NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Yuhang Xing

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

Working Papers

September 2013Advance Refundings of Municipal Bonds
with Andrew Ang, Richard C. Green: w19459
May 2010Build America Bonds
with Andrew Ang, Vineer Bhansali: w16008

Published: “Build America Bonds,” with Vi neer Bhansali and Yuhang Xing, 2010, Journal of Fixed Income , 20, 1, 67-73.

Value versus Growth: Time-Varying Expected Stock Returns
with Huseyin Gulen, Lu Zhang: w15993

Published: Huseyin Gulen & Yuhang Xing & Lu Zhang, 2011. "Value versus Growth: Time‐Varying Expected Stock Returns," Financial Management, Financial Management Association International, vol. 40(2), pages 381-407, 06. citation courtesy of

November 2008Taxes on Tax-Exempt Bonds
with Andrew Ang, Vineer Bhansali: w14496

Published: Andrew Ang & Vineer Bhansali & Yuhang Xing, 2010. "Taxes on Tax-Exempt Bonds," Journal of Finance, American Finance Association, vol. 65(2), pages 565-601, 04. citation courtesy of

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

May 2006Risk, Uncertainty and Asset Prices
with Geert Bekaert, Eric Engstrom: w12248

Published: Bekaert, Geert & Engstrom, Eric & Xing, Yuhang, 2009. "Risk, uncertainty, and asset prices," Journal of Financial Economics, Elsevier, vol. 91(1), pages 59-82, January. citation courtesy of

December 2005Downside Risk
with Andrew Ang, Joseph Chen: w11824

Published:

  • Ang, Andrew, Joseph Chen and Yuhang Xing. "Downside Risk," Review of Financial Studies, 2006, v19(4,Winter), 1191-1239. citation courtesy of
  • Andrew Ang & Joseph Chen & Yuhang Xing, 2005. "Downside risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.). citation courtesy of

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

February 2002Uncovered Interest Rate Parity and the Term Structure
with Geert Bekaert, Min Wei: w8795

Published: Bekaert, Geert & Wei, Min & Xing, Yuhang, 2007. "Uncovered interest rate parity and the term structure," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 1038-1069, October. citation courtesy of

December 2001Downside Risk and the Momentum Effect
with Andrew Ang, Joseph Chen: w8643

Published: Ang, Andrew, Joe Chen and Yuhang Xing. “Downside Risk." Review of Financial Studies 19 (2006): 1191-1239.

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

 
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