Yihong Xia

2.7k total citations
27 papers, 1.8k citations indexed

About

Yihong Xia is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Yihong Xia has authored 27 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 11 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Yihong Xia's work include Financial Markets and Investment Strategies (24 papers), Stochastic processes and financial applications (14 papers) and Monetary Policy and Economic Impact (9 papers). Yihong Xia is often cited by papers focused on Financial Markets and Investment Strategies (24 papers), Stochastic processes and financial applications (14 papers) and Monetary Policy and Economic Impact (9 papers). Yihong Xia collaborates with scholars based in United States, Singapore and Hong Kong. Yihong Xia's co-authors include Michael J. Brennan, Ashley Wang, Ravi Jain, Bhagwan Chowdhry, Richard Roll, Yongji Lai, Yongbo Xue, Zengwei Luo, Yonghui Zhang and Guangmin Yao and has published in prestigious journals such as The Journal of Finance, American Economic Review and Review of Financial Studies.

In The Last Decade

Yihong Xia

27 papers receiving 1.6k citations

Peers

Yihong Xia
Joost Driessen Netherlands
G. O. Bierwag United States
James L. Bicksler United States
Roy Henriksson United States
Terry A. Marsh United States
Antti Ilmanen United States
Robert Kosowski United Kingdom
Paul Söderlind Switzerland
N. BULENT GULTEKIN United States
Roger M. Edelen United States
Joost Driessen Netherlands
Yihong Xia
Citations per year, relative to Yihong Xia Yihong Xia (= 1×) peers Joost Driessen

Countries citing papers authored by Yihong Xia

Since Specialization
Citations

This map shows the geographic impact of Yihong Xia's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Yihong Xia with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yihong Xia more than expected).

Fields of papers citing papers by Yihong Xia

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yihong Xia. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Yihong Xia. The network helps show where Yihong Xia may publish in the future.

Co-authorship network of co-authors of Yihong Xia

This figure shows the co-authorship network connecting the top 25 collaborators of Yihong Xia. A scholar is included among the top collaborators of Yihong Xia based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Yihong Xia. Yihong Xia is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Jain, Ravi, et al.. (2008). Market segmentation, liquidity spillover, and closed-end country fund discounts. Journal of Financial Markets. 11(4). 377–399. 43 indexed citations
2.
Brennan, Michael J. & Yihong Xia. (2006). International Capital Markets and Foreign Exchange Risk. Review of Financial Studies. 19(3). 753–795. 79 indexed citations
3.
Brennan, Michael J. & Yihong Xia. (2006). Risk and Valuation under an Intertemporal Capital Asset Pricing Model*. The Journal of Business. 79(1). 1–36. 31 indexed citations
4.
Liu, Xiaoquan, Michael J. Brennan, & Yihong Xia. (2006). Option Pricing Kernels and the ICAPM. SSRN Electronic Journal. 6 indexed citations
5.
Jain, Ravi, et al.. (2006). Market Segmentation, Liquidity Spillover, and Closed-End Country Fund Discounts. SSRN Electronic Journal. 17 indexed citations
6.
Chowdhry, Bhagwan, Richard Roll, & Yihong Xia. (2005). Extracting Inflation from Stock Returns to Test Purchasing Power Parity. American Economic Review. 95(1). 255–276. 13 indexed citations
7.
Jain, Ravi, et al.. (2004). Illiquidity and Closed-End Country Fund Discounts. SSRN Electronic Journal. 10 indexed citations
8.
Brennan, Michael J., Ashley Wang, & Yihong Xia. (2004). Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing. The Journal of Finance. 59(4). 1743–1776. 237 indexed citations
9.
Brennan, Michael J. & Yihong Xia. (2004). tay's as good as cay. Finance research letters. 2(1). 1–14. 75 indexed citations
10.
Xia, Yihong, Bhagwan Chowdhry, & Richard Roll. (2003). Extracting Inflation from Stock Returns to Test Purchasing Power Parity. SSRN Electronic Journal. 2 indexed citations
11.
Brennan, Michael J. & Yihong Xia. (2002). Dynamic Asset Allocation under Inflation. The Journal of Finance. 57(3). 1201–1238. 274 indexed citations
12.
Brennan, Michael J., Ashley Wang, & Yihong Xia. (2002). Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing. SSRN Electronic Journal. 38 indexed citations
13.
Xia, Yihong. (2001). Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation. The Journal of Finance. 56(1). 205–246. 319 indexed citations
14.
Xia, Yihong & Michael J. Brennan. (2001). Stochastic Interest Rates and the Bond-Stock Mix. SSRN Electronic Journal. 27 indexed citations
15.
Brennan, Michael J. & Yihong Xia. (2001). Stock price volatility and equity premium. Journal of Monetary Economics. 47(2). 249–283. 221 indexed citations
16.
Brennan, Michael J., Ashley Wang, & Yihong Xia. (2001). Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model. SSRN Electronic Journal. 27 indexed citations
17.
Brennan, Michael J. & Yihong Xia. (2000). Dynamic Asset Allocation Under Inflation. SSRN Electronic Journal. 19 indexed citations
18.
Brennan, Michael J. & Yihong Xia. (2000). Stochastic Interest Rates and the Bond-Stock Mix. European Finance Review. 4(2). 197–210. 112 indexed citations
19.
Brennan, Michael J. & Yihong Xia. (1998). Resolution of a Financial Puzzle. eScholarship (California Digital Library). 8 indexed citations
20.
Brennan, Michael J. & Yihong Xia. (1997). Stock Price Volatility, Learning, and the Equity Premium. eScholarship (California Digital Library). 11 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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