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Small levels of predictabilty and large economic gains

Xu, Yexiao - In: Journal of empirical finance 11 (2004) 2, pp. 247-275

Persistent link: https://www.econbiz.de/10001981333

Biases in using Jensen's alpha

Xu, Yexiao - In: Advances in investment analysis and portfolio … 8 (2001), pp. 161-181

Persistent link: https://www.econbiz.de/10001640881

Sell-side analyst research and stock comovement

Muslu, Volkan; Rebello, Michael J.; Xu, Yexiao - In: Journal of accounting research 52 (2014) 4, pp. 911-954

Persistent link: https://www.econbiz.de/10010405110

Investigating the behavior of idiosyncratic volatility

Xu, Yexiao; Malkiel, Burton G. - In: The journal of business : B 76 (2003) 4, pp. 613-644

Persistent link: https://www.econbiz.de/10001846980

Idiosyncratic Equity Risk Two Decades Later

Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; … - National Bureau of Economic Research - 2022

This paper reviews the literature on idiosyncratic equity volatility since the publication of "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk" in 2001. We respond to replication studies by Chiah, Gharghori, and Zhong and by Leippold and Svaton, and we...

Persistent link: https://www.econbiz.de/10013191011

Assessing the role of option grants to CEOs : how important is heterogeneity?

Baranchuk, Nina; Chib, Siddhartha - In: Journal of empirical finance 15 (2008) 2, pp. 145-166

Persistent link: https://www.econbiz.de/10003699117

Empirical studies of executive compensation

Baranchuk, Nina - 2004

Persistent link: https://www.econbiz.de/10003946361