Concepedia

Yexiao Xu

YX

23

Publications

6.1K

Citations

18

H-Index

1994

Active since

Affiliations

The University of Texas at Dallas(Current)

Princeton University

National Bureau of Economic Research

Brigham Young University

University of Houston

Yexiao Xu is an author at The University of Texas at Dallas specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessFinancial EconomicsEconomicsAsset PricingEmpirical FinanceManagementAccountingEconomic AnalysisStatistics

Publications per year

1994–2014

23

Publications

23

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

John Y. Campbell, Martin Lettau, Burton G. Malkiel et al. · The Journal of Finance · 2001 · 2.5K citations

Empirical Finance, Volatility Modeling, Empirical Exploration +20

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

John Y. Campbell, Martin Lettau, Burton G. Malkiel et al. · SSRN Electronic Journal · 2000 · 708 citations · Full text

Empirical Finance, Financial Economics, Asset Pricing +7

A generalization of the beta distribution with applications

James B. McDonald, Yexiao Xu · Journal of Econometrics · 1995 · 552 citations

Beta Distribution, Statistical Inference, Statistics +1

Investigating the Behavior of Idiosyncratic Volatility*

Yexiao Xu, Burton G. Malkiel · The Journal of Business · 2003 · 514 citations

Idiosyncratic Risk and Security Returns

Yexiao Xu, Burton G. Malkiel · SSRN Electronic Journal · 2001 · 449 citations · Full text

Rows per page

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