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Idiosyncratic equity risk two decades later
Campbell, John Y.; Lettau, Martin; Malkiel, Burton G.; … - In: Critical finance review 12 (2023) 1/4, pp. 203-223
Persistent link: https://www.econbiz.de/10014370374
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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
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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
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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
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Unique symptoms of Japanese stagnation : an equity market perspective
Hamao, Yasushi; Mei, Jianping; Xu, Yexiao - In: Journal of money, credit and banking : JMCB 39 (2007) 4, pp. 901-923
Persistent link: https://www.econbiz.de/10003483257
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Dividend distributions and closed-end fund discounts
Day, Theodore E.; Li, George Z.; Xu, Yexiao - In: Journal of financial economics 100 (2011) 3, pp. 579-593
Persistent link: https://www.econbiz.de/10009242049
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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
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A generalization of the beta distribution with applications
McDonald, James B. - In: Journal of econometrics 66 (1995) 1, pp. 133-152
Persistent link: https://www.econbiz.de/10001174121
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A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
McDonald, James B. - In: Economics letters 51 (1996) 2, pp. 153-159
Persistent link: https://www.econbiz.de/10001201048
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Some forecasting applications of partially adaptive estimators of ARIMA models
McDonald, James B. - In: Economics letters 45 (1994) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001163980