Haoxi Yang

Nankai University

Associate Professor

Tongyan Road 38

Tianjin, Tianjin 300350

China

SCHOLARLY PAPERS

11

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1,538

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in Total Papers Citations

23

CROSSREF CITATIONS

7

Scholarly Papers (11)

Implications of Return Predictability for Consumption Dynamics and Asset Pricing

Number of pages: 53 Posted: 04 Dec 2012 Last Revised: 23 Jun 2018
Bocconi University - Department of Economics, Bocconi University - Department of Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick and Nankai University
Downloads 433 (126,185)
Citation 9

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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
Bocconi University - Department of Economics, 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

WBS Finance Group Research Paper No. 172
Number of pages: 56 Posted: 29 Feb 2012 Last Revised: 26 Dec 2019
Bocconi University - Department of Economics, University of Warwick - Finance Group and Nankai University
Downloads 319 (178,836)
Citation 14

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demographics, term-structure models, forecasting, economic value

3.

There is a Growth Premium After All

Number of pages: 50 Posted: 19 Jun 2017 Last Revised: 06 Feb 2022
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 282 (203,385)

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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 134 (397,770)

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

5.

Risk in Mining and Cryptocurrency Returns: Evidence from Electricity Prices

Number of pages: 103 Posted: 27 Dec 2022 Last Revised: 09 Aug 2023
Yuecheng Jia, Haoxi Yang and Runyu Zhang
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Nankai University and Central University of Finance and Economics
Downloads 115 (446,449)

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Risk in mining; cryptocurrency returns; electricity prices; cryptocurrency systematic risk

6.

Demographic Trend, the Rent-to-Price Ratio and Predictability of the House Market

Number of pages: 59 Posted: 23 Jul 2022
Yuansheng Wang, Haoxi Yang and Zhizhen Chen
affiliation not provided to SSRN, Nankai University and University of Greenwich
Downloads 87 (539,451)

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Rent-to-price ratio, demographics, predictability, non-fundamental component

7.

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 77 (580,166)

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Disagreement shock, trading volume, stock return

8.

Travelling Like China

Number of pages: 53 Posted: 06 Sep 2022
Wei Wang, Yun Wen, Zitong Xu and Haoxi Yang
Sun Yat-sen University (SYSU) - Lingnan (University) College, affiliation not provided to SSRN, Nankai University and Nankai University
Downloads 41 (780,967)

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Capital flight, Outbound travel expenditure, Exchange depreciation, Financial development

9.

Financial Development and Wage Income: Evidence from the Global Football Markets

Number of pages: 41 Posted: 10 Nov 2022 Last Revised: 12 Mar 2023
Wei Wang, Haoxi Yang and Xi Wang
Sun Yat-sen University (SYSU) - Lingnan (University) College, Nankai University and National Sun Yat-sen University
Downloads 36 (818,544)

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financial development, Wage Income, Football Market

10.

Iterated Dynamic Model Averaging: A Novel Method for Optimizing DMA Estimation

Number of pages: 45 Posted: 17 May 2024
Hunan University - School of Finance and Statistics, Hunan University - School of Finance and Statistics, Nankai University and Hunan University - School of Finance and Statistics
Downloads 14 (1,026,158)

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IDMA, Forecasting, Predictor Selection, Parameter Sensitivity, Inflation

11.

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