Yihua Zhao

Tulane University - A.B. Freeman School of Business

7 McAlister Drive

New Orleans, LA 70118

United States

SCHOLARLY PAPERS

4

DOWNLOADS

492

CITATIONS

1

Scholarly Papers (4)

1.

Beta is Still Useful

Number of pages: 48 Posted: 15 Mar 2012
Yexiao Xu and Yihua Zhao
University of Texas at Dallas - School of Management and Tulane University - A.B. Freeman School of Business
Downloads 182 (117,993)

Abstract:

Expected Return, Idiosyncratic Volatility, Misspricing, Time-varying Beta

2.

Beta Reversal and Expected Returns

Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 59 Posted: 15 Mar 2014
Yexiao Xu and Yihua Zhao
University of Texas at Dallas - School of Management and Tulane University - A.B. Freeman School of Business
Downloads 153 (132,604)

Abstract:

Beta Instability, Beta Reversal, Expected Return, and Idiosyncratic Volatility

3.

Is Aggregate Idiosyncratic Risk Priced? Follow the Bid-Ask Bounce

Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper
Number of pages: 61 Posted: 17 Aug 2014 Last Revised: 30 Oct 2015
David A. Lesmond and Yihua Zhao
Tulane University - A.B. Freeman School of Business and Tulane University - A.B. Freeman School of Business
Downloads 84 (237,461)
Citation 1

Abstract:

Asset Pricing, Market Returns, Aggregate Firm-Level Volatility, Risk, Bid-Ask Spread, Percentage of Zero Returns

4.

What Drives the Trend and Behavior in Aggregate (Idiosyncratic) Volatility? Follow the Bid-Ask Bounce

Number of pages: 43 Posted: 27 Jun 2016
Tulane University - A.B. Freeman School of Business, Tulane University and Tulane University - A.B. Freeman School of Business
Downloads 0 (405,610)

Abstract:

Market Volatility, Aggregate Firm-Level Volatility, Risk, Bid-Ask Spread, Economic Activity