SSRN logo
Public User
Advanced Search

Haoxi Yang

Nankai University

Assistant Professor

Tongyan Road 38

Tianjin, Tianjin 300350

China

  • Nankai University

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 45,500

SSRN RANKINGS

Top 45,500

in Total Papers Downloads

721

CITATIONS

1

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

Implications of Return Predictability across Horizons for Asset Pricing Models

Downloads 306 ( 81,818)

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
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
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
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
Carlo A. Favero, Arie Eskenazi Gozluklu and Haoxi Yang
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

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.298 seconds

Relx Group logo