.
Xing, Yuhang's
Scholarly Papers
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Aggregate Statistics
Total 17,671
Total Citations 1,273
1.
Zhang, Xiaoyan Purdue University - Krannert School of Management
Zhao, Rui BlackRock, Inc.
Xing, Yuhang Rice University
Posted:
26 Mar 08
Last Revised:
15 Aug 08
2,876(1,468)
58
stock return predictability, option-implied volatility smirks, cross-sectional asset pricing
2.
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
Posted:
27 Oct 04
Last Revised:
15 Jun 11
2,666(1,702)
428
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
1,206
428
Systematic risk, stochastic volatility, idiosyncratic volatility
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
1,460
428
3.
Ang, Andrew Columbia Business School - Finance and Economics
Chen, Joseph University of California, Davis - Graduate School of Management
Xing, Yuhang Rice University
2,505(1,900)
13
asymmetric risk, cross-sectional asset pricing, downside correlation, downside risk, momentum effect
4.
Default Risk in Equity Returns
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Vassalou, Maria Centre for Economic Policy Research (CEPR)
Xing, Yuhang Rice University
Posted:
21 Jan 02
Last Revised:
20 Jul 03
1,537(4,462)
291
Vassalou, Maria Centre for Economic Policy Research (CEPR)
Xing, Yuhang Rice University
0
default risk, equities, Merton's (1974) model, size and book-to-market effects
Vassalou, Maria Centre for Economic Policy Research (CEPR)
Xing, Yuhang Rice University
1,537
291
default risk, equities, Merton's (1974) model, size and book-to-market effects
5.
Downside Risk
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Chen, Joseph University of California, Davis - Graduate School of Management
Ang, Andrew Columbia Business School - Finance and Economics
Xing, Yuhang Rice University
Posted:
30 Dec 04
Last Revised:
15 Jun 11
1,262(6,296)
102
Chen, Joseph University of California, Davis - Graduate School of Management
Ang, Andrew Columbia Business School - Finance and Economics
Xing, Yuhang Rice University
0
Chen, Joseph University of California, Davis - Graduate School of Management
Ang, Andrew Columbia Business School - Finance and Economics
Xing, Yuhang Rice University
172
102
Ang, Andrew Columbia Business School - Finance and Economics
Chen, Joseph University of California, Davis - Graduate School of Management
Xing, Yuhang Rice University
1,090
102
asymmetric risk, cross-sectional asset pricing, downside risk, first-order risk aversion, higher-order moments
6.
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
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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
Posted:
24 Jan 08
Last Revised:
21 Oct 11
1,178(7,047)
141
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
148
141
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
391
141
idiosyncratic volatility, Fama-MacBeth regression
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
639
141
7.
Xing, Yuhang Rice University
Zhang, Lu Ohio State University - Fisher College of Business
1,074(8,247)
5
Value, growth, economic fundamentals, business cycles, VAR
8.
An Investment-Growth Asset Pricing Model
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Li, Qing Columbia University - Columbia Business School
Vassalou, Maria Centre for Economic Policy Research (CEPR)
Xing, Yuhang Rice University
Posted:
21 Jul 01
Last Revised:
13 Dec 01
818(12,700)
10
Li, Qing Columbia University - Columbia Business School
Vassalou, Maria Centre for Economic Policy Research (CEPR)
Xing, Yuhang Rice University
28
10
GMM
Li, Qing Columbia University - Columbia Business School
Vassalou, Maria Centre for Economic Policy Research (CEPR)
Xing, Yuhang Rice University
790
10
Asset pricing, Investment growth
9.
Vassalou, Maria Centre for Economic Policy Research (CEPR)
Xing, Yuhang Rice University
613(19,376)
88
default risk, Merton's (1974) model, abnormal equity returns, credit rating downgrades/upgrades, size, book-to-market
10.
Value Versus Growth: Time-Varying Expected Stock Returns
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Gulen, Huseyin Purdue University - Krannert School of Management
Xing, Yuhang Rice University
Zhang, Lu Ohio State University - Fisher College of Business
Posted:
23 Sep 08
Last Revised:
14 Sep 10
600(19,946)
13
Gulen, Huseyin Purdue University - Krannert School of Management
Xing, Yuhang Rice University
Zhang, Lu Ohio State University - Fisher College of Business
18
13
Gulen, Huseyin Purdue University - Krannert School of Management
Xing, Yuhang Rice University
Zhang, Lu Ohio State University - Fisher College of Business
Posted:
23 Sep 08
Last Revised:
16 Sep 09
582
13
Value stocks, growth stocks, regime switching, time-varying expected returns, real flexibility
11.
Uncovered Interest Rate Parity and the Term Structure
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Bekaert, Geert Columbia Business School - Finance and Economics
Wei, Min Board of Governors of the Federal Reserve - Division of Monetary Affairs
Xing, Yuhang Rice University
Posted:
06 Feb 02
Last Revised:
28 Jun 11
495(25,790)
36
Bekaert, Geert Columbia Business School - Finance and Economics
Wei, Min Board of Governors of the Federal Reserve - Division of Monetary Affairs
Xing, Yuhang Rice University
40
34
Bekaert, Geert Columbia Business School - Finance and Economics
Wei, Min Board of Governors of the Federal Reserve - Division of Monetary Affairs
Xing, Yuhang Rice University
455
34
Expectations Hypotheses, Uncovered Interest Rate Parity, Term Structure, Long Horizon Test
12.
Risk, Uncertainty, and Asset Prices
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Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Xing, Yuhang Rice University
Posted:
08 Aug 05
Last Revised:
21 Oct 11
490(26,142)
52
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Xing, Yuhang Rice University
0
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Xing, Yuhang Rice University
35
51
Equity premium, uncertainty, stochastic risk aversion, time variation in risk and return, excess volatility, external habit, term structure
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Xing, Yuhang Rice University
25
51
Bekaert, Geert Columbia Business School - Finance and Economics
Engstrom, Eric U.S. Board of Governors of the Federal Reserve System - Division of Research and Statistics, Capital Markets
Xing, Yuhang Rice University
430
51
Equity Premium, Economic Uncertainty, Stochastic Risk Aversion, Time Variation in Risk and Return, Excess Volatility, External Habit, Term Structure, Heteroskedasticity
13.
The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis
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Downing, Chris Rice University, Jesse H. Jones Graduate School of Business
Underwood, Shane University of Alabama
Xing, Yuhang Rice University
Posted:
05 Oct 06
Last Revised:
06 Feb 08
415(32,536)
18
Downing, Chris Rice University, Jesse H. Jones Graduate School of Business
Underwood, Shane University of Alabama
Xing, Yuhang Rice University
0
Stock-bond relationship, Lead-lag relationship, Firm-specific information, Market efficiency
Downing, Chris Rice University, Jesse H. Jones Graduate School of Business
Underwood, Shane University of Alabama
Xing, Yuhang Rice University
415
18
Stock-bond relationship, Lead-lag relationship, Firm-specific information, Market efficiency
14.
Xing, Yuhang Rice University
Zhang, Xiaoyan Purdue University - Krannert School of Management
315(45,656)
option returns, straddle, earnings announcement, transaction costs
15.
Taxes on Tax-Exempt Bonds
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Ang, Andrew Columbia Business School - Finance and Economics
Bhansali, Vineer Pacific Investment Management Company (PIMCO)
Xing, Yuhang Rice University
Posted:
25 Mar 08
Last Revised:
21 Oct 11
296(48,926)
6
Ang, Andrew Columbia Business School - Finance and Economics
Bhansali, Vineer Pacific Investment Management Company (PIMCO)
Xing, Yuhang Rice University
29
6
Ang, Andrew Columbia Business School - Finance and Economics
Bhansali, Vineer Pacific Investment Management Company (PIMCO)
Xing, Yuhang Rice University
93
6
municipal bonds, income and capital gains tax, de minimis boundary, public finance, implicit tax rate
Ang, Andrew Columbia Business School - Finance and Economics
Bhansali, Vineer Pacific Investment Management Company (PIMCO)
Xing, Yuhang Rice University
8
6
Ang, Andrew Columbia Business School - Finance and Economics
Bhansali, Vineer Pacific Investment Management Company (PIMCO)
Xing, Yuhang Rice University
166
6
municipal bonds, income and capital gains tax, de minimis boundary, public finance
16.
Conrad, Jennifer S. University of North Carolina Kenan-Flagler Business School
Kapadia, Nishad Rice University
Xing, Yuhang Rice University
160(92,321)
distress risk, bankruptcy, skewness, stock returns
17.
Sibley, Steven Purdue University
Xing, Yuhang Rice University
Zhang, Xiaoyan Purdue University - Krannert School of Management
Posted:
17 Nov 12
Last Revised:
01 Dec 12
155(95,039)
1
investor sentiment index, return predictability, conditioning information
18.
Ang, Andrew Columbia Business School - Finance and Economics
Chen, Joseph University of California, Davis - Graduate School of Management
Xing, Yuhang Rice University
119(118,752)
9
19.
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
50(200,328)
20.
Build America Bonds
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Ang, Andrew Columbia Business School - Finance and Economics
Bhansali, Vineer Pacific Investment Management Company (PIMCO)
Xing, Yuhang Rice University
Posted:
02 May 10
Last Revised:
15 Jun 11
47(205,855)
2
Ang, Andrew Columbia Business School - Finance and Economics
Bhansali, Vineer Pacific Investment Management Company (PIMCO)
Xing, Yuhang Rice University
47
2
Ang, Andrew Columbia Business School - Finance and Economics
Bhansali, Vineer Pacific Investment Management Company (PIMCO)
Xing, Yuhang Rice University
0
Municipal debt, tax-exempt bonds, public finance, tax subsidy
21.
Xing, Yuhang Rice University
G12
