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Leverage and Asymmetric Volatility : The Firm Level Evidence
Ericsson, Jan; Huang, Xiao; Mazzotta, Stefano - 2022
This paper studies the characteristics of firm level equity volatility. There is a lack of consensus in the finance literature as to the relative statistical and economic significance of the leverage and feedback effects on equity volatility. We provide a dynamic framework to investigate...
Persistent link: https://www.econbiz.de/10014244724
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Lassoed boosting and linear prediction in the equities market
Huang, Xiao - In: Econometric reviews 43 (2024) 9, pp. 733-751
Persistent link: https://www.econbiz.de/10015050638
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Quasi-maximum likelihood estimation of discretely observed diffusions
Huang, Xiao - In: The econometrics journal 14 (2011) 2, pp. 241-256
Persistent link: https://www.econbiz.de/10009381873
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Nonparametric estimation in large panels with cross-sectional dependence
Huang, Xiao - In: Econometric reviews 32 (2013) 5/6, pp. 754-777
Persistent link: https://www.econbiz.de/10009758623
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Panel vector autoregression under cross-sectional dependence
Huang, Xiao - In: The econometrics journal 11 (2008) 2, pp. 219-243
Persistent link: https://www.econbiz.de/10003750763
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Financing disruptive suppliers : payment advance, timeline, and discount rate
Huang, Xiao - In: Production and operations management : the flagship … 31 (2022) 3, pp. 1115-1134
Persistent link: https://www.econbiz.de/10013164055
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Quasi-maximum likelihood estimation of multivariate diffusions
Huang, Xiao - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 179-197
Persistent link: https://www.econbiz.de/10009739597
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Finite sample properties of FGLS estimator for random-effects model under non-normality
Ullah, Aman; Huang, Xiao - In: Panel data econometrics : theoretical contributions and …, (pp. 67-89). 2006
Persistent link: https://www.econbiz.de/10003331427
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Transshipment of inventories : dual allocations vs. transshipment prices
Huang, Xiao; Soši´c, Greys - In: Manufacturing & service operations management : M & SOM 12 (2010) 2, pp. 299-318
Persistent link: https://www.econbiz.de/10003979469
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Analysis of industry equilibria in models with sustaining and disruptive technology
Huang, Xiao; Sošić, Greys - In: European journal of operational research : EJOR 207 (2010) 1, pp. 238-248
Persistent link: https://www.econbiz.de/10003997214