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 0 2 96
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 0 12 0 2 3 60
Asset Pricing with Cohort-Based Trading in MBS Markets 0 0 1 16 1 2 4 39
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis 0 0 1 29 3 3 8 90
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 5 5 8 21
Defragmenting Markets: Evidence from Agency MBS 0 0 0 2 1 1 4 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 0 1 6 112
Probability Weighting of Rare Events and Currency Returns 0 0 1 38 0 1 7 95
QE Auctions of Treasury Bonds 0 0 0 60 1 2 3 138
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 1 1 4 94
The Value of Trading Relationships in Turbulent Times 0 0 0 14 0 0 2 190
Total Working Papers 0 0 3 334 12 18 52 998

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 0 39 3 3 5 215
A tale of two option markets: Pricing kernels and volatility risk 0 0 1 24 1 2 6 133
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 1 2 5 158
The value of trading relations in turbulent times 0 0 6 124 1 2 17 497
Total Journal Articles 0 0 7 204 6 9 33 1,003

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Statistics updated 2025-12-06