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 5 7 101
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 0 12 0 4 6 64
Asset Pricing with Cohort-Based Trading in MBS Markets 0 0 1 16 0 4 7 43
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis 0 0 1 29 1 13 18 103
Defragmenting Markets: Evidence from Agency MBS 0 0 0 2 1 2 5 23
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 0 2 9 23
Did Dealers Fail to Make Markets during the Pandemic? 0 0 0 10 1 2 3 44
MBS Market Dysfunctions in the Time of COVID-19 0 0 0 40 0 9 12 121
Probability Weighting of Rare Events and Currency Returns 0 0 1 38 0 4 10 99
QE Auctions of Treasury Bonds 1 1 1 61 4 5 8 143
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 1 5 8 99
The Value of Trading Relationships in Turbulent Times 0 0 0 14 0 11 13 201
Total Working Papers 1 1 4 335 8 66 106 1,064


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 1 1 40 1 6 10 221
A tale of two option markets: Pricing kernels and volatility risk 0 1 1 25 1 3 8 136
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 0 4 8 162
The value of trading relations in turbulent times 1 2 5 126 2 8 17 505
Total Journal Articles 1 4 7 208 4 21 43 1,024


Statistics updated 2026-03-04