Xiaoyan Zhang

Latest Institution: PBC School of Finance, Tsinghua University

All Institutions: NA; National Bureau of Economic Research; Cornell University; PBC School of Finance, Tsinghua University


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Evaluating the Specification Errors of Asset Pricing Models

Year: 2000
Journal: Journal of Financial Economics
Authors: Robert J. Hodrick; Xiaoyan Zhang

Pricing the Global Industry Portfolios

Year: 2002
Journal: No Journal Matched
Authors: Stefano Cavaglia; Robert J. Hodrick; Moroz Vadim; Xiaoyan Zhang

The Cross-Section of Volatility and Expected Returns

Year: 2004
Journal: Journal of Finance
Authors: Andrew Ang; Robert J. Hodrick; Yuhang Xing; Xiaoyan Zhang

International Stock Return Comovements

Year: 2005
Journal: Journal of Finance
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

International Stock Return Comovements

Year: 2006
Journal: Journal of Finance
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

High Idiosyncratic Volatility and Low Returns: International and Further US Evidence

Year: 2008
Journal: Journal of Financial Economics
Authors: Andrew Ang; Robert J. Hodrick; Yuhang Xing; Xiaoyan Zhang

Aggregate Idiosyncratic Volatility

Year: 2010
Journal: Journal of Financial and Quantitative Analysis
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

Aggregate Idiosyncratic Volatility

Year: 2010
Journal: Journal of Financial and Quantitative Analysis
Authors: Geert Bekaert; Robert J. Hodrick; Xiaoyan Zhang

The International Commonality of Idiosyncratic Variances

Year: 2023
Journal: Management Science
Authors: Geert Bekaert; Xue Wang; Xiaoyan Zhang


Author Disambiguation

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