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 1 30 1 1 5 186
Aggregate Idiosyncratic Volatility 0 0 0 76 0 1 23 457
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 1 144 0 0 1 598
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 1 248 0 1 5 639
International Stock Return Comovements 0 0 0 191 1 1 14 669
International Stock Return Comovements 0 0 0 42 0 0 26 238
International Stock Return Comovements 0 0 0 234 0 1 29 685
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 0 1 3 1,466
Pricing the Global Industry Portfolios 0 0 0 207 0 0 0 610
The Cross-Section of Volatility and Expected Returns 0 1 5 605 0 3 31 1,953
Total Working Papers 0 1 8 2,138 2 9 137 8,456


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 1 45 1 1 50 361
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 0 3 0 0 0 29
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 3 76 1 1 8 261
Evaluating the specification errors of asset pricing models 0 0 1 154 0 0 3 467
High idiosyncratic volatility and low returns: International and further U.S. evidence 2 7 30 529 7 30 149 1,817
International Stock Return Comovements 1 1 1 180 3 3 16 656
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 0 2 72 0 0 9 258
Shackling Short Sellers: The 2008 Shorting Ban 0 0 6 47 0 3 26 201
Specification tests of international asset pricing models 0 0 0 71 2 2 5 183
Stochastic resonance in an asymmetric bistable system with coloured noises and periodic rectangular signal 0 0 0 1 0 0 0 47
The Cross‐Section of Volatility and Expected Returns 1 5 15 700 8 20 81 2,592
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 0 5 26 313 2 9 57 841
Which Shorts Are Informed? 0 1 8 149 0 2 14 461
Total Journal Articles 4 19 93 2,340 24 71 418 8,174


Statistics updated 2023-12-04