Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Xu, Yexiao"'
Publikováno v:
Journal of Money, Credit and Banking, 2007 Jun 01. 39(4), 901-923.
Externí odkaz:
https://www.jstor.org/stable/4494277
Autor:
Xu, Yexiao
Publikováno v:
Financial Analysts Journal, 2004 Nov 01. 60(6), 65-77.
Externí odkaz:
https://www.jstor.org/stable/4480620
Publikováno v:
The Journal of Finance, 2001 Feb 01. 56(1), 1-43.
Externí odkaz:
https://www.jstor.org/stable/222462
Publikováno v:
Journal of Accounting Research, 2014 Sep 01. 52(4), 911-954.
Externí odkaz:
http://www.jstor.org/stable/24518228
Publikováno v:
In Journal of Financial Economics 2011 100(3):579-593
Autor:
Xu, Yexiao, Malkiel, Burton G.
Publikováno v:
The Journal of Business, 2003 Oct . 76(4), 613-645.
Externí odkaz:
https://www.jstor.org/stable/10.1086/377033
The dramatic rise and fall of the Japanese equity market provides us with a unique opportunity to examine market- and firm-specific risks over different market conditions. Contrary to the U.S. experience, we document a surprising fall in firm-level v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0da0ed26aada06e68d3d32c430d2e92a
This paper uses a disaggregated approach to study the volatility of common stocks at the market, industry, and firm levels. Over the period from 1962 to 1997 there has been a noticeable increase in firm-level volatility relative to market volatility.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::d95c43ecbf604459747110d1f674ed4f
http://dash.harvard.edu/bitstream/handle/1/3128707/campbellssrn_volatile.pdf
http://dash.harvard.edu/bitstream/handle/1/3128707/campbellssrn_volatile.pdf
Autor:
McDonald, James B.1, Xu, Yexiao J.2
Publikováno v:
Journal of Econometrics. March/April95, Vol. 66 Issue 1/2, p133-152. 20p.