| Risk-neutral skewness, informed trading, and the cross section of stock returns T Chordia, TC Lin, V Xiang Journal of Financial and Quantitative Analysis 56 (5), 1713-1737, 2021 | 35 | 2021 |
| The economic significance of CDS price discovery V Xiang, MT Chng, V Fang Review of quantitative finance and accounting 48, 1-30, 2017 | 16 | 2017 |
| Transmigration across price discovery categories: evidence from the US CDS and equity markets V Xiang, M Chng, V Fang Journal of Futures Markets 33 (6), 573-599, 2013 | 15 | 2013 |
| Corporate hedging and the high idiosyncratic volatility low return puzzle MT Chng, V Fang, V Xiang, HF Zhang International Review of Finance 17 (3), 395-425, 2017 | 6 | 2017 |
| A heuristic approach to Asian hedge fund allocation V Fang, KF Phoon, VYD Xiang J. Wealth Manag 10 (4), 42-52, 2008 | 4 | 2008 |
| Shorter Articles L Andreu, L Mateos, JL Sarto, P Glabadanidis, MT Chng, V Fang, V Xiang, ... International Review of Finance 17 (3), 2017 | | 2017 |
| The credit risk information dynamics between the cds and equity markets: empirical evidence and application to capital structure arbitrage YD Xiang Monash University, 2012 | | 2012 |
| Price discovery in capital structure arbitrage MT Chng, V Fang, V Xiang | | |
| There is something about capital structure arbitrage V Xiang, M Chng, V Fang | | |
