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 1 1 2 29 1 1 6 86
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 1 2 3 16
Defragmenting Markets: Evidence from Agency MBS 0 0 0 2 0 1 2 19
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 0 0 6 92
QE Auctions of Treasury Bonds 0 0 0 60 0 1 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 0 1 1 189
Total Working Papers 1 1 3 333 2 8 31 970


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 1 5 212
A tale of two option markets: Pricing kernels and volatility risk 0 0 1 24 1 2 3 130
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 0 0 3 154
The value of trading relations in turbulent times 0 2 6 123 1 6 23 494
Total Journal Articles 0 2 8 203 2 9 34 990


Statistics updated 2025-07-04