Nothing Special   »   [go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/f/pzh588.html
   My authors  Follow this author

Xiaoyan Zhang

Personal Details

First Name:Xiaoyan
Middle Name:
Last Name:Zhang
Suffix:
RePEc Short-ID:pzh588
Terminal Degree:2001 Finance and Economics Department; Graduate School of Business; Columbia University (from RePEc Genealogy)

Affiliation

PBC School of Finance
Tsinghua University

Beijing, China
https://www.pbcsf.tsinghua.edu.cn/
RePEc:edi:sftsicn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hou, Kewei & Qiao, Fang & Zhang, Xiaoyan, 2023. "Finding Anomalies in China," Working Paper Series 2023-02, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  2. Bekaert, Geert & Wang, Xue & Zhang, Xiaoyan, 2023. "The International Commonality of Idiosyncratic Variances," CEPR Discussion Papers 18230, C.E.P.R. Discussion Papers.
  3. Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2010. "Aggregate Idiosyncratic Volatility," CEPR Discussion Papers 8149, C.E.P.R. Discussion Papers.
  4. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2008. "High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence," NBER Working Papers 13739, National Bureau of Economic Research, Inc.
  5. Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006. "International Stock Return Comovements," CEPR Discussion Papers 5955, C.E.P.R. Discussion Papers.
  6. Zhenyu Wang & Xiaoyan Zhang, 2006. "Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims," Staff Reports 265, Federal Reserve Bank of New York.
  7. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2004. "The Cross-Section of Volatility and Expected Returns," NBER Working Papers 10852, National Bureau of Economic Research, Inc.
  8. Stefano Cavaglia & Robert J. Hodrick & Moroz Vadim & Xiaoyan Zhang, 2002. "Pricing the Global Industry Portfolios," NBER Working Papers 9344, National Bureau of Economic Research, Inc.
  9. Robert J. Hodrick & Xiaoyan Zhang, 2000. "Evaluating the Specification Errors of Asset Pricing Models," NBER Working Papers 7661, National Bureau of Economic Research, Inc.
  10. Edwards, F.R. & Zhang, X., 1997. "Mutual Funds and Stock and Bond Market Stability," Papers 97-22, Columbia - Graduate School of Business.

Articles

  1. Ekkehart Boehmer & Zsuzsa R Huszár & Yanchu Wang & Xiaoyan Zhang & Xinran Zhang, 2022. "Can Shorts Predict Returns? A Global Perspective," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2428-2463.
  2. Zhiyao Chen & Ilya A. Strebulaev & Yuhang Xing & Xiaoyan Zhang, 2021. "Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation," Management Science, INFORMS, vol. 67(5), pages 2751-2772, May.
  3. Jiang, Jinglin & Liao, Li & Wang, Zhengwei & Zhang, Xiaoyan, 2021. "Government Affiliation and Peer-To-Peer Lending Platforms in China," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 87-106.
  4. Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang & Xinran Zhang, 2021. "Tracking Retail Investor Activity," Journal of Finance, American Finance Association, vol. 76(5), pages 2249-2305, October.
  5. Ekkehart Boehmer & Charles M Jones & Juan (Julie) Wu & Xiaoyan Zhang, 2020. "What Do Short Sellers Know?," Review of Finance, European Finance Association, vol. 24(6), pages 1203-1235.
  6. Boehmer, Ekkehart & Jones, Charles M. & Zhang, Xiaoyan, 2020. "Potential pilot problems: Treatment spillovers in financial regulatory experiments," Journal of Financial Economics, Elsevier, vol. 135(1), pages 68-87.
  7. Gao, Chao & Xing, Yuhang & Zhang, Xiaoyan, 2018. "Anticipating Uncertainty: Straddles around Earnings Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(6), pages 2587-2617, December.
  8. Sibley, Steven E. & Wang, Yanchu & Xing, Yuhang & Zhang, Xiaoyan, 2016. "The information content of the sentiment index," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 164-179.
  9. Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan, 2016. "Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(1), pages 231-257, February.
  10. Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang, 2013. "Shackling Short Sellers: The 2008 Shorting Ban," The Review of Financial Studies, Society for Financial Studies, vol. 26(6), pages 1363-1400.
  11. Wang, Zhenyu & Zhang, Xiaoyan, 2012. "Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 65-78.
  12. Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012. "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1155-1185, December.
  13. Li, Haitao & Zhang, Xiaoyan & Zhao, Rui, 2011. "Investing in Talents: Manager Characteristics and Hedge Fund Performances," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(1), pages 59-82, February.
  14. Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan, 2010. "Evaluating asset pricing models using the second Hansen-Jagannathan distance," Journal of Financial Economics, Elsevier, vol. 97(2), pages 279-301, August.
  15. Xing, Yuhang & Zhang, Xiaoyan & Zhao, Rui, 2010. "What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(3), pages 641-662, June.
  16. Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan, 2009. "High idiosyncratic volatility and low returns: International and further U.S. evidence," Journal of Financial Economics, Elsevier, vol. 91(1), pages 1-23, January.
  17. Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December.
  18. Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang, 2008. "Which Shorts Are Informed?," Journal of Finance, American Finance Association, vol. 63(2), pages 491-527, April.
  19. Zhang, Xiaoyan, 2006. "Specification tests of international asset pricing models," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 275-307, March.
  20. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2006. "The Cross‐Section of Volatility and Expected Returns," Journal of Finance, American Finance Association, vol. 61(1), pages 259-299, February.
  21. Hodrick, Robert J. & Zhang, Xiaoyan, 2001. "Evaluating the specification errors of asset pricing models," Journal of Financial Economics, Elsevier, vol. 62(2), pages 327-376, November.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  16. Number of Journal Pages, Weighted by Simple Impact Factor
  17. Number of Journal Pages, Weighted by Recursive Impact Factor
  18. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  19. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  20. Euclidian citation score
  21. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (4) 2000-05-16 2002-11-18 2004-11-22 2006-01-01
  2. NEP-FMK: Financial Markets (4) 2000-05-16 2002-11-18 2006-01-01 2023-05-08
  3. NEP-RMG: Risk Management (3) 2006-01-01 2006-12-09 2008-01-26
  4. NEP-CFN: Corporate Finance (2) 2002-11-18 2006-11-25
  5. NEP-ACC: Accounting and Auditing (1) 2023-05-08
  6. NEP-BIG: Big Data (1) 2023-05-08
  7. NEP-CMP: Computational Economics (1) 2023-05-08
  8. NEP-CNA: China (1) 2023-05-08
  9. NEP-FDG: Financial Development and Growth (1) 2023-05-08

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Xiaoyan Zhang should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.