NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Xiaoyan Zhang

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Working Papers

June 2010Aggregate Idiosyncratic Volatility
with Geert Bekaert, Robert J. Hodrick: w16058
January 2008High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
with Andrew Ang, Robert J. Hodrick, Yuhang Xing: w13739
December 2005International Stock Return Comovements
with Geert Bekaert, Robert J. Hodrick: w11906
October 2004The Cross-Section of Volatility and Expected Returns
with Andrew Ang, Robert J. Hodrick, Yuhang Xing: w10852
November 2002Pricing the Global Industry Portfolios
with Stefano Cavaglia, Robert J. Hodrick, Moroz Vadim: w9344
April 2000Evaluating the Specification Errors of Asset Pricing Models
with Robert J. Hodrick: w7661

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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