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 1 10 105
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 0 12 0 2 9 67
Asset Pricing with Cohort-Based Trading in MBS Markets 0 0 1 16 0 2 13 49
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis 0 0 0 29 0 1 21 108
Defragmenting Markets: Evidence from Agency MBS 0 0 0 2 0 2 7 26
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 0 2 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 0 12 122
Probability Weighting of Rare Events and Currency Returns 0 0 0 38 0 0 6 99
QE Auctions of Treasury Bonds 0 0 1 61 0 0 11 147
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 0 0 10 101
The Value of Trading Relationships in Turbulent Times 0 0 0 14 1 1 14 204
Total Working Papers 0 0 2 335 1 11 129 1,102


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 0 1 14 226
A tale of two option markets: Pricing kernels and volatility risk 0 0 1 25 1 1 9 140
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 0 0 10 166
The value of trading relations in turbulent times 1 2 7 130 1 3 17 511
Total Journal Articles 1 2 9 212 2 5 50 1,043


Statistics updated 2026-08-07