.
Xu, Yexiao's
Scholarly Papers
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column.
Aggregate Statistics
Total 7,799
Total Citations 748
1.
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
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Campbell, John Y. Harvard University - Department of Economics
Lettau, Martin University of California - Haas School of Business
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
25 Feb 00
Last Revised:
17 Oct 10
1,999(2,866)
476
Campbell, John Y. Harvard University - Department of Economics
Lettau, Martin University of California - Haas School of Business
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
Xu, Yexiao University of Texas at Dallas - School of Management
0
Campbell, John Y. Harvard University - Department of Economics
Lettau, Martin University of California - Haas School of Business
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
Xu, Yexiao University of Texas at Dallas - School of Management
142
476
Campbell, John Y. Harvard University - Department of Economics
Lettau, Martin University of California - Haas School of Business
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
Xu, Yexiao University of Texas at Dallas - School of Management
1,857
476
2.
Xu, Yexiao University of Texas at Dallas - School of Management
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
1,621(4,122)
120
APT, CAPM, Cross-sectional Regression, Imperfect Market Portfolio, Idiosyncratic Risk, Risk Premium
3.
What Determines Chinese Stock Returns?
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Wang , Fenghua Shanghai Stock Exchange
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
25 Aug 04
Last Revised:
07 Jan 05
678(16,961)
12
Wang , Fenghua Shanghai Stock Exchange
Xu, Yexiao University of Texas at Dallas - School of Management
0
Chinese Stocks, Corporate Governance, Chinese stocks, corporate governance, cross-sectional regression, floating ratio, size, three-factor model
Wang , Fenghua Shanghai Stock Exchange
Xu, Yexiao University of Texas at Dallas - School of Management
678
12
Chinese stocks, corporate governance, cross-sectional regression, floating ratio, size, three-factor model
4.
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
Xu, Yexiao University of Texas at Dallas - School of Management
653(17,872)
2
closed-end fund, cross-correlation, discount, excess volatility, investor sentiment, large stocks, persistence, small stocks, turnover
5.
Investigating the Behavior of Idiosyncratic Volatility
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Xu, Yexiao University of Texas at Dallas - School of Management
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
Posted:
20 Sep 01
Last Revised:
06 Feb 02
605(19,949)
87
Xu, Yexiao University of Texas at Dallas - School of Management
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
0
Earning growth, Factor model, Idiosyncratic volatility, Institutional ownership
Xu, Yexiao University of Texas at Dallas - School of Management
Malkiel, Burton G. Princeton University - Bendheim Center for Finance
605
87
Earning growth; Factor model; Idiosyncratic volatility; Institutional ownership
6.
On the Persistence of Capital Structure - Reinterpreting What We Know
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Baranchuk, Nina University of Texas at Dallas - Naveen Jindal School of Management
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
21 Jan 08
Last Revised:
30 Mar 09
485(26,831)
2
Xu, Yexiao University of Texas at Dallas - School of Management
Baranchuk, Nina University of Texas at Dallas - Naveen Jindal School of Management
Posted:
18 Mar 08
Last Revised:
30 Mar 09
127
2
Capital Structure, Fixed Effect, Leverage, Mixture Distribution, Persistence
Xu, Yexiao University of Texas at Dallas - School of Management
Baranchuk, Nina University of Texas at Dallas - Naveen Jindal School of Management
145
2
Capital Structure, Fixed Effect, Leverage, Persistence
Baranchuk, Nina University of Texas at Dallas - Naveen Jindal School of Management
Xu, Yexiao University of Texas at Dallas - School of Management
213
2
Capital Structure, Fixed Effect, Leverage, Persistence, Out-of-sample
7.
Cao, Xuying University of Texas at Dallas - Naveen Jindal School of Management
Xu, Yexiao University of Texas at Dallas - School of Management
376(37,157)
7
APT model, Cross-sectional returns, Decomposition, Error-in-variables, Idiosyncratic risk, January effect, Long-run volatility, Short-run volatility
8.
Day, Theodore E. University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Li, George New Jersey City University
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
21 Mar 07
Last Revised:
26 Jul 10
268(55,428)
Closed-End Funds, Discounts, Dividends,Tax Capitalization, Unrealized Capital Gains
9.
Xu, Yexiao University of Texas at Dallas - School of Management
Zhang, Harold H. University of Texas at Dallas - Naveen Jindal School of Management
Zhou, Xin University of Texas at Dallas - Naveen Jindal School of Management
210(71,939)
1
Short interests, Binding ratio, Return predictability, Market efficiency, Earning announcement
10.
Ruan, Tony Xiamen University
Sun, Qian Fudan University
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
28 Feb 10
Last Revised:
21 Sep 10
199(75,947)
1
11.
Sell-Side Analyst Research and Stock Comovement
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Muslu, Volkan Bauer College of Business University of Houston
Rebello, Michael J. University of Texas at Dallas - Naveen Jindal School of Management
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
02 Sep 09
Last Revised:
17 Mar 12
162(92,324)
Muslu, Volkan Bauer College of Business University of Houston
Rebello, Michael J. University of Texas at Dallas - Naveen Jindal School of Management
Xu, Yexiao University of Texas at Dallas - School of Management
39
Analyst coverage, Return correlation, Comovement, Spillover, Event study
Muslu, Volkan Bauer College of Business University of Houston
Rebello, Michael J. University of Texas at Dallas - Naveen Jindal School of Management
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
02 Sep 09
Last Revised:
17 Mar 12
123
Analyst coverage, Return correlation, Comovement, Spillover, Event study
12.
Shen, Yiyu affiliation not provided to SSRN
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
20 Mar 07
Last Revised:
24 Mar 08
140(105,017)
Explanatory Power, Fama and French Factor, Heterogeneity, Idiosyncratic Volatility, Industry factor, Multifactor Model, Principal Component, Unique Factor
13.
Xu, Yexiao University of Texas at Dallas - School of Management
Zhao, Yihua University of Texas at Dallas - Naveen Jindal School of Management
126(114,673)
Expected Return, Idiosyncratic Volatility, Misspricing, Time-varying Beta
14.
Shen, Yiyu University of Texas at Dallas - Naveen Jindal School of Management
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
17 Mar 09
Last Revised:
25 Jul 10
101(135,608)
Common Factor, Explanatory Power, Heterogeneity, Idiosyncratic Risk, Industry Factor, Multifactor Model, Partial Factor
15.
Small Levels of Predictability and Large Economic Gains
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Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
12 May 03
Last Revised:
30 May 03
97(139,409)
10
Xu, Yexiao University of Texas at Dallas - School of Management
0
Conditional expectation, Economic significance, Predictability, Student-t distribution, Trading strategy
Xu, Yexiao University of Texas at Dallas - School of Management
97
10
16.
Idiosyncratic Risk and the Creative Destruction in Japan
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Hamao, Yasushi University of Southern California - Marshall School of Business - Finance and Business Economics Department
Mei, Jianping New York University (NYU) - Department of Finance
Xu, Yexiao University of Texas at Dallas - School of Management
Posted:
25 Apr 03
Last Revised:
04 May 08
42(217,965)
15
Hamao, Yasushi University of Southern California - Marshall School of Business - Finance and Business Economics Department
Mei, Jianping New York University (NYU) - Department of Finance
Xu, Yexiao University of Texas at Dallas - School of Management
0
Hamao, Yasushi University of Southern California - Marshall School of Business - Finance and Business Economics Department
Mei, Jianping New York University (NYU) - Department of Finance
Xu, Yexiao University of Texas at Dallas - School of Management
42
15
17.
Hamao, Yasushi University of Southern California - Marshall School of Business - Finance and Business Economics Department
Mei, Jianping New York University (NYU) - Department of Finance
Xu, Yexiao University of Texas at Dallas - School of Management
37(228,571)
15
