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Xing, Yuhang

Associate Professor
Rice University

yhxing@saif.sjtu.edu.cn

Educational Background

Ph.D. with distinction, in Finance, Columbia University

Experience

Professor Xing became a faculty member at Jesse H. Jones Graduate School of Business at Rice University after earning her Ph.D. in Finance, with distinction, from the Graduate School of Business, Columbia University, in 2003.

Honors / Achievements

Excellence in Research in Jones School of Management 2007
Lehman Brothers Fellowship for Research Excellence in Finance for 2002
Q-Group Grant 2001

Short BIO

Professor Xing’s research covers a wide range of topics in empirical asset pricing. Her teaching areas include Capital Markets & Investments, Corporate Finance, and Investments. Her papers have been published in Journal of Finance, Journal of Financial Economics, Review of Financial Studies and so on. She received the Excellence in Research in Jones School of Management in 2007.

Publication

  • “Value versus Growth: Time-varying Expected Stock Returns” 2011, (with Huseyin Gulen and Lu Zhang), Financial Management , 40 (2), 381-407.

    “Build America Bonds” (with Andrew Ang and Vineer Bhansali) 2010 Journal of Fixed Income, 20, 1, 67-73.

    “Taxes on Tax-exempt Bonds” (with Andrew Ang and Vineer Bhansali) 2010, Journal of Finance, 65, 2, 565-601.

    “What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?” (with Xiaoyan Zhang and Rui Zhao) 2010, Journal of Financial and Quantitative Analysis, vol. 45, issue 03, pages 641-662.

    “An Intraday Analysis of the Relative Informational Efficiency of Stocks and Bonds,” (with Chris Downing and Shane Underwood), 2009, Journal of Financial and Quantitative Analysis, 44, 1081-1102.

    “Risk, Uncertainty, and Asset Prices,” (with Geert Bekaert and Eric Engstrom), 2009, Journal of Financial Economics, 91, 59-82.

    “High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence,” (with Andrew Ang, Robert Hodrick and Xiaoyan Zhang) 2009, Journal of Financial Economics, 91, 1, 1-23.

    “Interpreting the Value Effect Through the Q-theory: An Empirical Investigation” (previously circulated under the title of “Firm Investments and Expected Equity Returns”) 2008, Review of Financial Studies, 21, 4, 1767-1795.

    “Default Risk and Equity Returns,” (with Maria Vassalou),2004, Journal of Finance, LIX(2): 831-868.

    “The Cross-Section of Volatility and Expected Returns,” (with Andrew Ang, Robert Hodrick and Xiaoyan Zhang), 2006, Journal of Finance, 51, 1, 259-299.

    “Sector Investment Growth Rates and The Cross –Section of Equity Returns,” (with Qing Li and Maria Vassalou), 2006, Journal of Business, 79, 3, 1637-1665.

    “Downside Risk,” (with Andrew Ang and Joe Chen), 2006, Review of Financial Studies, 19, 1191-1239.

    “Uncovered Interest Rate Parity and Term Structure,” (with Geert Bekaert and Min Wei) 2007, Journal of International Money and Finance, 26-1038-1069.