Xiaoji Lin

University of Minnesota

420 Delaware St. SE

Minneapolis, MN 55455

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 3,491

SSRN RANKINGS

Top 3,491

in Total Papers Downloads

11,536

SSRN CITATIONS
Rank 3,858

SSRN RANKINGS

Top 3,858

in Total Papers Citations

193

CROSSREF CITATIONS

109

Scholarly Papers (21)

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
INSEAD, University of Minnesota and Banco de México
Downloads 2,126 (7,156)
Citation 86

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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
INSEAD, University of Minnesota and INSEAD
Downloads 1,220 (17,435)
Citation 13

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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
INSEAD, University of Minnesota, University of Texas at Dallas and Georgetown University - Robert Emmett McDonough School of Business
Downloads 995 (23,240)
Citation 12

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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
INSEAD, University of Minnesota, University of Texas at Dallas and University of Toronto - Rotman School of Management
Downloads 10 (647,826)

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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
INSEAD, University of Minnesota and University of Connecticut - Department of Finance
Downloads 782 (32,743)
Citation 4

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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
INSEAD, University of Minnesota and University of Connecticut - Department of Finance
Downloads 62 (379,849)

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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
INSEAD and University of Minnesota
Downloads 752 (35,095)
Citation 13

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

6.
Downloads 735 ( 36,293)
Citation 11

The Finance Uncertainty Multiplier

Number of pages: 80 Posted: 29 Dec 2017 Last Revised: 27 Oct 2019
Iván Alfaro, Nicholas Bloom and Xiaoji Lin
BI Norwegian Business School, Stanford University - Department of Economics and University of Minnesota
Downloads 716 (36,996)
Citation 8

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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 19 (582,856)
Citation 4

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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 564 (50,798)
Citation 27

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 56 (399,907)
Citation 1

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

8.
Downloads 607 ( 46,818)
Citation 1

The Investment Manifesto

AFA 2013 San Diego Meetings Paper
Number of pages: 36 Posted: 15 Dec 2012
Xiaoji Lin and Lu Zhang
University of Minnesota and Ohio State University - Fisher College of Business
Downloads 463 (65,145)
Citation 1

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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
University of Minnesota and Ohio State University - Fisher College of Business
Downloads 144 (217,055)

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

9.

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

Number of pages: 107 Posted: 15 Jun 2016 Last Revised: 23 Apr 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 574 (50,345)
Citation 17

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

10.

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 521 (56,804)
Citation 7

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Technological Progress, R&D Investment, Stock Return

11.

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
INSEAD, University of Texas at Dallas, University of Minnesota and Georgetown University - Robert Emmett McDonough School of Business
Downloads 490 (61,366)
Citation 3

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Learning; Complexity; Information; Volatility dynamics

12.

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 454 (67,431)
Citation 2

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

13.

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

Number of pages: 59 Posted: 09 Dec 2014 Last Revised: 12 Apr 2019
Xiaoji Lin, Berardino Palazzo and Fan Yang
University of Minnesota, Federal Reserve Board and University of Connecticut - Department of Finance
Downloads 332 (97,091)
Citation 1

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

14.

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 329 (98,046)
Citation 10

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

15.

Brand Capital and Firm Value

Number of pages: 56 Posted: 18 Mar 2012
University of Minnesota, INSEAD and INSEAD
Downloads 225 (145,780)
Citation 12

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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 212 (154,233)
Citation 5

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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 169 (189,396)

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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 161 (197,452)
Citation 16

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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
University of Minnesota and Ohio State University - Fisher College of Business
Downloads 75 (338,539)
Citation 5

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

20.

What Drives Firms' Hiring Decisions? An Asset Pricing Perspective

Number of pages: 61 Posted: 30 Apr 2020
INSEAD, University of Texas at Austin - Department of Finance, University of Minnesota and City University of Hong Kong
Downloads 60 (380,913)

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Labor Hiring, Stock Returns, Dividend Growth, Simulated Method of Moments, Labor Adjustment Costs

21.

Covariances Versus Characteristics in General Equilibrium

NBER Working Paper No. w17285
Number of pages: 46 Posted: 12 Aug 2011
Xiaoji Lin and Lu Zhang
University of Minnesota and Ohio State University - Fisher College of Business
Downloads 25 (526,363)

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