Xiaoji Lin

University of Minnesota

420 Delaware St. SE

Minneapolis, MN 55455

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 3,691

SSRN RANKINGS

Top 3,691

in Total Papers Downloads

10,041

CITATIONS
Rank 6,065

SSRN RANKINGS

Top 6,065

in Total Papers Citations

83

Scholarly Papers (20)

1.

Labor Hiring, Investment, and Stock Return Predictability in the Cross Section

Fisher College of Business Working Paper No. 2012-03-17, Charles A. Dice Center Working Paper No. 2012-17
Number of pages: 52 Posted: 15 Sep 2008 Last Revised: 10 Feb 2014
University of Minnesota, University of Minnesota and Banco de México
Downloads 1,990 (6,920)
Citation 16

Abstract:

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Labor Hiring, Investment, q-Theory, Cross-Sectional Asset Pricing, Production-Based Asset Pricing

2.

Brand Capital and Firm Value

Fisher College of Business Working Paper No. 2013-03-04, Charles A. Dice Center Working Paper No. 2013-04
Number of pages: 51 Posted: 09 Apr 2011 Last Revised: 27 Mar 2013
University of Minnesota, University of Minnesota and INSEAD
Downloads 1,167 (16,459)
Citation 7

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Intangible Capital, Q-theory, Return Predictability, Cross-Section of Stock Returns

Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

Fisher College of Business Working Paper No. 2012-03-025, Charles A. Dice Center Working Paper No. 2012-25
Number of pages: 58 Posted: 02 Oct 2012 Last Revised: 17 Dec 2016
University of Minnesota, University of Minnesota, University of Texas at Dallas and Georgetown University - Robert Emmett McDonough School of Business
Downloads 897 (23,893)

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Labor Heterogeneity, Labor Skill, Labor Hiring, Investment, Stock Return Predictability, Cross-Sectional Asset Pricing, q-theory, Adjustment cost shocks

Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor

NBER Working Paper No. w21487
Number of pages: 56 Posted: 25 Aug 2015
University of Minnesota, University of Minnesota, University of Texas at Dallas and University of Toronto - Rotman School of Management
Downloads 5 (616,244)

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External Equity Financing Shocks, Financial Flows, and Asset Prices

Charles A. Dice Center Working Paper No. 2014-08, Fisher College of Business Working Paper No. 2014-03-08
Number of pages: 56 Posted: 11 Sep 2018
Frederico Belo, Xiaoji Lin and Fan Yang
University of Minnesota, University of Minnesota and University of Connecticut - Department of Finance
Downloads 736 (31,563)

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Issuance shocks, asset pricing, book-to-market, investment, costly external financing, collateral constraint

External Equity Financing Shocks, Financial Flows, and Asset Prices

NBER Working Paper No. w20210
Number of pages: 59 Posted: 16 Jun 2014 Last Revised: 17 Jun 2014
Frederico Belo, Xiaoji Lin and Fan Yang
University of Minnesota, University of Minnesota and University of Connecticut - Department of Finance
Downloads 35 (439,686)

Abstract:

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5.

The Inventory Growth Spread

Fisher College of Business Working Paper No. 201203-023, Charles A. Dice Center Working Paper No. 2012-023
Number of pages: 53 Posted: 22 Dec 2009 Last Revised: 26 Nov 2012
Frederico Belo and Xiaoji Lin
University of Minnesota and University of Minnesota
Downloads 708 (33,783)
Citation 7

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Cross-Sectional Asset Pricing, Stock Return Predictability, Q-theory, Accruals Anomaly

Wage Rigidity: A Quantitative Solution to Several Asset Pricing Puzzles

Charles A. Dice Center Working Paper No. 2012-16, Fisher College of Business Working Paper No. 2012-03-016
Number of pages: 65 Posted: 05 Sep 2012 Last Revised: 26 May 2015
Jack Y Favilukis and Xiaoji Lin
University of British Columbia (UBC) - Division of Finance and University of Minnesota
Downloads 534 (48,389)
Citation 3

Abstract:

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Wage Rigidity, Equity Volatility, Equity Premium, General Equilibrium, Production-Based Asset Pricing, Value Premium

Wage Rigidity: A Solution to Several Asset Pricing Puzzles

Number of pages: 47 Posted: 18 Mar 2012 Last Revised: 16 Sep 2012
Xiaoji Lin and Jack Y Favilukis
University of Minnesota and University of British Columbia (UBC) - Division of Finance
Downloads 52 (374,726)
Citation 3

Abstract:

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general equilibrium, heterogeneous firms, equity premium, value premium, return volatility, wage rigidities, return predictability

7.
Downloads 582 ( 43,884)
Citation 8

The Investment Manifesto

AFA 2013 San Diego Meetings Paper
Number of pages: 36 Posted: 15 Dec 2012
Xiaoji Lin and Lu Zhang, 张橹
University of Minnesota and Ohio State University - Fisher College of Business
Downloads 445 (60,953)
Citation 8

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The risk doctrine, investment-based asset pricing, measurement errors in covariances, characteristics, asset pricing anomalies

Covariances, Characteristics, and General Equilibrium: A Critique

Fisher College of Business Working Paper No. 2011-03-015, Charles A. Dice Center Working Paper No. 2011-15
Number of pages: 41 Posted: 22 Jul 2011 Last Revised: 27 Feb 2012
Xiaoji Lin and Lu Zhang, 张橹
University of Minnesota and Ohio State University - Fisher College of Business
Downloads 137 (203,637)
Citation 8

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covariances, characteristics, general equilibrium, asset pricing anomalies, capital markets research in accounting, market efficiency, investment-based asset pricing

8.

Endogenous Technological Progress and the Cross Section of Stock Returns

Journal of Financial Economics (JFE), Forthcoming, Fisher College of Business Working Paper No. 12-03-022, Charles A. Dice Center Working Paper No. 2012-022
Number of pages: 62 Posted: 25 Mar 2008 Last Revised: 26 Nov 2012
Xiaoji Lin
University of Minnesota
Downloads 515 (51,288)
Citation 13

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Technological Progress, R&D Investment, Stock Return

9.

The Opposing Effects of Information Complexity and Information Content on Return Volatility

Number of pages: 51 Posted: 09 Dec 2014 Last Revised: 12 Jan 2018
University of Minnesota, University of Texas at Dallas, University of Minnesota and Georgetown University - Robert Emmett McDonough School of Business
Downloads 435 (63,273)

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Learning; Complexity; Information; Volatility dynamics

10.

Investment, Tobin's q, and Interest Rates

Journal of Financial Economics (JFE), Forthcoming, Charles A. Dice Center Working Paper No. 2016-20, Fisher College of Business Working Paper No. 2016-03-020
Number of pages: 48 Posted: 04 Nov 2016 Last Revised: 19 Sep 2017
University of Minnesota, Naval Postgraduate School - Graduate School of Business and Public Policy, Columbia University and Shanghai University of Finance and Economics
Downloads 381 (74,130)

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term structure of interest rates; capital adjustment costs; average q; marginal q; duration; assets in place; growth opportunities; bond q

11.

The Elephant in the Room: The Impact of Labor Obligations on Credit Markets

Number of pages: 89 Posted: 15 Jun 2016 Last Revised: 23 Jan 2019
Jack Y Favilukis, Xiaoji Lin and Xiaofei Zhao
University of British Columbia (UBC) - Division of Finance, University of Minnesota and Georgetown University - Robert Emmett McDonough School of Business
Downloads 342 (84,000)

Abstract:

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Wage rigidity, long-term debt, credit risk, labor market frictions, labor leverage, financial leverage, wage growth, labor share

12.

Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability

Charles A. Dice Center Working Paper No. 2012-19, Fisher College of Business Working Paper No. 2012-03-019
Number of pages: 36 Posted: 08 Oct 2012 Last Revised: 17 Dec 2015
Jack Y Favilukis and Xiaoji Lin
University of British Columbia (UBC) - Division of Finance and University of Minnesota
Downloads 311 (93,441)

Abstract:

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Wage Rigidity, Equity Risk, Long Run Return Predictability, Cross Section of Asset Pricing

13.
Downloads 295 ( 98,945)

The Finance Uncertainty Multiplier

Fisher College of Business Working Paper No. 2017-03-30, Charles A. Dice Working Paper No. 2017-30
Number of pages: 81 Posted: 29 Dec 2017 Last Revised: 11 Jan 2019
Iván Alfaro, Nicholas Bloom and Xiaoji Lin
BI Norwegian Business School, Stanford University - Department of Economics and University of Minnesota
Downloads 281 (103,708)

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Uncertainty, Financial frictions, Investment, Employment, Cash holding, Equity payouts

The Finance Uncertainty Multiplier

NBER Working Paper No. w24571
Number of pages: 62 Posted: 07 May 2018
Iván Alfaro, Nicholas Bloom and Xiaoji Lin
BI Norwegian Business School, Stanford University - Department of Economics and University of Minnesota
Downloads 14 (558,581)
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14.

The Risks of Old Capital Age: Asset Pricing Implications of Technology Adoption

Number of pages: 64 Posted: 09 Dec 2014 Last Revised: 31 Aug 2018
Xiaoji Lin, Berardino Palazzo and Fan Yang
University of Minnesota, Federal Reserve Board and University of Connecticut - Department of Finance
Downloads 243 (121,258)

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Technology adoption, technology frontier shock, capital age, stock returns

15.

Brand Capital and Firm Value

Number of pages: 56 Posted: 18 Mar 2012
University of Minnesota, University of Minnesota and INSEAD
Downloads 213 (137,991)
Citation 7

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intangible capital, q-theory, cross-section of stock returns

16.

Micro Frictions, Asset Pricing, and Aggregate Implications

Number of pages: 39 Posted: 22 Nov 2010 Last Revised: 26 Nov 2011
Jack Y Favilukis and Xiaoji Lin
University of British Columbia (UBC) - Division of Finance and University of Minnesota
Downloads 194 (150,647)
Citation 8

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Micro Frictons, Asset Pricing, General Equilibrium

17.

Long Run Productivity Risk and Aggregate Investment

Fisher College of Business Working Paper No. 2012-03-014, Charles A. Dice Center Working Paper No. 2012-14
Number of pages: 63 Posted: 03 Aug 2012 Last Revised: 27 Mar 2013
Jack Y Favilukis and Xiaoji Lin
University of British Columbia (UBC) - Division of Finance and University of Minnesota
Downloads 156 (182,584)

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Nonlinearities, Investment, History Dependence, Heteroscedasticity

18.

Wage Rigidity: A Solution to Several Asset Pricing Puzzles

Number of pages: 47 Posted: 17 Mar 2011 Last Revised: 16 Sep 2012
Jack Y Favilukis and Xiaoji Lin
University of British Columbia (UBC) - Division of Finance and University of Minnesota
Downloads 155 (183,543)
Citation 3

Abstract:

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Equity Volatility, Equity Premium, Return Predictability, Wage Rigidity, Long Run Risk, General Equilibrium

19.

The Investment Manifesto

Journal of Monetary Economics, Forthcoming
Number of pages: 36 Posted: 25 Dec 2012
Xiaoji Lin and Lu Zhang, 张橹
University of Minnesota and Ohio State University - Fisher College of Business
Downloads 73 (310,791)
Citation 8

Abstract:

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the risk doctrine, investment-based asset pricing, measurement errors in covariances, characteristics, asset pricing anomalies

20.

Covariances Versus Characteristics in General Equilibrium

NBER Working Paper No. w17285
Number of pages: 46 Posted: 12 Aug 2011
Xiaoji Lin and Lu Zhang, 张橹
University of Minnesota and Ohio State University - Fisher College of Business
Downloads 22 (492,578)
Citation 3

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