2001
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
John Y. Campbell, Martin Lettau, Burton Gordon Malkiel, Yexiao J. Xu
The Journal of FinanceTop-listed
2.5k
cites
Faculty
Yexiao J. Xu is a Finance scholar at The University of Texas at Dallas. Research spans Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling. 50 works, 6.3k citations (h-index 18).
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Affiliation on publications · The University of Texas at Dallas
John Y. Campbell, Martin Lettau, Burton Gordon Malkiel, Yexiao J. Xu
The Journal of FinanceTop-listed
John Y. Campbell, Martin Lettau, Burton Gordon Malkiel, Yexiao J. Xu
SSRN Electronic Journal OA
James B. McDonald, Yexiao J. Xu
Journal of EconometricsTop-listed