Haoxi Yang

Nankai University

Assistant Professor

Tongyan Road 38

Tianjin, Tianjin 300350

China

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

Implications of Return Predictability across Horizons for Asset Pricing Models

Number of pages: 61 Posted: 04 Dec 2012 Last Revised: 14 Nov 2016
Bocconi University - Department of Finance, Bocconi University - Department of Finance, London School of Economics & Political Science (LSE) and Nankai University
Downloads 290 (81,199)

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

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 (99,691)

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 (261,922)

Abstract:

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