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 3 4 4 960
Finding Anomalies in China 1 1 15 99 3 5 45 177
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 251 8 10 15 662
International Stock Return Comovements 0 0 0 191 0 1 4 674
International Stock Return Comovements 0 0 0 42 1 2 5 243
International Stock Return Comovements 0 0 0 234 0 0 2 689
International stock return comovements 0 1 1 107 0 1 3 326
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 1 1 2 1,469
Pricing the Global Industry Portfolios 0 0 0 207 1 1 3 614
The Cross-Section of Volatility and Expected Returns 1 1 6 611 4 8 24 1,990
The International Commonality of Idiosyncratic Variances 0 0 0 4 0 2 4 17
Total Working Papers 2 3 24 2,358 21 37 118 9,071


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 1 1 1 25 3 5 7 72
Can Shorts Predict Returns? A Global Perspective 0 2 2 11 0 4 12 45
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 1 5 0 0 4 37
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 77 1 1 1 264
Evaluating the specification errors of asset pricing models 0 0 0 155 2 3 4 473
Government Affiliation and Peer-To-Peer Lending Platforms in China 0 2 3 10 0 3 9 35
Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework 0 0 0 23 2 2 2 61
High idiosyncratic volatility and low returns: International and further U.S. evidence 1 1 8 553 3 5 31 1,915
International Stock Return Comovements 0 1 2 193 3 5 14 699
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 1 2 76 0 1 2 272
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 1 12 0 0 3 74
Shackling Short Sellers: The 2008 Shorting Ban 1 1 9 57 4 7 25 243
Specification tests of international asset pricing models 0 0 1 72 0 0 1 185
Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation 0 0 0 0 1 3 8 12
The Cross‐Section of Volatility and Expected Returns 4 7 33 750 23 44 155 2,886
The information content of the sentiment index 0 0 1 65 0 2 9 241
Tracking Retail Investor Activity 4 7 20 90 9 22 62 322
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 9 333 6 11 22 890
Which Shorts Are Informed? 0 0 2 152 2 2 8 478
Total Journal Articles 12 25 96 2,721 59 120 388 9,614


Statistics updated 2025-11-08