Yihong Xia

Finance · 2000–2005

A researcher in the Science corpus: 8 papers; trusts 11 researchers and is trusted by 64 researchers here, as inferred from the citation graph.

Subfields

Whom Yihong Xia trusts overall

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

  1. Nicholas Barberis
  2. Robert Buff
  3. Eugene F. Fama
  4. Shmuel Kandel
  5. Michael J. Brennan
  6. Qiang Dai
  7. Rob Stambaugh
  8. Kenneth R. French
  9. Michael W. Brandt
  10. G. Duffee

Who trusts Yihong Xia overall

  1. Andrea Buraschi
  2. Massimo Guidolin
  3. Jessica A. Wachter
  4. Lixin Huang
  5. Yingzi Zhu
  6. Hong Liu
  7. Guofu Zhou
  8. Allan G. Timmermann
  9. Ľuboš Pástor
  10. Alexei Jiltsov

Papers from Yihong Xia's perspective

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

  1. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  2. Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
  3. Consumption, aggregate wealth and expected stock returns
  4. Spurious Regressions in Financial Economics
  5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  6. Term Structure Dynamics in Theory and Reality
  7. Portfolio Selection and Asset Pricing Models
  8. Stock Return Predictability and Model Uncertainty
  9. Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
  10. Affine Term Structure Models and the Forward Premium Anomaly

Their papers