Xing Han

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 18 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xing Han trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Y. Amihud
  2. Christoph Memmel
  3. Abhijit Banerjee
  4. Eugene F. Fama
  5. Malcolm P. Baker
  6. John Y. Campbell
  7. Narasimhan Jegadeesh
  8. Todd E. Clark
  9. Clifford M. Hurvich
  10. Maik Schmeling

Papers from Xing Han's perspective

Ordered by how strongly the researchers Xing Han trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Investor Sentiment and the Cross-Section of Stock Returns
  2. Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
  3. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  4. The Cross-Section of Volatility and Expected Returns
  5. Size, Value, and Momentum in International Stock Returns
  6. Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
  7. Common risk factors in the returns on stocks and bonds
  8. Retail Investor Sentiment and Return Comovements
  9. Spurious Regressions in Financial Economics
  10. Time Series Momentum

Their papers