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 | 6048 | 2006 |
Default risk in equity returns M Vassalou, Y Xing The journal of finance 59 (2), 831-868, 2004 | 2831 | 2004 |
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 | 2252 | 2009 |
Downside risk A Ang, J Chen, Y Xing The review of financial studies 19 (4), 1191-1239, 2006 | 1684 | 2006 |
What does the individual option volatility smirk tell us about future equity returns? Y Xing, X Zhang, R Zhao Journal of Financial and Quantitative Analysis 45 (3), 641-662, 2010 | 909 | 2010 |
Interpreting the value effect through the Q-theory: An empirical investigation Y Xing The Review of Financial Studies 21 (4), 1767-1795, 2008 | 566 | 2008 |
A pH‐triggered, fast‐responding DNA hydrogel E Cheng, Y Xing, P Chen, Y Yang, Y Sun, D Zhou, L Xu, Q Fan, D Liu Angewandte Chemie International Edition 48 (41), 7660-7663, 2009 | 564 | 2009 |
Risk, uncertainty, and asset prices G Bekaert, E Engstrom, Y Xing Journal of Financial Economics 91 (1), 59-82, 2009 | 490 | 2009 |
Uncovered interest rate parity and the term structure G Bekaert, M Wei, Y Xing Journal of International Money and Finance 26 (6), 1038-1069, 2007 | 289 | 2007 |
Death and jackpot: Why do individual investors hold overpriced stocks? J Conrad, N Kapadia, Y Xing Journal of Financial Economics 113 (3), 455-475, 2014 | 226 | 2014 |
Value versus growth: Time‐varying expected stock returns H Gulen, Y Xing, L Zhang Financial management 40 (2), 381-407, 2011 | 222 | 2011 |
Taxes on tax‐exempt bonds A Ang, V Bhansali, Y Xing The Journal of Finance 65 (2), 565-601, 2010 | 189 | 2010 |
The relative informational efficiency of stocks and bonds: An intraday analysis C Downing, S Underwood, Y Xing Journal of Financial and Quantitative Analysis 44 (5), 1081-1102, 2009 | 171 | 2009 |
Sector investment growth rates and the cross section of equity returns Q Li, M Vassalou, Y Xing The Journal of Business 79 (3), 1637-1665, 2006 | 150 | 2006 |
The information content of the sentiment index SE Sibley, Y Wang, Y Xing, X Zhang Journal of Banking & Finance 62, 164-179, 2016 | 139 | 2016 |
Is liquidity risk priced in the corporate bond market C Downing, S Underwood, Y Xing Working Paper, Rice University, 2005 | 81 | 2005 |
Advance refundings of municipal bonds A Ang, RC Green, FA Longstaff, Y Xing The Journal of Finance 72 (4), 1645-1682, 2017 | 68 | 2017 |
Equity returns following changes in default risk: New insights into the informational content of credit ratings M Vassalou, Y Xing Available at SSRN 413905, 2003 | 65 | 2003 |
Downside correlation and expected stock returns A Ang, J Chen, Y Xing EFA 2002 Berlin Meetings Presented Paper, 01-25, 2002 | 62 | 2002 |
The muni bond spread: Credit, liquidity, and tax A Ang, V Bhansali, Y Xing Columbia Business School Research Paper, 2014 | 51 | 2014 |