Access Statistics for Xiaoyan Zhang

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
Aggregate Idiosyncratic Volatility 0 0 1 31 0 1 2 189
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 0 457
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 0 0 3 602
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 0 0 0 956
Finding Anomalies in China 1 3 24 98 4 13 63 172
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 251 0 1 7 652
International Stock Return Comovements 0 0 0 234 0 1 3 689
International Stock Return Comovements 0 0 0 42 2 2 3 241
International Stock Return Comovements 0 0 0 191 0 1 3 673
International stock return comovements 0 0 0 106 1 1 2 325
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 0 1 2 1,468
Pricing the Global Industry Portfolios 0 0 0 207 0 0 2 613
The Cross-Section of Volatility and Expected Returns 0 1 5 610 1 5 17 1,982
The International Commonality of Idiosyncratic Variances 0 0 0 4 0 1 3 15
Total Working Papers 1 4 31 2,355 8 27 110 9,034


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Idiosyncratic Volatility 0 0 0 46 0 0 2 367
Anticipating Uncertainty: Straddles around Earnings Announcements 0 0 0 24 0 0 3 67
Can Shorts Predict Returns? A Global Perspective 0 0 0 9 1 2 11 41
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 2 5 0 1 7 37
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 77 0 0 0 263
Evaluating the specification errors of asset pricing models 0 0 0 155 0 0 1 470
Government Affiliation and Peer-To-Peer Lending Platforms in China 0 0 1 8 1 1 6 32
Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework 0 0 0 23 0 0 0 59
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 2 9 552 0 8 36 1,910
International Stock Return Comovements 0 0 5 192 0 1 19 694
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 2 75 0 0 3 271
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 1 1 12 0 3 5 74
Shackling Short Sellers: The 2008 Shorting Ban 1 3 8 56 2 5 22 236
Specification tests of international asset pricing models 0 0 1 72 0 0 2 185
Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation 0 0 0 0 0 0 5 9
The Cross‐Section of Volatility and Expected Returns 4 9 33 743 9 39 156 2,842
The information content of the sentiment index 0 0 2 65 0 2 12 239
Tracking Retail Investor Activity 3 3 22 83 5 9 68 300
What Do Short Sellers Know?* 0 0 3 16 0 1 10 43
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 1 2 11 331 1 4 21 879
Which Shorts Are Informed? 0 1 2 152 1 2 8 476
Total Journal Articles 9 21 102 2,696 20 78 397 9,494


Statistics updated 2025-08-05