Segui
Xiaoyan Zhang, Xinyuan Professor of Finance
Xiaoyan Zhang, Xinyuan Professor of Finance
PBC School of Finance, Tsinghua University
Email verificata su pbcsf.tsinghua.edu.cn
Titolo
Citata da
Citata da
Anno
The cross‐section of volatility and expected returns
A Ang, RJ Hodrick, Y Xing, X Zhang
The journal of finance 61 (1), 259-299, 2006
57192006
High idiosyncratic volatility and low returns: International and further US evidence
A Ang, RJ Hodrick, Y Xing, X Zhang
Journal of Financial Economics 91 (1), 1-23, 2009
21252009
Which shorts are informed?
E Boehmer, CM Jones, X Zhang
The Journal of Finance 63 (2), 491-527, 2008
11862008
International stock return comovements
G Bekaert, RJ Hodrick, X Zhang
The Journal of Finance 64 (6), 2591-2626, 2009
10572009
What does the individual option volatility smirk tell us about future equity returns?
Y Xing, X Zhang, R Zhao
Journal of Financial and Quantitative Analysis 45 (3), 641-662, 2010
8652010
Shackling short sellers: The 2008 shorting ban
E Boehmer, CM Jones, X Zhang
The Review of Financial Studies 26 (6), 1363-1400, 2013
6232013
Tracking retail investor activity
E Boehmer, CM Jones, X Zhang, X Zhang
The Journal of Finance 76 (5), 2249-2305, 2021
4472021
Evaluating the specification errors of asset pricing models
RJ Hodrick, X Zhang
Journal of Financial Economics 62 (2), 327-376, 2001
3132001
Aggregate idiosyncratic volatility
G Bekaert, RJ Hodrick, X Zhang
Journal of Financial and Quantitative Analysis 47 (6), 1155-1185, 2012
2772012
Investing in talents: Manager characteristics and hedge fund performances
H Li, X Zhang, R Zhao
Journal of Financial and Quantitative Analysis 46 (1), 59-82, 2011
2422011
What do short sellers know?
E Boehmer, CM Jones, J Wu, X Zhang
Review of Finance 24 (6), 1203-1235, 2020
160*2020
Specification tests of international asset pricing models
X Zhang
Journal of International Money and Finance 25 (2), 275-307, 2006
1262006
The information content of the sentiment index
SE Sibley, Y Wang, Y Xing, X Zhang
Journal of Banking & Finance 62, 164-179, 2016
1182016
Potential pilot problems: Treatment spillovers in financial regulatory experiments
E Boehmer, CM Jones, X Zhang
Journal of Financial Economics 135 (1), 68-87, 2020
842020
Government affiliation and peer-to-peer lending platforms in China
J Jiang, L Liao, Z Wang, X Zhang
Journal of Empirical Finance 62, 87-106, 2021
652021
Is there a trend in idiosyncratic volatility
G Bekaert, RJ Hodrick, X Zhang
Available at SSRN 1108170, 2008
642008
The rise of reddit: How social media affects retail investors and short-sellers’ roles in price discovery
D Hu, CM Jones, V Zhang, X Zhang
Available at SSRN 3807655, 2021
502021
Evaluating asset pricing models using the second Hansen-Jagannathan distance
H Li, Y Xu, X Zhang
Journal of Financial Economics 97 (2), 279-301, 2010
502010
Unshackling short sellers: The repeal of the uptick rule
E Boehmer, CM Jones, X Zhang
Columbia Business School, unpublished manuscript, December, 2008
482008
The cross-section of volatility and expected returns
A Ang, RJ Hodrick, Y Xing, X Zhang
Available at SSRN 681343, 2005
442005
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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