Yuhang Xing
Rice University
1 paper in the Anchorcite directory, published in 2006, cited 4,866 times in total.
ORCID profileResearch topics
- Financial Markets and Investment Strategies · 1 paper
- Financial Risk and Volatility Modeling · 1 paper
- Market Dynamics and Volatility · 1 paper
Frequent co-authors
- Andrew Ang · 1 paper
- Robert J. Hodrick · 1 paper
- Xiaoyan Zhang · 1 paper
Papers
- The Cross‐Section of Volatility and Expected ReturnsThe Journal of Finance · 2006 · 4,866 citations
ABSTRACT We examine the pricing of aggregate volatility risk in the cross‐section of stock returns. Consistent with theory, we find that stocks with high sensitivities to innovations in aggregate volatility have low average returns. Stocks with high idiosyncratic volatility relative…
Metadata from OpenAlex (CC0).