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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
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Illiquidity and the closed-end fund discounts
Jain, Ravi (contributor); Xia, Yihong (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003229534
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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
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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
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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
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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
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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
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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
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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
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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