Access Statistics for Xiaoyan Zhang

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
Aggregate Idiosyncratic Volatility 0 0 0 76 2 9 34 443
Aggregate Idiosyncratic Volatility 0 0 1 29 1 1 2 182
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 143 0 0 0 597
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 0 0 0 955
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 247 0 2 7 636
International Stock Return Comovements 0 0 0 42 5 6 24 218
International Stock Return Comovements 0 0 0 191 4 5 20 660
International Stock Return Comovements 0 0 1 234 2 8 17 664
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 0 2 3 1,465
Pricing the Global Industry Portfolios 0 0 1 207 0 0 1 610
The Cross-Section of Volatility and Expected Returns 1 3 7 603 7 13 29 1,935
Total Working Papers 1 3 11 2,133 21 46 137 8,365


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Idiosyncratic Volatility 0 0 0 44 9 20 59 331
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 0 3 0 0 2 29
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 1 5 74 1 2 11 255
Evaluating the specification errors of asset pricing models 0 0 4 153 0 0 10 464
High idiosyncratic volatility and low returns: International and further U.S. evidence 5 14 38 513 21 64 155 1,732
International Stock Return Comovements 0 0 0 179 0 0 18 640
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 1 70 2 2 15 251
Shackling Short Sellers: The 2008 Shorting Ban 0 2 2 43 2 6 17 181
Specification tests of international asset pricing models 0 0 1 71 0 0 3 178
Stochastic resonance in an asymmetric bistable system with coloured noises and periodic rectangular signal 0 0 0 1 0 0 1 47
The Cross‐Section of Volatility and Expected Returns 0 2 15 687 5 10 81 2,521
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 2 3 17 290 5 11 59 795
Which Shorts Are Informed? 1 3 7 144 1 4 17 451
Total Journal Articles 8 25 90 2,272 46 119 448 7,875


Statistics updated 2023-03-10