Xiaoyan Zhang

403 West State Street
Krannert School of Management
Purdue University
West Lafayette, IN 47906

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
Institutional Affiliation: Purdue University

NBER Working Papers and Publications

June 2010Aggregate Idiosyncratic Volatility
with Geert Bekaert, Robert J. Hodrick: w16058

Published: Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012. "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(06), pages 1155-1185, December. citation courtesy of

January 2008High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
with Andrew Ang, Robert J. Hodrick, Yuhang Xing: w13739

Published: Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan, 2009. "High idiosyncratic volatility and low returns: International and further U.S. evidence," Journal of Financial Economics, Elsevier, vol. 91(1), pages 1-23, January. citation courtesy of

December 2005International Stock Return Comovements
with Geert Bekaert, Robert J. Hodrick: w11906

Published: Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December. citation courtesy of

October 2004The Cross-Section of Volatility and Expected Returns
with Andrew Ang, Robert J. Hodrick, Yuhang Xing: w10852

Published: Ang, Andrew, Robert J. Hodrick, Yuhang Xing and Xiaoyan Zhang. "The Cross-Section Of Volatility and Expected Returns," Journal of Finance, 2006, v61(1,Feb), 259-299. citation courtesy of

November 2002Pricing the Global Industry Portfolios
with Stefano Cavaglia, Robert J. Hodrick, Moroz Vadim: w9344
April 2000Evaluating the Specification Errors of Asset Pricing Models
with Robert J. Hodrick: w7661

Published: Hodrick, Robert J. and Xiaoyan Zhang. "Evaluating The Specification Errors Of Aset Pricing Models," Journal of Financial Economics, 2001, v62(2,Nov), 327-376. citation courtesy of

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