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 2 3 9 104
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 0 12 1 1 7 65
Asset Pricing with Cohort-Based Trading in MBS Markets 0 0 1 16 3 4 11 47
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis 0 0 1 29 3 5 22 107
Defragmenting Markets: Evidence from Agency MBS 0 0 0 2 0 2 5 24
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 2 3 11 26
Did Dealers Fail to Make Markets during the Pandemic? 0 0 0 10 2 3 5 46
MBS Market Dysfunctions in the Time of COVID-19 0 0 0 40 0 1 13 122
Probability Weighting of Rare Events and Currency Returns 0 0 0 38 0 0 7 99
QE Auctions of Treasury Bonds 0 1 1 61 3 8 11 147
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 1 3 10 101
The Value of Trading Relationships in Turbulent Times 0 0 0 14 2 2 15 203
Total Working Papers 0 1 3 335 19 35 126 1,091


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 4 5 13 225
A tale of two option markets: Pricing kernels and volatility risk 0 0 1 25 1 4 10 139
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 4 4 12 166
The value of trading relations in turbulent times 1 3 7 128 2 5 18 508
Total Journal Articles 1 3 9 210 11 18 53 1,038


Statistics updated 2026-05-06