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Zhang, Xiaoyan's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
17,757 |
Total
Citations
1,015 |
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1.
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Investing in Talents: Manager Characteristics and Hedge Fund Performances
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Li, Haitao
University of Michigan - Stephen M. Ross School of Business Zhao, Rui
BlackRock, Inc. Zhang, Xiaoyan
Purdue University - Krannert School of Management
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Posted:
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03 Jun 07
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Last Revised:
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18 Mar 08
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2,955
(1,394)
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12
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Li, Haitao
University of Michigan - Stephen M. Ross School of Business Zhao, Rui
BlackRock, Inc. Zhang, Xiaoyan
Purdue University - Krannert School of Management
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202
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12
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hedge fund performance, manager characteristics, hedge fund flows
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Li, Haitao
University of Michigan - Stephen M. Ross School of Business Zhao, Rui
BlackRock, Inc. Zhang, Xiaoyan
Purdue University - Krannert School of Management
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03 Jun 07
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Last Revised:
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18 Mar 08
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2,753
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12
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hedge fund performance, manager characteristics, hedge fund flows
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2.
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Zhang, Xiaoyan
Purdue University - Krannert School of Management Zhao, Rui
BlackRock, Inc. Xing, Yuhang
Rice University
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26 Mar 08
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Last Revised:
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15 Aug 08
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2,878
(1,469)
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58
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stock return predictability, option-implied volatility smirks, cross-sectional asset pricing
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3.
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The Cross-Section of Volatility and Expected Returns
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Ang, Andrew
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University Zhang, Xiaoyan
Purdue University - Krannert School of Management
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Posted:
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27 Oct 04
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Last Revised:
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15 Jun 11
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2,667
(1,702)
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428
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Ang, Andrew
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University Zhang, Xiaoyan
Purdue University - Krannert School of Management
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1,207
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428
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Systematic risk, stochastic volatility, idiosyncratic volatility
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Ang, Andrew
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University Zhang, Xiaoyan
Purdue University - Krannert School of Management
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1,460
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428
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4.
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Boehmer, Ekkehart
EDHEC Business School Jones, Charles M.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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02 Jun 09
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Last Revised:
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01 Nov 12
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1,954
(2,960)
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63
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short selling, financial crisis, Section 12(k)(2)
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5.
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Aggregate Idiosyncratic Volatility
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Versions (3)
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Bekaert, Geert
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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Posted:
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25 Mar 08
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Last Revised:
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28 Jun 11
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1,620
(4,072)
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17
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Bekaert, Geert
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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3
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17
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contagion, diversification, growth opportunities, idiosyncratic volatility, regime switching model, return correlation, trend test, variance premium, volatility dynamics
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Bekaert, Geert
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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20
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17
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Bekaert, Geert
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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25 Mar 08
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Last Revised:
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28 Jun 11
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1,597
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17
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idiosyncratic volatility, trend test, regime switching model, diversification, return correlation, volatility dynamics, growth opportunities, variance premium, contagion
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6.
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Boehmer, Ekkehart
EDHEC Business School Jones, Charles M.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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1,462
(4,865)
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120
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short selling, return predictability, informed trading
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7.
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International Stock Return Comovements
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Versions (3)
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Bekaert, Geert
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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Posted:
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22 Jan 06
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Last Revised:
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28 Jun 11
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1,292
(6,060)
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63
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Bekaert, Geert
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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| Posted: |
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19 Mar 08
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Last Revised:
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28 Jun 11
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1,215
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63
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Comovements, APT model, international diversification, correlation dynamics, industry-country debate, factor models, global market integration
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Bekaert, Geert
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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36
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63
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International diversification, correlation dynamics, country debate, factor models, comovements
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Bekaert, Geert
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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41
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63
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8.
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High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
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Versions (3)
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Ang, Andrew
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University Zhang, Xiaoyan
Purdue University - Krannert School of Management
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Posted:
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24 Jan 08
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Last Revised:
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21 Oct 11
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1,178
(7,059)
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141
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Ang, Andrew
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University Zhang, Xiaoyan
Purdue University - Krannert School of Management
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148
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141
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Zhang, Xiaoyan
Purdue University - Krannert School of Management Ang, Andrew
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University
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391
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141
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idiosyncratic volatility, Fama-MacBeth regression
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Ang, Andrew
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University Zhang, Xiaoyan
Purdue University - Krannert School of Management
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639
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141
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9.
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Zhang, Xiaoyan
Purdue University - Krannert School of Management
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682
(16,629)
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20
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10.
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Xing, Yuhang
Rice University Zhang, Xiaoyan
Purdue University - Krannert School of Management
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317
(45,374)
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option returns, straddle, earnings announcement, transaction costs
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11.
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Li, Haitao
University of Michigan - Stephen M. Ross School of Business Xu, Yuewu
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF) Zhang, Xiaoyan
Purdue University - Krannert School of Management
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161
(91,865)
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7
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Stochastic Discount Factor, Specification Tests, Model Selection, HJ distance, Arbitrage
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12.
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Sibley, Steven
Purdue University Xing, Yuhang
Rice University Zhang, Xiaoyan
Purdue University - Krannert School of Management
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| Posted: |
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17 Nov 12
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Last Revised:
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01 Dec 12
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156
(94,569)
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1
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investor sentiment index, return predictability, conditioning information
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13.
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Wang, Zhenyu
Kelley School of Business, Indiana University Zhang, Xiaoyan
Purdue University - Krannert School of Management
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| Posted: |
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18 Mar 08
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Last Revised:
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13 Dec 11
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144
(101,551)
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13
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asset pricing, arbitrage, contingent claims
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14.
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Boehmer, Ekkehart
EDHEC Business School Jones, Charles M.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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95
(140,031)
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8
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short-selling, earnings news, analyst recommendations, analyst forecasts
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15.
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Zhao, Hui
Purdue University - Department of Management Zhang, Xiaoyan
Purdue University - Krannert School of Management Pan, Fei
Purdue University - Department of Management Tang, Kwei
Purdue University - Krannert School of Management
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58
(187,005)
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Hedge funds, high-water mark, incentive fee, competition, asymmetric information
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16.
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Akama, Kalang Andrew
affiliation not provided to SSRN Hodrick, Robert J.
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University Zhang, Xiaoyan
Purdue University - Krannert School of Management
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50
(200,505)
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17.
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Cavaglia, Stefano
Brinson Partners Hodrick, Robert J.
Columbia Business School - Finance and Economics Vadim, Moroz
Brinson Partners Zhang, Xiaoyan
Purdue University - Krannert School of Management
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46
(207,940)
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3
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18.
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Hodrick, Robert J.
Columbia Business School - Finance and Economics Zhang, Xiaoyan
Purdue University - Krannert School of Management
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42
(215,829)
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61
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