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Yuchao Xiao
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Year
An empirical study of the world price of sustainability
Y Xiao, R Faff, P Gharghori, D Lee
Journal of business ethics 114, 297-310, 2013
722013
The financial performance of socially responsible investments: Insights from the Intertemporal CAPM
Y Xiao, R Faff, P Gharghori, BK Min
Journal of Business Ethics 146, 353-364, 2017
242017
The value of corporate social responsibility during the crisis: Chinese evidence
J Zhang, S Zi, P Shao, Y Xiao
Pacific-Basin Finance Journal 64, 101432, 2020
212020
Pricing innovations in consumption growth: A re-evaluation of the recursive utility model
Y Xiao, R Faff, P Gharghori, BK Min
Journal of Banking & Finance 37 (11), 4465-4475, 2013
212013
Migration and the environment: Policy reform in a polluted open economy
CC Chao, JP Laffargue, X Liu, PM Sgro, YC Xiao
The World Economy 38 (1), 48-62, 2015
42015
Testing the mood seasonality hypothesis: Evidence from down under
DH Lee, BK Min, Y Xiao
Pacific-Basin Finance Journal 64, 101440, 2020
32020
Momentum, Reversals, and Business Cycle Turning Points
BK Min, Xiao, Yuchao
Abacus, Forthcoming, 2020
32020
Private information disclosure in the secondary loan market and its impact on equity market trading costs
A Saunders, P Shao, Y Xiao
Journal of Financial Markets 67, 100867, 2024
22024
Does Social Capital Enhance Stock Liquidity–Trading Environment Resilience during a Crisis of Trust?
RW Faff, J Huang, P Shao, Y Xiao, F Zhou
Available at SSRN 4080135, 2021
12021
Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust
R Faff, J Huang, P Shao, Y Xiao, F Zhou
Abacus, 2024
2024
Private Information Dissemination in the Secondary Loan Market: The Effect on Stock Bid-ask Spreads
A Saunders, P Shao, Y Xiao
NYU Stern School of Business Forthcoming, 2021
2021
Private Information Dissemination in the Secondary Loan Market
A Saunders
Private Information Dissemination in the Secondary Loan Market: Saunders …, 2020
2020
Essays in asset pricing: socially responsible investment, intertemporal and consumption models–evidence for us and global equity markets
Y Xiao
Monash University, 2012
2012
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Articles 1–13