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 0 76 0 0 0 457
Aggregate Idiosyncratic Volatility 0 0 1 31 0 0 1 188
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 1 2 3 602
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 0 0 0 956
Finding Anomalies in China 0 3 39 95 1 9 82 159
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 251 0 0 8 651
International Stock Return Comovements 0 0 0 234 0 0 2 688
International Stock Return Comovements 0 0 0 191 0 1 2 672
International Stock Return Comovements 0 0 0 42 0 0 1 239
International stock return comovements 0 0 1 106 0 1 3 324
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 0 0 1 1,467
Pricing the Global Industry Portfolios 0 0 0 207 0 1 2 613
The Cross-Section of Volatility and Expected Returns 0 1 4 609 0 4 17 1,977
The International Commonality of Idiosyncratic Variances 0 0 3 4 1 1 10 14
Total Working Papers 0 4 49 2,351 3 19 132 9,007


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 1 4 367
Anticipating Uncertainty: Straddles around Earnings Announcements 0 0 2 24 0 0 5 67
Can Shorts Predict Returns? A Global Perspective 0 0 3 9 1 3 17 39
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 2 5 1 2 6 36
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 1 1 470
Government Affiliation and Peer-To-Peer Lending Platforms in China 0 0 1 8 0 2 6 31
Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework 0 0 1 23 0 0 1 59
High idiosyncratic volatility and low returns: International and further U.S. evidence 1 2 10 550 3 10 47 1,902
International Stock Return Comovements 0 1 6 192 1 6 24 693
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 3 75 0 0 9 271
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 0 11 0 0 2 71
Shackling Short Sellers: The 2008 Shorting Ban 4 4 5 53 6 9 23 231
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 6 9
The Cross‐Section of Volatility and Expected Returns 2 8 28 734 12 34 149 2,803
The information content of the sentiment index 0 1 2 65 2 3 12 237
Tracking Retail Investor Activity 3 3 24 80 4 10 74 291
What Do Short Sellers Know?* 0 0 5 16 2 3 11 42
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 2 3 11 329 2 5 22 875
Which Shorts Are Informed? 1 1 1 151 1 2 9 474
Total Journal Articles 13 23 105 2,675 35 91 430 9,416


Statistics updated 2025-05-12