The dynamic relation between returns and idiosyncratic volatility X Jiang, BS Lee Financial Management 35 (2), 43-65, 2006 | 144 | 2006 |
Aggregate insider trading: Contrarian beliefs or superior information? X Jiang, MA Zaman Journal of Banking & Finance 34 (6), 1225-1236, 2010 | 126 | 2010 |
An empirical test of the accounting‐based residual income model and the traditional dividend discount model X Jiang, BS Lee The Journal of Business 78 (4), 1465-1504, 2005 | 122 | 2005 |
Stock returns, dividend yield, and book-to-market ratio X Jiang, BS Lee Journal of Banking & Finance 31 (2), 455-475, 2007 | 93 | 2007 |
Return dispersion and expected returns X Jiang Financial Markets and Portfolio Management 24, 107-135, 2010 | 52 | 2010 |
REIT stock prices with inflation hedging and illusion WG Hardin, X Jiang, Z Wu The Journal of Real Estate Finance and Economics 45, 262-287, 2012 | 36 | 2012 |
Do decomposed financial ratios predict stock returns and fundamentals better? X Jiang, BS Lee Financial Review 47 (3), 531-564, 2012 | 23 | 2012 |
Debt IPO waves, investor sentiment, market conditions, and issue quality KN Cai, X Jiang, HW Lee Journal of Financial Research 36 (4), 435-452, 2013 | 19 | 2013 |
Corporate bond returns and volatility N Cai, X Jiang Financial Review 43 (1), 1-26, 2008 | 18 | 2008 |
Interest rates and credit spread dynamics R Neal, D Rolph, B Dupoyet, X Jiang Journal of Derivatives 23 (1), 25, 2015 | 17 | 2015 |
The intertemporal risk-return relation: A bivariate model approach X Jiang, BS Lee Journal of Financial Markets 18, 158-181, 2014 | 17 | 2014 |
Long‐Term evidence on the effect of aggregate earnings on prices Y Chen, X Jiang, BS Lee Financial Management 44 (2), 323-351, 2015 | 15 | 2015 |
A new take on the relationship between interest rates and credit spreads BV Dupoyet, X Jiang, Q Zhang Available at SSRN 3355722, 2016 | 13 | 2016 |
The Intertemporal Risk‐Return Relation in the Stock Market X Jiang, BS Lee Financial Review 44 (4), 541-558, 2009 | 12 | 2009 |
Inflation illusion, expertise and commercial real estate WG Hardin, X Jiang, Z Wu The Journal of Real Estate Finance and Economics 55, 345-369, 2017 | 11 | 2017 |
Macroeconomic fundamentals and cryptocurrency prices: A common trend approach X Jiang, IM Rodríguez Jr, Q Zhang Financial management 52 (1), 181-198, 2023 | 9 | 2023 |
Aggregate insider trading and the predictability of market returns: contrarian strategy or managerial timing? X Jiang, MA Zaman Available at SSRN 970987, 2007 | 9 | 2007 |
Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity X Jiang, Q Kang Journal of Accounting, Auditing & Finance 35 (3), 471-500, 2020 | 5 | 2020 |
Equity issues and aggregate market returns under information asymmetry X Jiang, BS Lee Quantitative Finance 13 (2), 281-300, 2013 | 5 | 2013 |
The relationship between institutional ownership and idiosyncratic volatility: evidence from the stock markets of China and the USA Y Hu, X Jiang, W Xue International Journal of Emerging Markets 19 (9), 2549-2573, 2024 | 2 | 2024 |