Other

Biography

Han Xiao received his Ph.D. in Finance from the Smeal College of Business, the Pennsylvania State University in 2023. His research interest lies in empirical asset pricing, including mutual funds, ETFs, hedge funds, and derivatives. His current research investigates the ETF market and its impact on asset prices. Prior to joining the doctoral program, Han received his B.A. in economics from Nanjing University and M.A. in economics from Renmin University of China and Pennsylvania State University.

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Awards and honors

Publications

Publications

“Predicting Equity Premium with Implied Volatility Spreads” (with Charles Cao and Timothy Simin), Journal of Financial Markets 51:1-17 (Lead Article), 2020.

"Retail ETF Investing" (with David Gempesaw and Joseph J. Henry), European Financial Management, forthcoming

Working Papers

1. The Economics of ETF Redemption, with Charles Cao and Hong Zhang

2. From Conference Room to Living Room: The Hidden Costs of Remote Work on Mutual Fund Performance, with Charles Cao and Timothy Simin

3. Navigating Inflation Risk in Corporate Bond Markets: Evidence from Mutual Funds, with Luis Ceballos

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