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Publications

by alumni of

Columbia University → Graduate School of Business → Finance and Economics Department

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2026

  1. Alexander Dickerson & Christian Julliard & Philippe Mueller, 2026, "The Co-Pricing Factor Zoo," Papers, arXiv.org, number 2604.04430, Apr.
  2. Alexander Dickerson & Philippe Mueller & Cesare Robotti, 2026, "Priced risk in corporate bonds," Papers, arXiv.org, number 2604.05699, Apr.
  3. David Hirshleifer & Lin Peng & Qiguang Wang & Weichen Zhang & Xiaoyan Zhang, 2026, "AI, Opinion Ecosystems, and Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 34807, Feb.

2024

  1. Markus Leippold & Felix Matthys & Philippe Mueller & Michal Svaton, 2024, "Political uncertainty and currency markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-13, Jan.

2023

  1. Bekaert, Geert & Wang, Xue & Zhang, Xiaoyan, 2023, "The International Commonality of Idiosyncratic Variances," CEPR Discussion Papers, Centre for Economic Policy Research, number 18230, Jun.
  2. Hou, Kewei & Qiao, Fang & Zhang, Xiaoyan, 2023, "Finding Anomalies in China," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-02, Jan.

2022

  1. Gerardo Ferrara & Philippe Mueller & Ganesh Viswanath-Natraj & Junxuan Wang, 2022, "Central bank swap lines: micro-level evidence," Bank of England Staff Working Paper series, Bank of England, number 977, May.

2021

  1. Ingomar Krohn & Philippe Mueller & Paul Whelan, 2021, "Foreign Exchange Fixings and Returns Around the Clock," Staff Working Papers, Bank of Canada, number 21-48, Oct, DOI: 10.34989/swp-2021-48.

2019

  1. Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019, "Market-based monetary policy uncertainty," CESifo Working Paper Series, CESifo, number 7621.
  2. Nina Boyarchenko & Leonardo Elias & Philippe Mueller, 2019, "Corporate Credit Provision," Staff Reports, Federal Reserve Bank of New York, number 895, Aug.

2017

  1. Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2017, "International Illiquidity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1201, Mar, DOI: 10.17016/IFDP.2017.1201.
  2. Petar Sabtchevsky & Paul Whelan & Andrea Vedolin & Philippe Mueller, 2017, "Variance Risk Premia on Stocks and Bonds," 2017 Meeting Papers, Society for Economic Dynamics, number 1161.

2016

  1. Mueller, Philippe & Tahbaz-Salehi, Alireza & Vedolin, Andrea, 2016, "Exchange rates and monetary policy uncertainty," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118998, Jan.

2015

  1. Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2015, "Mortgage risk and the yield curve," BIS Working Papers, Bank for International Settlements, number 532, Dec.

2014

  1. Philippe Mueller & Gyuri Venter & Andrea Vedolin & Aytek Malkhozov, 2014, "International Liquidity CAPM," 2014 Meeting Papers, Society for Economic Dynamics, number 1165.

2013

  1. Malkhozov, Aytek & Mueller, Philippe & Vedolin, Andrea & Venter, Gyuri, 2013, "Mortgage hedging in fixed income markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119032, Jun.
  2. Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2013, "International correlation risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43087, Jan.

2012

  1. Mueller, Philippe & Vedolin, Andrea & Yen, Yu-Min, 2012, "Bond variance risk premia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119053, Jan.

2011

  1. Mueller, Philippe & Vedolin, Andrea & Zhou, Hao, 2011, "Short run bond risk premia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119065, Jun.

2010

  1. Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2010, "Aggregate Idiosyncratic Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 8149, Dec.

2008

  1. Chernov, Mikhail & Mueller, Philippe, 2008, "The Term Structure of Inflation Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 6809, Apr.
  2. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2008, "High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 13739, Jan.

2006

  1. Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006, "International Stock Return Comovements," CEPR Discussion Papers, Centre for Economic Policy Research, number 5955, Nov.
  2. Zhenyu Wang & Xiaoyan Zhang, 2006, "Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims," Staff Reports, Federal Reserve Bank of New York, number 265.

2004

  1. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2004, "The Cross-Section of Volatility and Expected Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 10852, Oct.

2002

  1. Stefano Cavaglia & Robert J. Hodrick & Moroz Vadim & Xiaoyan Zhang, 2002, "Pricing the Global Industry Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 9344, Nov.

2000

  1. Robert J. Hodrick & Xiaoyan Zhang, 2000, "Evaluating the Specification Errors of Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 7661, Apr.

1997

  1. Edwards, F.R. & Zhang, X., 1997, "Mutual Funds and Stock and Bond Market Stability," Papers, Columbia - Graduate School of Business, number 97-22.

Journal articles

2026

  1. Dickerson, Alexander & Julliard, Christian & Mueller, Philippe, 2026, "The co-pricing factor zoo," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104295.

2024

  1. Ingomar Krohn & Philippe Mueller & Paul Whelan, 2024, "Foreign Exchange Fixings and Returns around the Clock," Journal of Finance, American Finance Association, volume 79, issue 1, pages 541-578, February, DOI: 10.1111/jofi.13306.

2023

  1. Dickerson, Alexander & Mueller, Philippe & Robotti, Cesare, 2023, "Priced risk in corporate bonds," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103707.

2022

  1. Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022, "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, volume 132, issue 644, pages 1290-1308.
  2. Ekkehart Boehmer & Zsuzsa R Huszár & Yanchu Wang & Xiaoyan Zhang & Xinran Zhang, 2022, "Can Shorts Predict Returns? A Global Perspective," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2428-2463.

2021

  1. Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang & Xinran Zhang, 2021, "Tracking Retail Investor Activity," Journal of Finance, American Finance Association, volume 76, issue 5, pages 2249-2305, October, DOI: 10.1111/jofi.13033.
  2. Jiang, Jinglin & Liao, Li & Wang, Zhengwei & Zhang, Xiaoyan, 2021, "Government Affiliation and Peer-To-Peer Lending Platforms in China," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 87-106, DOI: 10.1016/j.jempfin.2021.02.004.
  3. Zhiyao Chen & Ilya A. Strebulaev & Yuhang Xing & Xiaoyan Zhang, 2021, "Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation," Management Science, INFORMS, volume 67, issue 5, pages 2751-2772, May, DOI: 10.1287/mnsc.2020.3593.

2020

  1. Boehmer, Ekkehart & Jones, Charles M. & Zhang, Xiaoyan, 2020, "Potential pilot problems: Treatment spillovers in financial regulatory experiments," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 68-87, DOI: 10.1016/j.jfineco.2019.05.016.
  2. Ekkehart Boehmer & Charles M Jones & Juan (Julie) Wu & Xiaoyan Zhang, 2020, "What Do Short Sellers Know?," Review of Finance, European Finance Association, volume 24, issue 6, pages 1203-1235.

2019

  1. Philippe Mueller & Andrea Vedolin & Hao Zhou, 2019, "Short-Run Bond Risk Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 1-34, September, DOI: 10.1142/S2010139219500113.

2018

  1. Gao, Chao & Xing, Yuhang & Zhang, Xiaoyan, 2018, "Anticipating Uncertainty: Straddles around Earnings Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 6, pages 2587-2617, December.

2017

  1. Philippe Mueller & Alireza Tahbaz-Salehi & Andrea Vedolin, 2017, "Exchange Rates and Monetary Policy Uncertainty," Journal of Finance, American Finance Association, volume 72, issue 3, pages 1213-1252, June.
  2. Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2017, "International correlation risk," Journal of Financial Economics, Elsevier, volume 126, issue 2, pages 270-299, DOI: 10.1016/j.jfineco.2016.09.012.
  3. Hoyong Choi & Philippe Mueller & Andrea Vedolin, 2017, "Bond Variance Risk Premiums," Review of Finance, European Finance Association, volume 21, issue 3, pages 987-1022.

2016

  1. Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2016, "Mortgage Risk and the Yield Curve," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 5, pages 1220-1253.
  2. Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan, 2016, "Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 1, pages 231-257, February.
  3. Sibley, Steven E. & Wang, Yanchu & Xing, Yuhang & Zhang, Xiaoyan, 2016, "The information content of the sentiment index," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 164-179, DOI: 10.1016/j.jbankfin.2015.10.001.

2013

  1. Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang, 2013, "Shackling Short Sellers: The 2008 Shorting Ban," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 6, pages 1363-1400.

2012

  1. Chernov, Mikhail & Mueller, Philippe, 2012, "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 367-394, DOI: 10.1016/j.jfineco.2012.06.004.
  2. Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012, "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 6, pages 1155-1185, December.
  3. Wang, Zhenyu & Zhang, Xiaoyan, 2012, "Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 65-78, DOI: 10.1016/j.jempfin.2011.11.001.

2011

  1. Li, Haitao & Zhang, Xiaoyan & Zhao, Rui, 2011, "Investing in Talents: Manager Characteristics and Hedge Fund Performances," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 1, pages 59-82, February.

2010

  1. Xing, Yuhang & Zhang, Xiaoyan & Zhao, Rui, 2010, "What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 3, pages 641-662, June.
  2. Li, Haitao & Xu, Yuewu & Zhang, Xiaoyan, 2010, "Evaluating asset pricing models using the second Hansen-Jagannathan distance," Journal of Financial Economics, Elsevier, volume 97, issue 2, pages 279-301, August.

2009

  1. Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009, "International Stock Return Comovements," Journal of Finance, American Finance Association, volume 64, issue 6, pages 2591-2626, December, DOI: 10.1111/j.1540-6261.2009.01512.x.
  2. Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan, 2009, "High idiosyncratic volatility and low returns: International and further U.S. evidence," Journal of Financial Economics, Elsevier, volume 91, issue 1, pages 1-23, January.

2008

  1. Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang, 2008, "Which Shorts Are Informed?," Journal of Finance, American Finance Association, volume 63, issue 2, pages 491-527, April, DOI: 10.1111/j.1540-6261.2008.01324.x.

2006

  1. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2006, "The Cross‐Section of Volatility and Expected Returns," Journal of Finance, American Finance Association, volume 61, issue 1, pages 259-299, February, DOI: 10.1111/j.1540-6261.2006.00836.x.
  2. Zhang, Xiaoyan, 2006, "Specification tests of international asset pricing models," Journal of International Money and Finance, Elsevier, volume 25, issue 2, pages 275-307, March.

2001

  1. Hodrick, Robert J. & Zhang, Xiaoyan, 2001, "Evaluating the specification errors of asset pricing models," Journal of Financial Economics, Elsevier, volume 62, issue 2, pages 327-376, November.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.