Access Statistics for Zhaogang Song

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Tale of Two Option Markets: Pricing Kernels and Volatility Risk 0 0 0 85 0 0 1 95
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 0 12 0 0 1 58
Asset Pricing with Cohort-Based Trading in MBS Markets 0 0 0 15 0 0 1 36
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis 0 1 2 29 1 2 7 87
Defragmenting Markets: Evidence from Agency MBS 0 0 0 2 0 0 2 19
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 0 1 3 16
Did Dealers Fail to Make Markets during the Pandemic? 0 0 0 10 0 1 1 42
MBS Market Dysfunctions in the Time of COVID-19 0 0 0 40 0 1 6 110
Probability Weighting of Rare Events and Currency Returns 0 0 1 38 1 1 7 93
QE Auctions of Treasury Bonds 0 0 0 60 0 0 2 136
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 0 0 1 91
The Value of Trading Relationships in Turbulent Times 0 0 0 14 1 2 2 190
Total Working Papers 0 1 3 333 3 8 34 973


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A martingale approach for testing diffusion models based on infinitesimal operator 0 0 1 39 0 0 5 212
A tale of two option markets: Pricing kernels and volatility risk 0 0 1 24 1 2 4 131
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 2 2 4 156
The value of trading relations in turbulent times 0 2 5 123 0 4 20 494
Total Journal Articles 0 2 7 203 3 8 33 993


Statistics updated 2025-08-05