Author Page for Haoxi Yang

Implications of Return Predictability across Horizons for Asset Pricing Models

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Implications of Return Predictability across Horizons for Asset Pricing Models

Number of pages: 59 Posted: 04 Dec 2012 Last Revised: 11 Apr 2017

Carlo A. Favero, Fulvio Ortu, Andrea Tamoni and Haoxi Yang

Bocconi University - Department of Finance, Bocconi University - Department of Finance, London School of Economics & Political Science (LSE) and Nankai University

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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, London School of Economics & Political Science (LSE) and Nankai University

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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

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Citation 1

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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

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4.

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

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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

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Haoxi Yang

Nankai University

Assistant Professor

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Scholarly Papers (5)

Implications of Return Predictability across Horizons for Asset Pricing Models

Implications of Return Predictability across Horizons for Asset Pricing Models

Abstract:

Implications of Return Predictability Across Horizons for Asset Pricing Models

Abstract:

Demographics and the Behavior of Interest Rates

Abstract:

A Robust Variance Bound on Pricing Kernels

Abstract:

Are Investors Compensated for the Unit Shocks of Idiosyncratic Volatility

Abstract:

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

Abstract:

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