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A generalized partially linear model of asymmetric volatility

Wu, Guojun; Xiao, Zhijie - In: Journal of empirical finance 9 (2002) 3, pp. 287-319

Persistent link: https://www.econbiz.de/10001705438

Risk analysis using regression quantiles : evidence from international equity markets

Guo, Hongtao; Lam, Miranda S.; Wu, Guojun; Xiao, Zhijie - In: The international journal of business and finance … 7 (2013) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10009675606

Idiosyncratic volatility, expected windfall, and the cross-section of stock returns

Wan, Chi; Xiao, Zhijie - In: Essays in honor of Peter C. B. Phillips, (pp. 713-749). 2014

Persistent link: https://www.econbiz.de/10010457082

Testing covariance stationarity

Xiao, Zhijie; Lima, Luiz Renato - In: Econometric reviews 26 (2007) 6, pp. 643-667

Persistent link: https://www.econbiz.de/10003605818

Testing covariance stationarity

Xiao, Zhijie (contributor); Lima, Luiz Renato (contributor) - 2006

Persistent link: https://www.econbiz.de/10003390504

Right tail information and asset pricing

Hua, Qiuling; Xiao, Zhijie; Zhou, Hongtao - In: Econometric reviews 40 (2021) 8, pp. 728-749

Persistent link: https://www.econbiz.de/10012624536

Quantile aggregation and combination for stock return prediction

Jiang, Chuanliang; Maasoumi, Esfandiar; Xiao, Zhijie - In: Econometric reviews 39 (2020) 7, pp. 715-743

Persistent link: https://www.econbiz.de/10012262517

Stock returns and the Miller Modigliani valuation formula : revisiting the Fama French analysis

Aharoni, Gil; Grundy, Bruce D.; Zeng, Qi - In: Journal of financial economics 110 (2013) 2, pp. 347-357

Persistent link: https://www.econbiz.de/10010208672

Testing the growth option theory : the profitability of enhanced momentum strategies in Australia

Aharoni, Gil; Ho, Tuan Q.; Zeng, Qi - In: Accounting and finance : journal of the Accounting … 52 (2012) 2, pp. 267-290

Persistent link: https://www.econbiz.de/10009690426

Ownership Structure, Incentives, and Asset Returns

Jung, Hae Won (Henny); Subramanian, Ajay; Zeng, Qi - 2022

We develop a dynamic equilibrium model to derive the endogenous relations among firms' ownership structures, managerial incentives and asset returns. Ownership concentration is positively related to managerial incentives (PPS), but is negatively related to its expected stock (dollar) return and...

Persistent link: https://www.econbiz.de/10013405614