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The Role of Firm Factors in Demand, Cost, and Export Market Selection for Chinese Footwear Producers 智库出版物
2012
作者:  Mark J. Roberts;  Daniel Yi Xu;  Xiaoyan Fan;  Shengxing Zhang
Adobe PDF(312Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2022/10/08
DP8149 Aggregate Idiosyncratic Volatility 智库出版物
2010
作者:  Robert J Hodrick;  Geert Bekaert;  Xiaoyan Zhang
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Contagion  Diversification  Growth opportunities  Idiosyncratic volatility  Regime switching model  Return correlation  Trend test  Variance premium  Volatility dynamics  
Aggregate Idiosyncratic Volatility 智库出版物
2010
作者:  Geert Bekaert;  Robert J. Hodrick;  Xiaoyan Zhang
Adobe PDF(462Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/08
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 智库出版物
2008
作者:  Andrew Ang;  Robert J. Hodrick;  Yuhang Xing;  Xiaoyan Zhang
Adobe PDF(212Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
DP5955 International Stock Return Comovements 智库出版物
2006
作者:  Robert J Hodrick;  Geert Bekaert;  Xiaoyan Zhang
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
International diversification  Correlation dynamics  Country debate  Factor models  Comovements  
International Stock Return Comovements 智库出版物
2005
作者:  Geert Bekaert;  Robert J. Hodrick;  Xiaoyan Zhang
Adobe PDF(522Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
The Cross-Section of Volatility and Expected Returns 智库出版物
2004
作者:  Andrew Ang;  Robert J. Hodrick;  Yuhang Xing;  Xiaoyan Zhang
Adobe PDF(294Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Pricing the Global Industry Portfolios 智库出版物
2002
作者:  Stefano Cavaglia;  Robert J. Hodrick;  Moroz Vadim;  Xiaoyan Zhang
Adobe PDF(268Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Evaluating the Specification Errors of Asset Pricing Models 智库出版物
2000
作者:  Robert J. Hodrick;  Xiaoyan Zhang
Adobe PDF(1106Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/07