Danielle Xu

Gonzaga University

Assistant Professor

Spokane, WA 99258

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 10,302

SSRN RANKINGS

Top 10,302

in Total Papers Downloads

9,625

TOTAL CITATIONS
Rank 6,661

SSRN RANKINGS

Top 6,661

in Total Papers Citations

238

Scholarly Papers (9)

1.
Downloads 2,452 (12,588)
Citation 170

Measuring Abnormal Bond Performance

Review of Financial Studies, Forthcoming
Number of pages: 53 Posted: 19 Jan 2005 Last Revised: 17 Jul 2008
W.P. Carey School of Business, University of Arizona - Department of Finance, Southern Methodist University (SMU) - Finance Department and Gonzaga University
Downloads 2,452 (12,347)
Citation 170

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event study, bond returns, TRACE

Measuring Abnormal Bond Performance

The Review of Financial Studies, Vol. 22, Issue 10, pp. 4219-4258, 2009
Posted: 28 Sep 2009
W.P. Carey School of Business, University of Arizona - Department of Finance, Southern Methodist University (SMU) - Finance Department and Gonzaga University

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G12, G14

2.
Downloads 1,501 (27,245)
Citation 18

Dissecting the Idiosyncratic Volatility Anomaly

Number of pages: 40 Posted: 17 Mar 2012
University of Idaho, Washington State University, Gonzaga University and University of Iowa - Henry B. Tippie College of Business
Downloads 1,348 (31,358)
Citation 10

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idiosyncratic volatility, stock returns, robustness, market microstructure effect

Dissecting the Idiosyncratic Volatility Anomaly

Journal of Empirical Finance, Forthcoming
Number of pages: 50 Posted: 06 Nov 2020
University of Idaho, Washington State University, Gonzaga University and University of Iowa - Henry B. Tippie College of Business
Downloads 153 (409,839)
Citation 8

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Idiosyncratic volatility anomaly, Robustness, Market microstructure effect, Microcaps, Penny stocks, Stock return reversal

3.

The Information Content of Idiosyncratic Volatility

Journal of Financial and Quantitative Analysis, 2009, 44(1), 1-28.
Number of pages: 28 Posted: 18 Aug 2005 Last Revised: 03 Oct 2012
George J. Jiang, Danielle Xu and Tong Yao
Washington State University, Gonzaga University and University of Iowa - Henry B. Tippie College of Business
Downloads 1,394 (30,397)
Citation 21

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Idiosyncratic Volatility, Corporate Disclosure

4.

Shareholders Have a Say in Executive Compensation: Evidence from Say-on-Pay in the United States

Forthcoming in Journal of Accounting and Public Policy, Vol. 34, No. 6 (Nov-Dec) 2015
Number of pages: 49 Posted: 01 Feb 2013 Last Revised: 11 Jun 2015
Seattle University - Albers School of Business and EconomicsSeattle University and Gonzaga University
Downloads 1,201 (37,767)
Citation 9

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Say on Pay, Corporate Governance, Executive Compensation, Dodd-Frank, shareholder activism, voting rights

5.

Corporate Disclosure, Analyst Forecast Dispersion, and Stock Returns

Number of pages: 44 Posted: 18 Jun 2004 Last Revised: 27 Sep 2016
Ashiq Ali, Mark H. Liu, Danielle Xu and Tong Yao
University of Texas at Dallas - Naveen Jindal School of Management, University of Kentucky - Gatton College of Business and Economics, Gonzaga University and University of Iowa - Henry B. Tippie College of Business
Downloads 1,127 (41,548)
Citation 4

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Corporate disclosure, analyst forecast dispersion, mispricing

6.

On Economies of Scale and Persistent Performance in Corporate-Bond Mutual Funds

Number of pages: 59 Posted: 19 May 2008 Last Revised: 14 Dec 2009
University of Oregon, Southern Methodist University (SMU) - Finance Department and Gonzaga University
Downloads 643 (88,595)

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mutual funds, corporate bonds, bonds, persistence

7.

Cash-Flow or Return Predictability at Long Horizons? The Case of Earnings Yield

Journal of Empirical Finance, Forthcoming
Number of pages: 47 Posted: 02 Nov 2012 Last Revised: 21 Oct 2020
Paulo F. Maio and Danielle Xu
Hanken School of Economics - Department of Finance and Statistics and Gonzaga University
Downloads 515 (117,163)
Citation 6

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predictability of stock returns; earnings-growth predictability; long-horizon regressions; earnings yield; VAR implied predictability; present-value model; dividend-payout ratio

8.

Sell-Side Analysts and Gender: A Comparison of Performance, Behavior, and Career Outcomes

Financial Analysts Journal 69 (2), 83-94, March/April 2013.
Number of pages: 28 Posted: 18 Mar 2011 Last Revised: 19 Oct 2014
Xi Li, Rodney N Sullivan, Danielle Xu and Guodong Gao
University of Arkansas, Fayetteville - Department of Finance, University of Virginia, Darden Graduate School of Business, Gonzaga University and Chicago Equity Partners
Downloads 464 (132,839)
Citation 10

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gender, sell-side analyst, investment recommendations, performance, behavior, career outcomes

Institutional Investors and Foreign Exchange Risk

Number of pages: 43 Posted: 15 Mar 2010 Last Revised: 23 Jan 2011
Timo P. Korkeamaki and Danielle Xu
Hanken School of Economics - Department of Finance and Statistics and Gonzaga University
Downloads 168 (377,689)

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institutional investors, foreign exchange risk, homemade hedging

Institutional Investors and Foreign Exchange Risk

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 40 Posted: 12 May 2011
Timo P. Korkeamaki and Danielle Xu
Hanken School of Economics - Department of Finance and Statistics and Gonzaga University
Downloads 160 (394,284)

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