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 2 11 107
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 0 12 1 1 10 68
Asset Pricing with Cohort-Based Trading in MBS Markets 0 0 0 16 1 2 14 51
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis 0 2 2 31 0 2 23 110
Defragmenting Markets: Evidence from Agency MBS 0 0 0 2 0 2 8 28
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 0 0 12 28
Did Dealers Fail to Make Markets during the Pandemic? 0 0 0 10 0 0 4 46
MBS Market Dysfunctions in the Time of COVID-19 0 0 0 40 0 1 12 123
Probability Weighting of Rare Events and Currency Returns 0 0 0 38 0 0 5 99
QE Auctions of Treasury Bonds 0 0 1 61 0 3 13 150
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 2 2 10 103
The Value of Trading Relationships in Turbulent Times 0 0 0 14 0 2 15 205
Total Working Papers 0 2 3 337 4 17 137 1,118


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 40 1 1 15 227
A tale of two option markets: Pricing kernels and volatility risk 0 0 1 25 1 2 10 141
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 0 0 9 166
The value of trading relations in turbulent times 0 1 6 130 3 4 19 514
Total Journal Articles 0 1 8 212 5 7 53 1,048


Statistics updated 2026-10-11