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 1 1 95
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 1 12 0 1 2 58
Asset Pricing with Cohort-Based Trading in MBS Markets 0 0 0 15 0 1 3 36
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis 0 0 1 28 0 2 8 85
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 1 1 2 15
Defragmenting Markets: Evidence from Agency MBS 0 0 1 2 1 1 3 19
Did Dealers Fail to Make Markets during the Pandemic? 0 0 0 10 0 0 0 41
MBS Market Dysfunctions in the Time of COVID-19 0 0 0 40 0 1 5 109
Probability Weighting of Rare Events and Currency Returns 0 1 1 38 0 3 6 92
QE Auctions of Treasury Bonds 0 0 0 60 1 1 6 136
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 0 0 2 91
The Value of Trading Relationships in Turbulent Times 0 0 0 14 0 0 0 188
Total Working Papers 0 1 4 332 3 12 38 965

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 1 2 5 212
A tale of two option markets: Pricing kernels and volatility risk 0 0 1 24 1 1 3 129
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 5 121 2 6 22 490
Total Journal Articles 0 2 7 201 4 9 33 985

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12