xiaoyan zhang
Names
| first: |
xiaoyan |
| last: |
zhang |
Identifer
Contact
| email: |
zhangxiaoyan at domain pbcsf.tsinghua.edu.cn
|
Affiliations
-
Tsinghua University
/ PBC School of Finance
Research profile
author of:
- The Cross‐Section of Volatility and Expected Returns (RePEc:bla:jfinan:v:61:y:2006:i:1:p:259-299)
by Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang - Which Shorts Are Informed? (RePEc:bla:jfinan:v:63:y:2008:i:2:p:491-527)
by Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang - International Stock Return Comovements (RePEc:bla:jfinan:v:64:y:2009:i:6:p:2591-2626)
by Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang - Tracking Retail Investor Activity (RePEc:bla:jfinan:v:76:y:2021:i:5:p:2249-2305)
by Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang & Xinran Zhang - The International Commonality of Idiosyncratic Variances (RePEc:cpr:ceprdp:18230)
by Bekaert, Geert & Wang, Xue & Zhang, Xiaoyan - International Stock Return Comovements (RePEc:cpr:ceprdp:5955)
by Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan - Aggregate Idiosyncratic Volatility (RePEc:cpr:ceprdp:8149)
by Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan - What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? (RePEc:cup:jfinqa:v:45:y:2010:i:03:p:641-662_00)
by Xing, Yuhang & Zhang, Xiaoyan & Zhao, Rui - Investing in Talents: Manager Characteristics and Hedge Fund Performances (RePEc:cup:jfinqa:v:46:y:2011:i:01:p:59-82_00)
by Li, Haitao & Zhang, Xiaoyan & Zhao, Rui - Aggregate Idiosyncratic Volatility (RePEc:cup:jfinqa:v:47:y:2012:i:06:p:1155-1185_00)
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan - Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework (RePEc:cup:jfinqa:v:51:y:2016:i:01:p:231-257_00)
by Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan - Anticipating Uncertainty: Straddles around Earnings Announcements (RePEc:cup:jfinqa:v:53:y:2018:i:06:p:2587-2617_00)
by Gao, Chao & Xing, Yuhang & Zhang, Xiaoyan - International stock return comovements (RePEc:ecb:ecbwps:2008931)
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan - Finding Anomalies in China (RePEc:ecl:ohidic:2023-02)
by Hou, Kewei & Qiao, Fang & Zhang, Xiaoyan - International Stock Return Comovements (RePEc:ecl:upafin:06-3)
by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan - Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims (RePEc:eee:empfin:v:19:y:2012:i:1:p:65-78)
by Wang, Zhenyu & Zhang, Xiaoyan - Government Affiliation and Peer-To-Peer Lending Platforms in China (RePEc:eee:empfin:v:62:y:2021:i:c:p:87-106)
by Jiang, Jinglin & Liao, Li & Wang, Zhengwei & Zhang, Xiaoyan - The information content of the sentiment index (RePEc:eee:jbfina:v:62:y:2016:i:c:p:164-179)
by Sibley, Steven E. & Wang, Yanchu & Xing, Yuhang & Zhang, Xiaoyan - Potential pilot problems: Treatment spillovers in financial regulatory experiments (RePEc:eee:jfinec:v:135:y:2020:i:1:p:68-87)
by Boehmer, Ekkehart & Jones, Charles M. & Zhang, Xiaoyan - Evaluating the specification errors of asset pricing models (RePEc:eee:jfinec:v:62:y:2001:i:2:p:327-376)
by Hodrick, Robert J. & Zhang, Xiaoyan - High idiosyncratic volatility and low returns: International and further U.S. evidence (RePEc:eee:jfinec:v:91:y:2009:i:1:p:1-23)
by Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan - Evaluating asset pricing models using the second Hansen-Jagannathan distance (RePEc:eee:jfinec:v:97:y:2010:i:2:p:279-301)
by Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan - Specification tests of international asset pricing models (RePEc:eee:jimfin:v:25:y:2006:i:2:p:275-307)
by Zhang, Xiaoyan - Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims (RePEc:fip:fednsr:265)
by Zhenyu Wang & Xiaoyan Zhang - Mutual Funds and Stock and Bond Market Stability (RePEc:fth:colubu:97-22)
by Edwards, F.R. & Zhang, X. - Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation (RePEc:inm:ormnsc:v:67:y:2021:i:5:p:2751-2772)
by Zhiyao Chen & Ilya A. Strebulaev & Yuhang Xing & Xiaoyan Zhang - The Cross-Section of Volatility and Expected Returns (RePEc:nbr:nberwo:10852)
by Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang - International Stock Return Comovements (RePEc:nbr:nberwo:11906)
by Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang - High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence (RePEc:nbr:nberwo:13739)
by Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang - Aggregate Idiosyncratic Volatility (RePEc:nbr:nberwo:16058)
by Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang - Evaluating the Specification Errors of Asset Pricing Models (RePEc:nbr:nberwo:7661)
by Robert J. Hodrick & Xiaoyan Zhang - Pricing the Global Industry Portfolios (RePEc:nbr:nberwo:9344)
by Stefano Cavaglia & Robert J. Hodrick & Moroz Vadim & Xiaoyan Zhang - What Do Short Sellers Know? (RePEc:oup:revfin:v:24:y:2020:i:6:p:1203-1235.)
by Ekkehart Boehmer & Charles M Jones & Juan (Julie) Wu & Xiaoyan Zhang - Shackling Short Sellers: The 2008 Shorting Ban (RePEc:oup:rfinst:v:26:y:2013:i:6:p:1363-1400)
by Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang - Can Shorts Predict Returns? A Global Perspective (RePEc:oup:rfinst:v:35:y:2022:i:5:p:2428-2463.)
by Ekkehart Boehmer & Zsuzsa R Huszár & Yanchu Wang & Xiaoyan Zhang & Xinran Zhang