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 1 4 10 105
An Empirical Test of Auction Efficiency: Evidence from MBS Auctions of the Federal Reserve 0 0 0 12 1 2 8 66
Asset Pricing with Cohort-Based Trading in MBS Markets 0 0 1 16 0 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 1 5 23 108
Defragmenting Markets: Evidence from Agency MBS 0 0 0 7 1 4 12 27
Defragmenting Markets: Evidence from Agency MBS 0 0 0 2 0 1 5 24
Did Dealers Fail to Make Markets during the Pandemic? 0 0 0 10 0 2 4 46
MBS Market Dysfunctions in the Time of COVID-19 0 0 0 40 0 1 12 122
Probability Weighting of Rare Events and Currency Returns 0 0 0 38 0 0 7 99
QE Auctions of Treasury Bonds 0 0 1 61 0 4 11 147
Term Structure of Interest Rates with Short-run and Long-run Risks 0 0 0 21 0 2 10 101
The Value of Trading Relationships in Turbulent Times 0 0 0 14 0 2 14 203
Total Working Papers 0 0 3 335 4 31 127 1,095


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 5 14 226
A tale of two option markets: Pricing kernels and volatility risk 0 0 1 25 0 3 10 139
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach 0 0 0 17 0 4 12 166
The value of trading relations in turbulent times 0 2 5 128 0 3 15 508
Total Journal Articles 0 2 7 210 1 15 51 1,039


Statistics updated 2026-06-04