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 2 96
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 0 12 0 0 1 58
Asset Pricing with Cohort-Based Trading in MBS Markets 0 1 1 16 0 1 2 37
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis 0 0 1 29 0 1 5 87
Defragmenting Markets: Evidence from Agency MBS 0 0 0 2 0 1 3 20
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 0 0 3 16
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 6 111
Probability Weighting of Rare Events and Currency Returns 0 0 1 38 0 2 7 94
QE Auctions of Treasury Bonds 0 0 0 60 1 1 3 137
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 0 2 3 93
The Value of Trading Relationships in Turbulent Times 0 0 0 14 0 1 2 190
Total Working Papers 0 1 3 334 1 11 38 981


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 39 0 0 4 212
A tale of two option markets: Pricing kernels and volatility risk 0 0 1 24 0 1 4 131
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 1 3 5 157
The value of trading relations in turbulent times 0 1 6 124 0 1 18 495
Total Journal Articles 0 1 8 204 1 5 31 995


Statistics updated 2025-10-06