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 0 0 0 457
Aggregate Idiosyncratic Volatility 0 0 1 31 0 1 3 190
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 0 1 4 603
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 1 1 1 957
Finding Anomalies in China 0 1 22 98 2 6 56 174
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 251 1 2 7 654
International Stock Return Comovements 0 0 0 191 0 1 4 674
International Stock Return Comovements 0 0 0 234 0 0 2 689
International Stock Return Comovements 0 0 0 42 0 3 4 242
International stock return comovements 0 1 1 107 0 2 3 326
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 0 0 2 1,468
Pricing the Global Industry Portfolios 0 0 0 207 0 0 2 613
The Cross-Section of Volatility and Expected Returns 0 0 5 610 2 5 21 1,986
The International Commonality of Idiosyncratic Variances 0 0 0 4 1 2 4 17
Total Working Papers 0 2 30 2,356 7 24 113 9,050


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 0 0 1 367
Anticipating Uncertainty: Straddles around Earnings Announcements 0 0 0 24 1 2 5 69
Can Shorts Predict Returns? A Global Perspective 2 2 2 11 2 5 14 45
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 1 5 0 0 5 37
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 77 0 0 0 263
Evaluating the specification errors of asset pricing models 0 0 0 155 1 1 2 471
Government Affiliation and Peer-To-Peer Lending Platforms in China 0 2 3 10 0 4 9 35
Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework 0 0 0 23 0 0 0 59
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 0 9 552 2 2 33 1,912
International Stock Return Comovements 1 1 3 193 1 2 13 696
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 1 3 76 0 1 3 272
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 1 12 0 0 4 74
Shackling Short Sellers: The 2008 Shorting Ban 0 1 8 56 2 5 24 239
Specification tests of international asset pricing models 0 0 1 72 0 0 2 185
Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation 0 0 0 0 0 2 7 11
The Cross‐Section of Volatility and Expected Returns 1 7 33 746 9 30 154 2,863
The information content of the sentiment index 0 0 2 65 1 2 11 241
Tracking Retail Investor Activity 2 6 18 86 9 18 64 313
What Do Short Sellers Know?* 0 0 1 16 0 0 8 43
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 1 2 9 332 1 6 19 884
Which Shorts Are Informed? 0 0 2 152 0 1 6 476
Total Journal Articles 7 22 96 2,709 29 81 384 9,555


Statistics updated 2025-10-06