Haoxi Yang

Nankai University

Assistant Professor

Tongyan Road 38

Tianjin, Tianjin 300350

China

  • Nankai University

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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3

CROSSREF CITATIONS

7

Scholarly Papers (6)

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1.

Implications of Return Predictability for Consumption Dynamics and Asset Pricing

Downloads 378 ( 78,287)
Citation 3

Implications of Return Predictability for Consumption Dynamics and Asset Pricing

Number of pages: 53 Posted: 04 Dec 2012 Last Revised: 23 Jun 2018
Carlo A. Favero, Fulvio Ortu, Andrea Tamoni and Haoxi Yang
Bocconi University - Department of Finance, Bocconi University - Department of Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Nankai University
Downloads 378 (77,606)
Citation 3

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stochastic discount factor, predictors-based bounds, long run

Implications of Return Predictability Across Horizons for Asset Pricing Models

CEPR Discussion Paper No. DP11645
Number of pages: 64 Posted: 22 Nov 2016
Carlo A. Favero, Fulvio Ortu, Andrea Tamoni and Haoxi Yang
Bocconi University - Department of Finance, Bocconi University - Department of Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Nankai University
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asset pricing models, predictors-based bound, return predictability

2.

Demographics and the Behavior of Interest Rates

Number of pages: 56 Posted: 29 Feb 2012 Last Revised: 16 Jun 2015
Carlo A. Favero, Arie Eskenazi Gozluklu and Haoxi Yang
Bocconi University - Department of Finance, University of Warwick and Nankai University
Downloads 273 (112,386)
Citation 4

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demographics, term-structure models, forecasting, economic value

3.

There is a Growth Premium After All

Number of pages: 52 Posted: 19 Jun 2017 Last Revised: 08 Aug 2018
Yuecheng Jia, Shu Yan and Haoxi Yang
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Oklahoma State University - Stillwater - Department of Finance and Nankai University
Downloads 146 (201,312)

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Book-to-Market ratio, Temporary Component of B/M, Growth Option, Growth Premium

4.

A Robust Variance Bound on Pricing Kernels

Number of pages: 53 Posted: 29 Nov 2014 Last Revised: 04 Dec 2014
Haoxi Yang
Nankai University
Downloads 97 (272,471)

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returns predictability, robust variance bound on pricing kernels, asset pricing models

5.

The Size of Disagreement Shock

Number of pages: 35 Posted: 17 Aug 2017
Yuecheng Jia, Di Liu and Haoxi Yang
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Nankai University
Downloads 38 (435,838)

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Disagreement shock, trading volume, stock return

6.

Are Investors Compensated for the Unit Shocks of Idiosyncratic Volatility

Posted: 19 Jun 2017
Haoxi Yang, Yuecheng Jia and Hongrui Feng
Nankai University, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Pennsylvania State University

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Idiosyncratic Volatility, Uncertainty of Arbitrage Risk