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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
Empirical support for the hypothesis that closed-end fund discounts are related to overhanging tax liabilities has been mixed. We introduce a new approach to testing this hypothesis by examining changes in discount levels following distributions of dividends and capital gains. Since...
Persistent link: https://www.econbiz.de/10009023861
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The structure of stock market volatility
Malkiel, Burton G.; Xu, Yexiao - 1995
Persistent link: https://www.econbiz.de/10000925816
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A model for the pricing of closed-end funds
Xu, Yexiao - 1995
Persistent link: https://www.econbiz.de/10000925817
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Effort and the cycle: cyclical implications of efficiency wages
Uhlig, Harald; Xu, Yexiao - 1996
Persistent link: https://www.econbiz.de/10000935348
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Effort and the cycle : a short summary
Uhlig, Harald - In: Selected papers of the Symposium on Operations Research …, (pp. 235-240). 1996
Persistent link: https://www.econbiz.de/10001318171
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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
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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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Idiosyncratic risk and the creative destruction in Japan
Hamao, Yasushi; Mei, Jianping; Xu, Yexiao - 2003
Persistent link: https://www.econbiz.de/10001756680
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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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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. 901-924
Persistent link: https://www.econbiz.de/10007740008