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Illiquidity and closed-end country fund discounts

Jain, Ravinder K. (contributor); Xia, Yihong (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003732606

Illiquidity and the closed-end fund discounts

Jain, Ravi (contributor); Xia, Yihong (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003229534

Learning about predictability : the effects of parameter uncertainty on dynamic asset allocation

Xia, Yihong - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 205-246

Persistent link: https://www.econbiz.de/10001575065

Persistence, predictability, and portfolio planning

Brennan, Michael J. (contributor); Xia, Yihong (contributor) - 2005

We use a model of stock price behavior in which the expected rate of return on stocks follows an Ornstein-Uhlenbeck process to show that levels of return predictability that cause large variation in valuation ratios and offer significant benefits to dynamic portfolio strategies are hard to...

Persistent link: https://www.econbiz.de/10003726385

An international examination of affine term structure models and the expectations hypothesis

Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005

Persistent link: https://www.econbiz.de/10003726386

Extracting inflation from stock returns to test purchasing power parity

Chowdhry, Bhagwan (contributor); Roll, Richard (contributor) - 2003 - Rev.: June 2003

Persistent link: https://www.econbiz.de/10003732465

Extracting inflation from stock returns to test purchasing power parity

Chowdhry, Bhagwan (contributor); Roll, Richard (contributor) - 2004 - Rev.: June 1, 2004

Persistent link: https://www.econbiz.de/10003732597

An international examination of affine term structure models and the expectations hypothesis

Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005

Persistent link: https://www.econbiz.de/10003732629

tay's as good as cay

Brennan, Michael J.; Xia, Yihong - In: Finance research letters 2 (2005) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10002685412

tay's as good as cay: reply

Lettau, Martin; Ludvigson, Sydney C. - In: Finance research letters 2 (2005) 1, pp. 15-22

Persistent link: https://www.econbiz.de/10002685533

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