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
AI, Opinion Ecosystems, and Finance 0 4 14 14 5 16 39 39
Aggregate Idiosyncratic Volatility 0 0 0 76 1 7 23 480
Aggregate Idiosyncratic Volatility 0 0 0 31 0 1 9 198
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 0 0 6 608
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 1 3 16 972
Finding Anomalies in China 3 8 14 111 23 40 78 246
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 0 4 51 703
International Stock Return Comovements 0 0 0 191 1 3 10 683
International Stock Return Comovements 0 0 0 42 0 4 19 258
International Stock Return Comovements 0 0 0 234 1 1 6 695
International stock return comovements 0 0 2 108 1 3 15 339
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 1 1 4 1,472
Pricing the Global Industry Portfolios 0 0 0 207 0 2 15 628
The Cross-Section of Volatility and Expected Returns 1 3 5 615 2 25 80 2,061
The International Commonality of Idiosyncratic Variances 0 0 0 4 0 1 9 24
Total Working Papers 4 15 36 2,390 36 111 380 9,406


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Idiosyncratic Volatility 1 1 1 47 1 4 39 406
Anticipating Uncertainty: Straddles around Earnings Announcements 0 0 3 27 5 18 48 115
Can Shorts Predict Returns? A Global Perspective 0 2 6 15 1 5 26 66
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 1 6 0 1 6 43
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 77 0 3 10 273
Evaluating the specification errors of asset pricing models 0 0 0 155 1 5 16 486
Government Affiliation and Peer-To-Peer Lending Platforms in China 0 0 2 10 1 8 29 60
Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework 0 0 0 23 0 0 13 72
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 2 5 557 6 16 94 2,004
International Stock Return Comovements 0 1 4 196 9 14 42 736
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 1 76 0 3 11 282
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 0 12 0 1 16 90
Shackling Short Sellers: The 2008 Shorting Ban 0 1 3 58 1 8 31 265
Specification tests of international asset pricing models 0 1 1 73 0 1 10 195
Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation 0 0 2 2 1 4 13 22
The Cross‐Section of Volatility and Expected Returns 4 11 43 782 33 111 328 3,161
The information content of the sentiment index 1 2 3 68 2 5 14 253
Tracking Retail Investor Activity 5 8 29 109 26 56 147 442
What Do Short Sellers Know?* 0 1 3 19 0 8 14 57
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 3 6 11 341 14 31 63 941
Which Shorts Are Informed? 0 1 2 154 1 4 26 501
Total Journal Articles 14 37 120 2,807 102 306 996 10,470


Statistics updated 2026-07-10