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 1 2 15 15 5 14 44 44
Aggregate Idiosyncratic Volatility 0 0 0 31 0 0 9 198
Aggregate Idiosyncratic Volatility 0 0 0 76 1 5 24 481
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 1 1 7 609
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 0 1 16 972
Finding Anomalies in China 1 7 14 112 13 46 87 259
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 0 2 51 703
International Stock Return Comovements 0 0 0 191 0 1 10 683
International Stock Return Comovements 0 0 0 42 1 1 18 259
International Stock Return Comovements 0 0 0 234 1 2 7 696
International stock return comovements 0 0 2 108 0 2 14 339
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 0 1 4 1,472
Pricing the Global Industry Portfolios 0 0 0 207 0 0 15 628
The Cross-Section of Volatility and Expected Returns 0 1 5 615 2 7 81 2,063
The International Commonality of Idiosyncratic Variances 0 0 0 4 0 0 9 24
Total Working Papers 2 10 37 2,392 24 83 396 9,430


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Idiosyncratic Volatility 0 1 1 47 1 3 40 407
Anticipating Uncertainty: Straddles around Earnings Announcements 0 0 3 27 9 17 57 124
Can Shorts Predict Returns? A Global Perspective 0 1 6 15 1 3 26 67
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 1 6 1 1 7 44
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 77 0 0 10 273
Evaluating the specification errors of asset pricing models 0 0 0 155 1 2 17 487
Government Affiliation and Peer-To-Peer Lending Platforms in China 0 0 2 10 0 3 28 60
Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework 0 0 0 23 1 1 14 73
High idiosyncratic volatility and low returns: International and further U.S. evidence 2 4 7 559 6 17 100 2,010
International Stock Return Comovements 1 1 5 197 1 11 43 737
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 1 76 0 1 11 282
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 0 12 1 1 17 91
Shackling Short Sellers: The 2008 Shorting Ban 0 0 2 58 4 6 33 269
Specification tests of international asset pricing models 0 0 1 73 0 0 10 195
Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation 0 0 2 2 0 2 13 22
The Cross‐Section of Volatility and Expected Returns 1 6 40 783 34 102 353 3,195
The information content of the sentiment index 0 2 3 68 1 6 15 254
Tracking Retail Investor Activity 3 9 29 112 21 65 163 463
What Do Short Sellers Know?* 1 2 4 20 1 7 15 58
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 0 5 10 341 12 34 74 953
Which Shorts Are Informed? 0 0 2 154 5 6 30 506
Total Journal Articles 8 31 119 2,815 100 288 1,076 10,570


Statistics updated 2026-08-07