Chloe Xie

Her research focuses on capital market imperfections – such as limits to arbitrage, deviations from von Neumann-Morgenstern preferences, criminal behavior, etc. – and how these frictions shape the information environment. Her research also considers how these frictions affect disclosure decisions, asset pricing, investor decision-making, and non-financial market outcomes.

She previously worked as a consultant advising financial institutions on valuation, mergers/acquisitions, and corporate strategy.

Chloe Xie holds a PhD in business administration from Stanford University's Graduate School of Business.

Publications

• "Obfuscation in Mutual Funds."
  deHaan, Ed, Yang Song, Chloe Xie, and Christina Zhu. Journal of Accounting and Economics. Forthcoming.

• "Informed Trade of Earnings Announcements."
  Xie, Chloe, MIT Sloan Working Paper 6499-21. Cambridge, MA: MIT Sloan School of Management, 2021.

• "Momentum Headwinds."
  Xie, Chloe, Joseph Piotroski, Charles Lee, and Eric So, MIT Sloan Working Paper 6500-21. Cambridge, MA: MIT Sloan School of Management, 2021.

• "A Structural Approach to Estimating Search Frictions in Labour Markets."
  Xie, Chloe, and Jonathan Wallen, MIT Sloan Working Paper 6125-20. Cambridge, MA: MIT Sloan School of Management, 2020.

• "Analyst Forecasts and Qualitative Information: The Inefficient Processing of Media Sentiment."
  Xie, Chloe and Joseph Piotroski, MIT Sloan Working Paper 6122-20. Cambridge, MA: MIT Sloan School of Management, 2020.

• "Social Interaction as a Determinant of Audit Engagement Decisions."
  Xie, Chloe, Steven Mitsuda, and Maureen McNichols, MIT Sloan Working Paper 6123-20. Cambridge, MA: MIT Sloan School of Management, 2020.

• "Strategic Disclosure and Investor Loss Aversion."
  Xie, Chloe and Joseph Piotroski, MIT Sloan Working Paper 6119-20. Cambridge, MA: MIT Sloan School of Management, 2020.

• "The Signal Quality of Earnings Announcements: Evidence from an Informed Trading Cartel."
  Xie, Chloe, MIT Sloan Working Paper 6121-19. Cambridge, MA: MIT Sloan School of Management, November 2019.

• "Discretionary Disclosure Complexity: New Predictions and Evidence from Index Funds."
  deHaan, Ed, Yang Song, Chloe Xie, Christina Zhu, MIT Sloan Working Paper 6120-19. Cambridge, MA: MIT Sloan School of Management, June 2019.