Xingnong Zhu

Ibbotson Associates

225 North Michigan Avenue

Suite 700

Chicago, IL 60601

United States

SCHOLARLY PAPERS

5

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Top 10,270

in Total Papers Downloads

4,879

SSRN CITATIONS
Rank 36,232

SSRN RANKINGS

Top 36,232

in Total Papers Citations

2

CROSSREF CITATIONS

16

Scholarly Papers (5)

1.
Downloads 3,497 ( 3,082)
Citation 2

Human Capital, Asset Allocation, and Life Insurance

Yale ICF Working Paper No. 05-11
Number of pages: 21 Posted: 13 May 2005
Yale School of Management, Ibbotson Associates, York University - Schulich School of Business and Ibbotson Associates
Downloads 3,497 (3,026)
Citation 2

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Human Capital, Asset Allocation, Life Insurance

2.

Do Style and Sector Indexes Carry Momentum?

The Journal of Investment Strategies, vol1(3), Summer 2012, 67-89.
Number of pages: 29 Posted: 01 Sep 2012 Last Revised: 07 Sep 2012
Linda H. Chen, George J. Jiang and Xingnong Zhu
University of Idaho, Washington State University and Ibbotson Associates
Downloads 446 (68,858)
Citation 1

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Style Indexes, Sector Indexes, Price Momentum, Earnings Momentum, Transaction Costs

3.

Information Shocks and Short-Term Market Underreaction

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61 Posted: 29 Dec 2016
George J. Jiang and Xingnong Zhu
Washington State University and Ibbotson Associates
Downloads 444 (69,257)
Citation 1

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Information shocks; short-term underreaction; stock return momentum; earnings announcement effect; limited investor attention

4.

Total Attention: The Effect of Macroeconomic News on Market Reaction to Earnings News

Journal of Banking and Finance, Forthcoming
Number of pages: 53 Posted: 15 May 2017 Last Revised: 01 Nov 2018
Linda H. Chen, George J. Jiang and Xingnong Zhu
University of Idaho, Washington State University and Ibbotson Associates
Downloads 270 (121,327)
Citation 1

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Earnings announcement; macroeconomic news announcement; market reaction; limited investor attention; category-learning behavior

5.

Biases in CAPM Beta Estimation

Advances in Investment Analysis and Portfolio Management, Volume 8(2017), pp.83-103.
Number of pages: 28 Posted: 02 Sep 2016 Last Revised: 01 Nov 2018
University of Idaho, Washington State University, Washington State University and Ibbotson Associates
Downloads 222 (147,663)

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Capital Asset Pricing Model (CAPM), Beta Estimation, Exogeneity, Consistency, Unbiasedness