NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Xiaoyan Zhang

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

June 2010Aggregate Idiosyncratic Volatility
with Geert Bekaert, Robert J. Hodrick: w16058

Published: Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012. "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(06), pages 1155-1185, December. citation courtesy of

January 2008High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
with Andrew Ang, Robert J. Hodrick, Yuhang Xing: w13739

Published: Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan, 2009. "High idiosyncratic volatility and low returns: International and further U.S. evidence," Journal of Financial Economics, Elsevier, vol. 91(1), pages 1-23, January. citation courtesy of

December 2005International Stock Return Comovements
with Geert Bekaert, Robert J. Hodrick: w11906

Published: Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December. citation courtesy of

October 2004The Cross-Section of Volatility and Expected Returns
with Andrew Ang, Robert J. Hodrick, Yuhang Xing: w10852

Published: Ang, Andrew, Robert J. Hodrick, Yuhang Xing and Xiaoyan Zhang. "The Cross-Section Of Volatility and Expected Returns," Journal of Finance, 2006, v61(1,Feb), 259-299. citation courtesy of

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

Published: Hodrick, Robert J. and Xiaoyan Zhang. "Evaluating The Specification Errors Of Aset Pricing Models," Journal of Financial Economics, 2001, v62(2,Nov), 327-376. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us