Yexiao Xu
Finance · 2001–2009
A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 41 researchers here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it; #1,307 of 10,518 by trust here, #298 by citations
- Economics and Econometrics — 13 citations into it; #2,634 of 23,481 by trust here, #750 by citations
Whom Yexiao Xu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Yexiao Xu overall
- Gordon J. Alexander
- Xueming Luo
- Turan G. Bali
- Paul J. Irvine
- Mark Peterson
- S. Wei
- Geert Bekaert
- Hui Guo
- Beat Reber
- Raymond J. Fisman
Papers from Yexiao Xu's perspective
Ordered by how strongly the researchers Yexiao Xu trusts endorse each paper. Same corpus, a different order for every researcher.
- Mental Accounting, Loss Aversion, and Individual Stock Returns
- The Cross-Section of Volatility and Expected Returns
- The Cross‐Section of Expected Stock Returns
- CAPM Over the Long-Run: 1926-2001
- The other side of value: The gross profitability premium.
- Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Book‐to‐Market Equity, Distress Risk, and Stock Returns
- Managerial Decisions and Long-Term Stock Price Performance
- Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
Their papers
- Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001) — 2,539 citations
- Investigating the Behavior of Idiosyncratic Volatility (2003) — 497 citations
- What Determines Chinese Stock Returns? (2004) — 198 citations
- When Does Idiosyncratic Risk Really Matter (2009) — 160 citations