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 3 3 5 99
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 0 12 2 4 5 62
Asset Pricing with Cohort-Based Trading in MBS Markets 0 0 1 16 1 3 5 40
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis 0 0 1 29 5 8 13 95
Defragmenting Markets: Evidence from Agency MBS 0 0 0 2 0 1 4 21
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 0 5 8 21
Did Dealers Fail to Make Markets during the Pandemic? 0 0 0 10 0 0 1 42
MBS Market Dysfunctions in the Time of COVID-19 0 0 0 40 4 5 8 116
Probability Weighting of Rare Events and Currency Returns 0 0 1 38 2 3 9 97
QE Auctions of Treasury Bonds 0 0 0 60 0 1 3 138
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 0 1 4 94
The Value of Trading Relationships in Turbulent Times 0 0 0 14 2 2 4 192
Total Working Papers 0 0 3 334 19 36 69 1,017

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 1 1 1 40 2 5 7 217
A tale of two option markets: Pricing kernels and volatility risk 0 0 0 24 0 2 5 133
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 1 2 5 159
The value of trading relations in turbulent times 0 0 6 124 0 2 14 497
Total Journal Articles 1 1 7 205 3 11 31 1,006

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Statistics updated 2026-01-09