Haoxi Yang

Nankai University

Assistant Professor

Tongyan Road 38

Tianjin, Tianjin 300350

China

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 45,500

SSRN RANKINGS

Top 45,500

in Total Papers Downloads

721

CITATIONS

1

Scholarly Papers (6)

Implications of Return Predictability across Horizons for Asset Pricing Models

Number of pages: 59 Posted: 04 Dec 2012 Last Revised: 11 Apr 2017
Bocconi University - Department of Finance, Bocconi University - Department of Finance, London School of Economics & Political Science (LSE) and Nankai University
Downloads 306 (81,310)

Abstract:

return predictability, predictors-based bound, asset pricing models

Implications of Return Predictability Across Horizons for Asset Pricing Models

CEPR Discussion Paper No. DP11645
Number of pages: 64 Posted: 22 Nov 2016
Bocconi University - Department of Finance, Bocconi University - Department of Finance, London School of Economics & Political Science (LSE) and Nankai University
Downloads 0
  • Add to Cart

Abstract:

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
Bocconi University - Department of Finance, University of Warwick and Nankai University
Downloads 172 (102,129)
Citation 1

Abstract:

demographics, term-structure models, forecasting, economic value

3.

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 36 (263,174)

Abstract:

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

4.

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 0 (470,298)

Abstract:

Disagreement shock, trading volume, stock return

5.

Growth Stocks Are More Risky: New Evidence on Cross–Sectional Stock Returns

Number of pages: 48 Posted: 19 Jun 2017
Yuecheng Jia and Haoxi Yang
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Nankai University
Downloads 0 (282,285)

Abstract:

Intensity of BM, Growth Option, Migration

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 Independent

Abstract:

Idiosyncratic Volatility, Uncertainty of Arbitrage Risk