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Xiaoyan Zhang
Xiaoyan Zhang
Xinyuan Chair Professor of Finance, Tsinghua University
Verified email at pbcsf.tsinghua.edu.cn - Homepage
Title
Cited by
Cited by
Year
The cross‐section of volatility and expected returns
A Ang, RJ Hodrick, Y Xing, X Zhang
The Journal of Finance 61 (1), 259-299, 2006
8091*2006
High idiosyncratic volatility and low returns: International and further US evidence
A Ang, RJ Hodrick, Y Xing, X Zhang
Journal of Financial Economics 91 (1), 1-23, 2009
21722009
Shackling short sellers: The 2008 shorting ban
E Boehmer, CM Jones, X Zhang
Review of Financial Studies 26, 1363-1400, 2013
1610*2013
Which shorts are informed?
E Boehmer, CM Jones, X Zhang
The Journal of Finance 63 (2), 491-527, 2008
12052008
International stock return comovements
G Bekaert, RJ Hodrick, X Zhang
The Journal of Finance 64 (6), 2591-2626, 2009
10772009
What Does Individual Option Volatility Smirks Tell Us about Future Equity Returns
Y Xing, X Zhang, R Zhao
Journal of Financial and Quantitative Analysis 45, 641-662, 2010
8832010
Shackling short sellers: The 2008 shorting ban
E Boehmer, CM Jones, X Zhang
The Review of Financial Studies 26 (6), 1363-1400, 2013
6232013
Tracking retail investor activity
E Boehmer, CM Jones, X Zhang, X Zhang
Available at SSRN 2822105, 2019
4802019
Aggregate idiosyncratic volatility
G Bekaert, RJ Hodrick, X Zhang
Journal of Financial and Quantitative Analysis 47, 1155-1185, 2012
338*2012
Evaluating the specification errors of asset pricing models
RJ Hodrick, X Zhang
Journal of Financial Economics 62 (2), 327-376, 2001
3112001
Investing in talents: Manager characteristics and hedge fund performances
H Li, X Zhang, R Zhao
Journal of Financial and Quantitative Analysis 46 (1), 59-82, 2011
2472011
What do short sellers know
E Boehmer, CM Jones, X Zhang
Available at SSRN 2192958, 2012
163*2012
The information content of the sentiment index
SE Sibley, Y Wang, Y Xing, X Zhang
Journal of Banking & Finance 62, 164-179, 2016
151*2016
Specification tests of international asset pricing models
X Zhang
Journal of International Money and Finance 25 (2), 275-307, 2006
142*2006
Potential pilot problems: Treatment spillovers in financial regulatory experiments
E Boehmer, CM Jones, X Zhang
Journal of Financial Economics 135 (1), 68-87, 2020
130*2020
Government affiliation and peer-to-peer lending platforms in China
J Jiang, L Liao, Z Wang, X Zhang
Available at SSRN 3116516, 2019
702019
Evaluating asset pricing models using the second Hansen-Jagannathan distance
H Li, Y Xu, X Zhang
Journal of Financial Economics 97 (2), 279-301, 2010
512010
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims
Z Wang, X Zhang
Journal of Empirical Finance 19 (1), 65-78, 2012
50*2012
Anticipating Uncertainty: Straddles Around Earnings Announcements
C Gao, Y Xing, X Zhang
Journal of Financial and Quantitative Analysis 53 (6), 2587-2617, 2018
45*2018
Hedge fund performance evaluation: A stochastic discount factor approach
W Bailey, H Li, X Zhang
Available at SSRN 630516, 2004
372004
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