2006
The Cross‐Section of Volatility and Expected Returns
Andrew Ang, Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang
The Journal of FinanceTop-listed
4.9k
cites
Faculty
Andrew Ang is a Finance scholar at Columbia University. Research spans Financial Markets and Investment Strategies, Stochastic processes and financial applications. 259 works, 30k citations (h-index 60).
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Affiliation on publications · Columbia University
Andrew Ang, Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang
The Journal of FinanceTop-listed
Andrew Ang, Geert Bekaert
Review of Financial StudiesTop-listed
Andrew Ang, Monika Piazzesi
Journal of Monetary EconomicsTop-listed