Details about Yuhang Xing

Access statistics for papers by Yuhang Xing.

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

Short-id: pxi126

Working Papers

2013

1. Advance Refundings of Municipal Bonds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2010

2. Build America Bonds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
3. Value versus Growth: Time-Varying Expected Stock Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   See also Journal Article Value versus Growth: Time‐Varying Expected Stock Returns, Financial Management, Financial Management Association International (2011) View citations (40) (2011)

2008

4. High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
   See also Journal Article High idiosyncratic volatility and low returns: International and further U.S. evidence, Journal of Financial Economics, Elsevier (2009) View citations (492) (2009)
5. Taxes on Tax-Exempt Bonds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   See also Journal Article Taxes on Tax‐Exempt Bonds, Journal of Finance, American Finance Association (2010) View citations (24) (2010)

2006

6. Risk, Uncertainty and Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (18)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (2)
   See also Journal Article Risk, uncertainty, and asset prices, Journal of Financial Economics, Elsevier (2009) View citations (177) (2009)

2005

7. Downside Risk
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
   See also Journal Article Downside Risk, The Review of Financial Studies, Society for Financial Studies (2006) View citations (133) (2006)

2004

8. The Cross-Section of Volatility and Expected Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
   See also Journal Article The Cross‐Section of Volatility and Expected Returns, Journal of Finance, American Finance Association (2006) View citations (1347) (2006)

2002

9. Uncovered Interest Rate Parity and the Term Structure
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
   See also Journal Article Uncovered interest rate parity and the term structure, Journal of International Money and Finance, Elsevier (2007) View citations (86) (2007)

2001

10. An Investment-Growth Asset Pricing Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
11. Downside Risk and the Momentum Effect
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)

Journal Articles

2014

1. Death and jackpot: Why do individual investors hold overpriced stocks?
   Journal of Financial Economics, 2014, 113, (3), 455-475 View citations (74)

2011

2. Value versus Growth: Time‐Varying Expected Stock Returns
   Financial Management, 2011, 40, (2), 381-407 View citations (40)
   See also Working Paper Value versus Growth: Time-Varying Expected Stock Returns, NBER Working Papers (2010) View citations (4) (2010)

2010

3. Taxes on Tax‐Exempt Bonds
   Journal of Finance, 2010, 65, (2), 565-601 View citations (24)
   See also Working Paper Taxes on Tax-Exempt Bonds, NBER Working Papers (2008) View citations (4) (2008)
4. What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
   Journal of Financial and Quantitative Analysis, 2010, 45, (3), 641-662 View citations (267)

2009

5. High idiosyncratic volatility and low returns: International and further U.S. evidence
   Journal of Financial Economics, 2009, 91, (1), 1-23 View citations (492)
   See also Working Paper High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence, NBER Working Papers (2008) View citations (23) (2008)
6. Risk, uncertainty, and asset prices
   Journal of Financial Economics, 2009, 91, (1), 59-82 View citations (177)
   See also Working Paper Risk, Uncertainty and Asset Prices, NBER Working Papers (2006) View citations (2) (2006)
7. The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis
   Journal of Financial and Quantitative Analysis, 2009, 44, (5), 1081-1102 View citations (58)

2008

8. Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation
   The Review of Financial Studies, 2008, 21, (4), 1767-1795 View citations (111)

2007

9. Uncovered interest rate parity and the term structure
   Journal of International Money and Finance, 2007, 26, (6), 1038-1069 View citations (86)
   See also Working Paper Uncovered Interest Rate Parity and the Term Structure, NBER Working Papers (2002) View citations (30) (2002)

2006

10. Downside Risk
    The Review of Financial Studies, 2006, 19, (4), 1191-1239 View citations (133)
    Also in Proceedings, 2005 (2005) View citations (1)
    See also Working Paper Downside Risk, NBER Working Papers (2005) View citations (9) (2005)
11. Sector Investment Growth Rates and the Cross Section of Equity Returns
    The Journal of Business, 2006, 79, (3), 1637-1665 View citations (50)
12. The Cross‐Section of Volatility and Expected Returns
    Journal of Finance, 2006, 61, (1), 259-299 View citations (1347)
    See also Working Paper The Cross-Section of Volatility and Expected Returns, NBER Working Papers (2004) View citations (15) (2004)