Yuhang Xing

Rice University
Jones School of Management, MS 531
Rice University
6100 Main Street
Houston, TX 77004
Tel: 7133484167

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
Institutional Affiliation: Columbia University

NBER Working Papers and Publications

September 2013Advance Refundings of Municipal Bonds
with Andrew Ang, Richard C. Green: w19459

Published: ANDREW ANG & RICHARD C. GREEN & FRANCIS A. LONGSTAFF & YUHANG XING, 2017. "Advance Refundings of Municipal Bonds," The Journal of Finance, vol 72(4), pages 1645-1682. citation courtesy of

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


  • 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.

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