Details about Xiaohui Gao

Access statistics for papers by Xiaohui Gao.

Last updated 2025-05-07. Update your information in the RePEc Author Service.

Short-id: pga1351

Working Papers

2023

1. Dark Matter in (Volatility and) Equity Option Risk Premiums
   Papers, arXiv.org
   See also Journal Article Dark Matter in (Volatility and) Equity Option Risk Premiums, Operations Research, INFORMS (2022) View citations (1) (2022)

Journal Articles

2025

1. Do investors gain by selling the tails of return distributions?
   Mathematical Finance, 2025, 35, (2), 297-336

2024

2. Madam Yellen is right about minimum wage policies: evidence from millions of sole proprietors
   Review of Quantitative Finance and Accounting, 2024, 63, (4), 1233-1249
3. What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?
   Commodities, 2024, 3, (2), 1-23

2023

4. Recovery with Applications to Forecasting Equity Disaster Probability and Testing the Spanning Hypothesis in the Treasury Market
   Journal of Financial and Quantitative Analysis, 2023, 58, (4), 1808-1842
5. Treasury option returns and models with unspanned risks
   Journal of Financial Economics, 2023, 150, (3) View citations (3)

2022

6. Dark Matter in (Volatility and) Equity Option Risk Premiums
   Operations Research, 2022, 70, (6), 3108-3124 View citations (1)
   See also Working Paper Dark Matter in (Volatility and) Equity Option Risk Premiums, Papers (2023) (2023)
7. Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods
   Annual Review of Financial Economics, 2022, 14, (1), 391-413 View citations (2)

2021

8. A Theory of Dissimilarity Between Stochastic Discount Factors
   Management Science, 2021, 67, (7), 4602-4622

2018

9. A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem
   The Review of Financial Studies, 2018, 31, (2), 532-555 View citations (11)

2015

10. Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments
    The Review of Financial Studies, 2015, 28, (7), 2128-2166 View citations (64)

2013

11. Where Have All the IPOs Gone?
    Journal of Financial and Quantitative Analysis, 2013, 48, (6), 1663-1692 View citations (173)

2010

12. The marketing of seasoned equity offerings
    Journal of Financial Economics, 2010, 97, (1), 33-52 View citations (113)

2008

13. The Components of Mutual Fund Fees
    Financial Markets, Institutions & Instruments, 2008, 17, (3), 197-223