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Publications by Yexiao Xu

Idiosyncratic Risk and Security Returns

SSRN Electronic Journal
2001English

On the Persistence of Capital Structure - Reinterpreting What We Know

SSRN Electronic Journal
2009English

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Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security

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The Next Microsoft? Skewness, Idiosyncratic Volatility, and Expected Returns

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Covariance Risk, Mispricing, and the Cross Section of Security Returns

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Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil

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Uninsured Idiosyncratic Risk and Aggregate Saving

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Essays on Income Taxation and Idiosyncratic Risk.

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New Risk Measure and Idiosyncratic Risk in Taiwan Stock Market

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Displacement Risk and Asset Returns

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