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Details about Yuhang Xing

Workplace:Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University, (more information at EDIRC)

Access statistics for papers by Yuhang Xing.

Last updated 2014-12-05. Update your information in the RePEc Author Service.

Short-id: pxi126


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Working Papers

2013

  1. Advance Refundings of Municipal Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2010

  1. Build America Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Value versus Growth: Time-Varying Expected Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Financial Management (2011)

2008

  1. High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article in Journal of Financial Economics (2009)
  2. Taxes on Tax-Exempt Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Finance (2010)

2006

  1. Risk, Uncertainty and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations (18)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (2009)

2005

  1. Downside Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Review of Financial Studies (2006)

2004

  1. The Cross-Section of Volatility and Expected Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Finance (2006)

2002

  1. Uncovered Interest Rate Parity and the Term Structure
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    See also Journal Article in Journal of International Money and Finance (2007)

2001

  1. An Investment-Growth Asset Pricing Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
  2. Downside Risk and the Momentum Effect
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)

Journal Articles

2014

  1. Death and jackpot: Why do individual investors hold overpriced stocks?
    Journal of Financial Economics, 2014, 113, (3), 455-475 Downloads View citations (16)

2011

  1. Value versus Growth: Time‐Varying Expected Stock Returns
    Financial Management, 2011, 40, (2), 381-407 View citations (17)
    See also Working Paper (2010)

2010

  1. Taxes on Tax‐Exempt Bonds
    Journal of Finance, 2010, 65, (2), 565-601 Downloads View citations (15)
    See also Working Paper (2008)
  2. What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
    Journal of Financial and Quantitative Analysis, 2010, 45, (3), 641-662 Downloads View citations (100)

2009

  1. High idiosyncratic volatility and low returns: International and further U.S. evidence
    Journal of Financial Economics, 2009, 91, (1), 1-23 Downloads View citations (279)
    See also Working Paper (2008)
  2. Risk, uncertainty, and asset prices
    Journal of Financial Economics, 2009, 91, (1), 59-82 Downloads View citations (93)
    See also Working Paper (2006)
  3. The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis
    Journal of Financial and Quantitative Analysis, 2009, 44, (5), 1081-1102 Downloads View citations (29)

2008

  1. Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation
    Review of Financial Studies, 2008, 21, (4), 1767-1795 Downloads View citations (59)

2007

  1. Uncovered interest rate parity and the term structure
    Journal of International Money and Finance, 2007, 26, (6), 1038-1069 Downloads View citations (67)
    See also Working Paper (2002)

2006

  1. Downside Risk
    Review of Financial Studies, 2006, 19, (4), 1191-1239 Downloads View citations (134)
    Also in Proceedings, 2005 (2005) Downloads View citations (1)

    See also Working Paper (2005)
  2. Sector Investment Growth Rates and the Cross Section of Equity Returns
    The Journal of Business, 2006, 79, (3), 1637-1665 Downloads View citations (34)
  3. The Cross‐Section of Volatility and Expected Returns
    Journal of Finance, 2006, 61, (1), 259-299 Downloads View citations (808)
    See also Working Paper (2004)
 
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