xiaoyan zhang : Citation Profile

Tsinghua University

17

H index

18

i10 index

3961

Citations

RESEARCH PRODUCTION:

21

Articles

14

Papers

RESEARCH ACTIVITY:

   26 years (1997 - 2023). See details.
   Cites by year: 152
   Journals where xiaoyan zhang has often published
   Relations with other researchers
   Recent citing documents: 550.    Total self citations: 12 (0.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzh588
   Updated: 2026-09-05    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with xiaoyan zhang.

Is cited by:

Blau, Benjamin (32)

Demirer, Riza (23)

Bekaert, Geert (20)

GUPTA, RANGAN (17)

Smajlbegovic, Esad (16)

Prokopczuk, Marcel (15)

Nartea, Gilbert (15)

Wu, Ji (14)

Bartram, Söhnke (14)

Guidolin, Massimo (12)

Pedersen, Lasse (12)

Cites to:

Jagannathan, Ravi (31)

Campbell, John (26)

Hansen, Lars (22)

Fama, Eugene (21)

French, Kenneth (21)

Harvey, Campbell (18)

Hodrick, Robert (16)

Wang, Zhenyu (15)

Dybvig, Phillip (9)

Ferson, Wayne (9)

Dybvig, Philip (9)

Main data

Where xiaoyan zhang has published?

Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis5
Journal of Finance4
Journal of Financial Economics4
The Review of Financial Studies2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
CEPR Discussion Papers / Centre for Economic Policy Research2

Recent works citing xiaoyan zhang (2026 and 2025)

YearTitle of citing document
2024Information Acquisition and Individual Investors’ Trading Behavior. (2024). Li, Yaling ; Luo, Ronghua ; Shen, Kailing. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-698.

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2024Information Acquisition and Individual Investors€™ Trading Behavior. (2024). Li, Yaling ; Luo, Ronghua ; Shen, Kailing. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2024-698.

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2026Empirical tests of Endogeneity in international stock markets. (2026). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:8:y:2026:i:1:p:129-133.

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2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2024). Zhang, Huacheng ; Lamoureux, Christopher G. In: Papers. RePEc:arx:papers:2104.12975.

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2026Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2024Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions. (2024). Ardia, David ; Cenesizoglu, Tolga ; Aymard, Cl'Ement. In: Papers. RePEc:arx:papers:2403.17095.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578.

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2024Longitudinal market structure detection using a dynamic modularity-spectral algorithm. (2024). Schroder, Thomas ; Wirth, Philipp ; Medda, Francesca. In: Papers. RePEc:arx:papers:2407.04500.

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2024Bounded Rationality in Central Bank Communication. (2024). Lee, Choong Lyol ; Kim, Wonseong. In: Papers. RePEc:arx:papers:2411.04286.

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2026Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints. (2024). Yu, Xiang ; Yan, Kaixin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2411.13579.

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2025The Risk-Neutral Equivalent Pricing of Model-Uncertainty. (2025). Wren, Ken Kangda. In: Papers. RePEc:arx:papers:2502.13744.

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2025Longitudinal review of portfolios with minimum variance approach before during and after the pandemic. (2025). Restrepo, Luis H ; Ossa, Genjis A. In: Papers. RePEc:arx:papers:2507.15111.

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2026A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2025Beta-Dependent Gamma Feedback and Endogenous Volatility Amplification in Option Markets. (2025). Dai, Haoying. In: Papers. RePEc:arx:papers:2511.22766.

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2026Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO. (2026). Ulrich, Maxim ; Indu, J ; Walter, Alexander. In: Papers. RePEc:arx:papers:2601.06499.

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2026Does the Market Anticipate? Can it? Should it?. (2026). Wren, Kangda Ken. In: Papers. RePEc:arx:papers:2603.02187.

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2026Macro-aware time series forecasting via hierarchical mixed-frequency attention models. (2026). Cucuringu, Mihai ; Zohren, Stefan ; Wood, Kieran ; Oliveira, Daniel Cunha. In: Papers. RePEc:arx:papers:2606.00624.

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2026Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers. (2026). Segalla, Esther ; Saggese, Pietro ; Makridis, Christos ; Haslhofer, Bernhard ; Raunig, Burkhard ; Sigmund, Michael. In: Papers. RePEc:arx:papers:2607.08524.

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2026The Quarter-Hour Effect: Periodic Algorithmic Trading and Return Predictability in Cryptocurrency Futures. (2026). Hansen, Peter Reinhard ; Kim, Chan. In: Papers. RePEc:arx:papers:2607.09426.

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2024A Strategic Positioning of Chilean Alternative Securities Investment Using Factor Analysis. (2024). Ocaranza, Alberto S. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:15:p:33-46.

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2024PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964.

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2025ETFs as a disciplinary device. (2025). Yegen, Eyub ; Todorov, Karamfil ; Chau, Yuet. In: BIS Working Papers. RePEc:bis:biswps:1261.

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2026The Signalling Effect of Corporate Social Responsibility Reporting: Evidence From Short Selling. (2026). Alam, Nurul ; Chen, Xiaomeng Charlene ; Liang, Xiao. In: Abacus. RePEc:bla:abacus:v:62:y:2026:i:1:p:273-309.

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2024Stock market liquidity during crisis periods: Australian evidence. (2024). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:2:p:1849-1878.

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2025Broker and institutional investor short selling. (2025). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Zhu, Jennifer ; Marshall, Ben R. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:621-645.

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2025Information, sentiment, and margin trading of Chinese stock market. (2025). Lin, Hai ; Liu, Pengfei ; Zhang, Cheng. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:81-108.

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2025Dissecting the lottery‐like anomaly: Evidence from China. (2025). Xiong, Zhitao ; Hu, YI ; Gu, Ming. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:883-911.

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2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

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2024Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Evans, Richard ; Lipson, Marc ; Gilbazo, Javier. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29.

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2024Does hedge fund managers’ industry experience matter for hedge fund activism?. (2024). Chen, Yuzi ; Kang, Junkoo ; Kim, Jinmo ; Brick, Ivan E. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:59-97.

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2025Predicting the equity premium with a high‐threshold risk level and the price of risk. (2025). Bansal, Naresh ; Stivers, Chris. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:1:p:123-145.

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2025Disagreement and returns: The case of cryptocurrencies. (2025). Hsiao, Lawrence ; Garfinkel, Jon A ; Hu, Danqi. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:3:p:633-672.

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2025The Value of Investor Sophistication. (2025). Lin, Nanying ; Lu, Lei ; Jacoby, Gady ; Fu, Chengbo. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:4:p:761-790.

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2024Where does ex‐dividend trading occur: An examination of trading venues around dividends. (2024). van Ness, Robert ; Fuller, Kathleen P ; Cox, Justin. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:31-55.

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2024Short selling and readability in financial disclosures: A controlled experiment. (2024). Xu, Weike ; Sun, Minxing. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:265-292.

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2024Corporate insiders’ exploitation of investors’ anchoring bias at the 52‐week high and low. (2024). Lasfer, Meziane ; Ye, Xiaoke. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:391-432.

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2024Sentiment and the cross‐section of expected stock returns. (2024). Lin, Nanying ; Lu, Lei ; Jacoby, Gady ; Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:459-485.

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2025Textual uncertainty in financial disclosures and information asymmetry among investors. (2025). Irtisam, Rasheek ; Jain, Pankaj K ; Black, Jeffrey R. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:3:p:799-829.

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2026Idiosyncratic Political Risk and Bad News Hoarding. (2026). Loukopoulos, Panagiotis ; Colak, Gonul. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:2:p:659-685.

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2026Investor Sentiment and the Asymmetric Performance of 52‐Week High and Low Strategies. (2026). Hur, Jungshik ; Bhootra, Ajay. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:3:p:1063-1086.

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2024Do retail investors gamble more during lockdown?. (2024). Zhao, Bin ; Pavabutr, Pantisa. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:572-603.

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2025Health Risk and Stock Return: Evidence From SARS and COVID‐19. (2025). Zhang, Huiping ; Ma, Changfeng ; Shen, Jianfeng. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:4:n:e70049.

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2024Disentangling stock return synchronicity from the auditors perspective. (2024). Micale, Joseph A ; Hasan, Iftekhar ; Wu, Qiang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:5-6:p:1467-1507.

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2025Generalist CEOs and stock price crash risk. (2025). Girardone, Claudia ; Li, Yiwei ; Zeng, Yeqin ; Fang, Xiaohua. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:1:p:182-221.

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2025Verifiable content in social media stock‐analysis articles: The long and short of it. (2025). Zhao, Wuyang ; Gao, Tian ; Chen, Shuping. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:2:p:991-1024.

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2025Cartelization and Expected Crash Risk: Evidence From Global Leniency Laws. (2025). Kim, Jeongbon ; Wang, Dongyue ; Yu, Yangxin ; Yi, Louise. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:3:p:1463-1482.

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2025Short‐Selling Threats and Corporate Tax Avoidance: Evidence From Regulation SHO. (2025). Omer, Thomas ; Maharjan, Johan ; Zhao, Yijiang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:3:p:1483-1510.

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2025Firm Disclosures, Uncertain Profits, and (Indirectly) Priced Idiosyncratic Volatility. (2025). Sinagl, Petra ; Parajuli, Bharat Raj ; Pan, Xuhui. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:5:p:2415-2437.

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2024Informed Trading Intensity. (2024). Muravyev, Dmitriy ; Fos, Vyacheslav ; Bogousslavsky, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:903-948.

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2024A (Sub)penny for Your Thoughts: Tracking Retail Investor Activity in TAQ. (2024). Jorion, Philippe ; Barber, Brad ; Schwarz, Christopher ; Odean, Terrance ; Huang, Xing. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2403-2427.

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2024Capital gain overhang and risk–return trade‐off: An international study. (2024). Zheng, Dazhi ; Li, Huimin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:211-242.

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2024Global Financial Risk, Equity Returns and Economic Activity in Emerging Countries. (2024). Yang, Guanyi ; Horvath, Jaroslav. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:672-689.

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2024Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405.

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2026Tails of Cross-Sectional Return Distributions at High Frequencies. (2025). Todorov, Viktor ; Ding, YI ; Andersen, Torben G. In: Working Papers. RePEc:boa:wpaper:202530.

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2026Long Memory and Asymmetric Uncertainty Effects on Stock Returns and Volatility: A Fractional Integration Approach. (2026). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Crdenas, Jesus Pantoja. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12806.

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2026Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers. (2026). Sigmund, Michael ; Saggese, Pietro ; Makridis, Christos A ; Haslhofer, Bernhard ; Segalla, Esther ; Raunig, Burkhard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12823.

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2025Cost mitigation of factor investing in emerging equity markets. (2025). Stankov, Kay ; Schiereck, Dirk ; Flgel, Volker. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:156140.

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2025Firms’ risk and monetary transmission: revisiting the excess bond premium. (2025). Palacios, Mar Domenech. In: Working Paper Series. RePEc:ecb:ecbwps:20253118.

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2025Crude oil price shocks and idiosyncratic risk: Implications for business groups. (2025). Lee, Chi-Chuan ; Tiwari, Aviral Kumar ; Tripathi, Nitya Nand. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001319.

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2024Stock market reactions under the shadow of the COVID-19 pandemic: Evidence from China. (2024). Zhou, Yujun ; Long, Huaigang ; Zaremba, Adam. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000388.

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2024Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market. (2024). Hu, Zhijun ; Sun, Ping-Wen. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000492.

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2024Institutional/retail investor active attention and behavior: Firm coverage on Mad Money. (2024). Kryzanowski, Lawrence ; Rouhghalandari, Ali. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000522.

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2025Kick the cat? Retail investors displaced aggression: Evidence from amazon product ratings. (2025). Wei, Siqi ; Zhao, Yanhui. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000395.

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2025Why does good news increase stock price crash risk: An explanation based on the gambling channel. (2025). Yang, Liu ; Lee, Eunmi Tatum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s221463502500070x.

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2024CEO equity incentive duration and expected crash risk. (2024). Yu, Yangxin ; Yi, Louise ; Gu, Zhenjiang. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838923001221.

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2025Reprint of: Key audit matters disclosures and informed traders. (2025). Homayoun, Saeid ; Rezaee, Zabihollah. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000046.

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2025Labor protection and stock price crash risk: Evidence from international equity markets. (2025). Dai, Lili ; Chen, Wei ; Zhang, Wenjun ; Fang, Xiaohua. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838923001312.

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2026Idiosyncratic volatility and return: A finite mixture approach. (2026). Cheng, Zhuo ; Zhang, Yinglei ; Fang, Jing. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s0890838923001154.

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2024Informed options trading before FDA drug advisory meetings. (2024). Wu, Zekun ; Borochin, Paul ; Golec, Joseph. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300144x.

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2024Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748.

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2024The influence of media slant on short sellers. (2024). Knill, April ; McConnell, John J ; McKenzie, Glades ; Liu, Baixiao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119924000038.

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2024Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427.

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2024Do options trading activities affect underlying firms asymmetric cost behavior?. (2024). Jalali, Zahra ; Zadeh, Mohammad Hendijani. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924001196.

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2025Dispersed ownership and asset pricing: An unpriced premium associated with free float. (2025). Goergen, Marc ; Hearn, Bruce ; Filatotchev, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000318.

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2025Does government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market. (2025). Srivastava, Pranjal ; Saurav, Sumit ; Mishra, Abinash. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001002.

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2025Birth order and fund manager’s trading behavior: Role of sibling rivalry. (2025). Orlov, Vitaly ; Agarwal, Vikas ; Cochardt, Alexander. In: Journal of Corporate Finance. RePEc:eee:corfin:v:95:y:2025:i:c:s0929119925001208.

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2026Competition and the value of innovation. (2026). Hu, Muhan ; Ma, Linxiang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001774.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2024A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105.

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2024Dynamic mean-variance portfolio selection under factor models. (2024). Shi, Yun ; Cui, Xiangyu ; Kong, Lingjie ; Yang, Lanzhi ; Li, Duan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001155.

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2025The nexus of overnight trend and asset prices in China. (2025). Li, Youwei ; Guo, Jiaqi ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001891.

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2024What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Sun, Kaisi ; Wang, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2025Localized risk factors: Performance differentials between state-level and US factor models. (2025). Sckade, Florian ; Dierkes, Maik ; Budras, Oliver. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000628.

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2026Disciplining the factor zoo: Identifying pricing factors in the Chinese stock market. (2026). Zhao, Xuankai ; Wang, Solomon ; Meng, Qingbin ; Qi, JI. In: Economic Modelling. RePEc:eee:ecmode:v:155:y:2026:i:c:s0264999325003657.

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2026The collateral damage of U.S. sanctions: Evidence from Chinese peer firms during the trade war. (2026). Sun, Yani ; Wu, Xihao ; Zhang, DI. In: Economic Modelling. RePEc:eee:ecmode:v:157:y:2026:i:c:s0264999326000416.

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2024Does pension fund ownership reduce market manipulation? Evidence from China. (2024). Zhu, Xingting ; Ma, Xiang ; Ur, Faheem ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001249.

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2024Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Wan, Xiaoyuan ; Zhang, Jiachen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001274.

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2024Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Wu, Zhengyu ; Li, Xiaowei ; Zhang, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638.

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2024The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Gider, Zeynullah ; Hassan, Kabir M ; Bataineh, Hassan ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081.

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2024Do fund managers’ performance rely on gender and team size? Evidence from India. (2024). Majumdar, Sudipta ; Mishra, Ajay Kumar ; Chandra, Abhijeet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000184.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542.

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2024Size and ESG premiums: Evidence from Chinese A-share market. (2024). Wu, Yanran ; Zhou, Riwang ; Zhang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001712.

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2025Common risk factors in REIT Returns: New insights. (2025). Con, Alain ; Guardiola, Philippe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000877.

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2025Enhanced index tracking: A relative downside risk approach. (2025). Huang, Zeyu ; Liu, Yangyi ; Luo, Ronghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s106294082500141x.

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2026Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models. (2026). Brik, Hatem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002062.

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More than 100 citations found, this list is not complete...

Works by xiaoyan zhang:

YearTitleTypeCited
2006The Cross‐Section of Volatility and Expected Returns In: Journal of Finance.
[Full Text][Citation analysis]		article1520
2004The Cross-Section of Volatility and Expected Returns.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1520		paper
2008Which Shorts Are Informed? In: Journal of Finance.
[Full Text][Citation analysis]		article376
2009International Stock Return Comovements In: Journal of Finance.
[Full Text][Citation analysis]		article401
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 401		paper
2008International stock return comovements.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 401		paper
2005International Stock Return Comovements.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 401		paper
2005International Stock Return Comovements.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 401		paper
2021Tracking Retail Investor Activity In: Journal of Finance.
[Full Text][Citation analysis]		article127
2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper103
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		article
2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2010What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article307
2011Investing in Talents: Manager Characteristics and Hedge Fund Performances In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article71
2016Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article5
2018Anticipating Uncertainty: Straddles around Earnings Announcements In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article10
2023Finding Anomalies in China In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2012Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2021Government Affiliation and Peer-To-Peer Lending Platforms in China In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2016The information content of the sentiment index In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article51
2020Potential pilot problems: Treatment spillovers in financial regulatory experiments In: Journal of Financial Economics.
[Full Text][Citation analysis]		article20
2001Evaluating the specification errors of asset pricing models In: Journal of Financial Economics.
[Full Text][Citation analysis]		article96
2000Evaluating the Specification Errors of Asset Pricing Models.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		paper
2009High idiosyncratic volatility and low returns: International and further U.S. evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article553
2008High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 553		paper
2010Evaluating asset pricing models using the second Hansen-Jagannathan distance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article18
2006Specification tests of international asset pricing models In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article37
2006Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims In: Staff Reports.
[Full Text][Citation analysis]		paper3
1997Mutual Funds and Stock and Bond Market Stability In: Columbia - Graduate School of Business.
[Citation analysis]		paper0
2021Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation In: Management Science.
[Full Text][Citation analysis]		article4
2026AI, Opinion Ecosystems, and Finance In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2002Pricing the Global Industry Portfolios In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2020What Do Short Sellers Know?* In: Review of Finance.
[Full Text][Citation analysis]		article31
2013Shackling Short Sellers: The 2008 Shorting Ban In: The Review of Financial Studies.
[Full Text][Citation analysis]		article176
2022Can Shorts Predict Returns? A Global Perspective In: The Review of Financial Studies.
[Full Text][Citation analysis]		article17

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