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 31 2 6 8 196
Aggregate Idiosyncratic Volatility 0 0 0 76 1 2 2 459
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 0 0 3 603
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 2 7 8 964
Finding Anomalies in China 1 5 11 103 10 21 46 195
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 0 251 7 20 24 674
International Stock Return Comovements 0 0 0 42 5 7 11 249
International Stock Return Comovements 0 0 0 191 0 2 5 676
International Stock Return Comovements 0 0 0 234 3 3 4 692
International stock return comovements 0 0 1 107 4 4 7 330
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 0 1 2 1,469
Pricing the Global Industry Portfolios 0 0 0 207 7 9 10 622
The Cross-Section of Volatility and Expected Returns 0 1 3 611 5 12 27 1,998
The International Commonality of Idiosyncratic Variances 0 0 0 4 1 4 8 21
Total Working Papers 1 6 15 2,362 47 98 165 9,148

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 46 21 22 23 389
Anticipating Uncertainty: Straddles around Earnings Announcements 0 1 1 25 3 8 12 77
Can Shorts Predict Returns? A Global Perspective 1 1 3 12 4 5 14 50
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 1 1 1 6 2 2 5 39
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 77 1 3 3 266
Evaluating the specification errors of asset pricing models 0 0 0 155 1 4 6 475
Government Affiliation and Peer-To-Peer Lending Platforms in China 0 0 2 10 1 3 10 38
Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework 0 0 0 23 2 6 6 65
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 1 5 553 7 19 42 1,931
International Stock Return Comovements 1 2 4 195 7 17 28 713
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 1 76 0 2 3 274
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 1 12 7 7 10 81
Shackling Short Sellers: The 2008 Shorting Ban 0 1 9 57 1 11 30 250
Specification tests of international asset pricing models 0 0 0 72 0 3 3 188
Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation 0 0 0 0 0 1 6 12
The Cross‐Section of Volatility and Expected Returns 3 9 31 755 30 98 206 2,961
The information content of the sentiment index 1 1 2 66 1 1 9 242
Tracking Retail Investor Activity 1 7 20 93 11 33 73 346
What Do Short Sellers Know?* 1 2 3 18 1 3 9 46
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 0 1 8 333 6 15 30 899
Which Shorts Are Informed? 1 1 3 153 3 10 16 486
Total Journal Articles 10 28 94 2,737 109 273 544 9,828

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09