Xiaoji Lin

University of Minnesota

420 Delaware St. SE

Minneapolis, MN 55455

United States

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 3,426

SSRN RANKINGS

Top 3,426

in Total Papers Downloads

16,537

SSRN CITATIONS
Rank 3,238

SSRN RANKINGS

Top 3,238

in Total Papers Citations

295

CROSSREF CITATIONS

117

Scholarly Papers (25)

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 2,424 (8,927)
Citation 106

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

2.
Downloads 1,897 (13,325)
Citation 11

The Finance Uncertainty Multiplier

Number of pages: 73 Posted: 29 Dec 2017 Last Revised: 23 Dec 2022
Iván Alfaro, Nicholas Bloom and Xiaoji Lin
BI Norwegian Business School, Stanford University - Department of Economics and University of Minnesota
Downloads 1,823 (13,907)
Citation 7

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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: 74 Posted: 07 May 2018 Last Revised: 28 Dec 2022
Iván Alfaro, Nicholas Bloom and Xiaoji Lin
BI Norwegian Business School, Stanford University - Department of Economics and University of Minnesota
Downloads 74 (478,005)
Citation 5

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3.

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 1,401 (21,146)
Citation 15

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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 - McDonough School of Business
Downloads 1,211 (25,851)
Citation 21

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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 Last Revised: 18 Sep 2022
INSEAD, University of Minnesota, University of Texas at Dallas and University of Toronto - Rotman School of Management
Downloads 26 (739,540)

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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 876 (41,060)
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: 22 Sep 2022
Frederico Belo, Xiaoji Lin and Fan Yang
INSEAD, University of Minnesota and University of Connecticut - Department of Finance
Downloads 167 (267,644)
Citation 1

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6.

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 915 (39,253)
Citation 18

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

7.

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 - McDonough School of Business
Downloads 914 (39,309)
Citation 21

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

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 639 (62,586)
Citation 39

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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 103 (388,348)
Citation 1

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

9.

The Opposing Effects of Complexity and Information Content on Uncertainty Dynamics: Evidence from 10-K Filings

Management Science
Number of pages: 43 Posted: 09 Dec 2014 Last Revised: 28 Mar 2022
Case Western Reserve University - Weatherhead School of Management, INSEAD, University of Texas at Dallas, University of Minnesota and Georgetown University - McDonough School of Business
Downloads 725 (53,720)
Citation 3

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Learning; Complexity; Information; Volatility dynamics; Textual analysis

10.
Downloads 677 (58,848)
Citation 2

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 515 (82,346)
Citation 2

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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 162 (274,594)

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

11.

Labor Force Telework Flexibility and Asset Prices: Evidence from the COVID-19 Pandemic

Georgetown McDonough School of Business Research Paper No. 3693239
Number of pages: 73 Posted: 20 Sep 2020 Last Revised: 07 May 2021
University of British Columbia (UBC) - Division of Finance, University of Minnesota, Northeastern University and Georgetown University - McDonough School of Business
Downloads 665 (60,227)
Citation 6

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Labor force telework, Pandemic, Return predictability, Multiple tasks, Labor shocks, Uncertainty shocks, Demand shocks

12.

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 563 (74,396)
Citation 9

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Technological Progress, R&D Investment, Stock Return

13.

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 - Columbia Business School, Finance and Shanghai University of Finance and Economics
Downloads 517 (82,823)
Citation 4

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

14.

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, Board of Governors of the Federal Reserve System and University of Connecticut - Department of Finance
Downloads 495 (87,334)
Citation 1

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

15.

What Drives Firms' Hiring Decisions? An Asset Pricing Perspective

Number of pages: 55 Posted: 30 Apr 2020 Last Revised: 06 May 2022
INSEAD, no affiliation, University of Minnesota and City University of Hong Kong
Downloads 491 (88,384)
Citation 1

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

16.

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 402 (111,586)
Citation 13

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

17.

Brand Capital and Firm Value

Number of pages: 56 Posted: 18 Mar 2012
University of Minnesota, INSEAD and INSEAD
Downloads 263 (175,849)
Citation 17

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

18.

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 234 (197,187)
Citation 6

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Micro Frictons, Asset Pricing, General Equilibrium

19.

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 205 (223,297)
Citation 2

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Nonlinearities, Investment, History Dependence, Heteroscedasticity

20.

Do Bankers Matter for Main Street? The Financial Intermediary Labor Channel

Georgetown McDonough School of Business Research Paper No. 4106828
Number of pages: 85 Posted: 13 May 2022 Last Revised: 28 Sep 2022
University of Minnesota - Twin Cities, Carlson School of Management, University of British Columbia (UBC) - Division of Finance, University of Minnesota and Georgetown University - McDonough School of Business
Downloads 196 (234,700)

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Financial intermediary, Labor market frictions

21.

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 175 (256,799)
Citation 14

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

22.

State Ownership and Monetary Supply Shocks: A Tale of Two Sectors

Number of pages: 78 Posted: 23 Nov 2021 Last Revised: 01 Jul 2022
INSEAD, Tsinghua University - School of Social Sciences, University of Minnesota, School of Finance, Renmin University of China and University of Toronto
Downloads 154 (286,017)

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State ownership, return predictability, POE, SOE, debt issuance cost shock, risk premiums

23.

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 87 (430,135)
Citation 12

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

24.

The Asset Pricing Implications of Financial Shocks for the Cross Section of Returns: Theory and Measurement

University of Connecticut School of Business Research Paper No. 22-22
Number of pages: 46 Posted: 22 Nov 2022 Last Revised: 12 Dec 2022
INSEAD, University of Minnesota, University of Minnesota - Twin Cities - Carlson School of Management and University of Connecticut - Department of Finance
Downloads 78 (462,037)

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financial shocks, value premium, momentum, q-factor, financial frictions

25.

Covariances Versus Characteristics in General Equilibrium

NBER Working Paper No. w17285
Number of pages: 46 Posted: 12 Aug 2011 Last Revised: 25 Sep 2022
Xiaoji Lin and Lu Zhang
University of Minnesota and Ohio State University - Fisher College of Business
Downloads 37 (642,505)

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