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 2 26 1 1 7 159
Aggregate Idiosyncratic Volatility 0 0 0 76 6 9 21 330
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 1 139 1 1 4 576
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 358 3 4 6 941
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 3 5 22 221 12 16 47 562
International Stock Return Comovements 0 0 0 232 2 6 14 611
International Stock Return Comovements 0 0 0 191 1 3 8 602
International Stock Return Comovements 0 0 0 42 0 1 2 169
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 1 1 2 1,443
Pricing the Global Industry Portfolios 0 0 1 205 1 3 4 598
The Cross-Section of Volatility and Expected Returns 3 7 38 571 15 25 111 1,792
Total Working Papers 6 12 64 2,063 43 70 226 7,783


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 3 40 3 6 16 181
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 0 3 0 0 0 12
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 66 1 2 4 222
Evaluating the specification errors of asset pricing models 0 0 1 144 5 9 17 406
High idiosyncratic volatility and low returns: International and further U.S. evidence 7 12 52 361 24 56 165 1,126
International Stock Return Comovements 0 0 2 176 1 4 20 539
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 2 13 55 1 4 30 197
Shackling Short Sellers: The 2008 Shorting Ban 1 2 6 36 1 3 10 125
Specification tests of international asset pricing models 0 0 3 65 6 7 13 161
Stochastic resonance in an asymmetric bistable system with coloured noises and periodic rectangular signal 0 0 0 1 0 0 1 45
The Cross‐Section of Volatility and Expected Returns 11 15 55 617 27 50 212 2,091
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 2 5 31 190 7 18 93 508
Which Shorts Are Informed? 0 1 5 128 3 5 15 376
Total Journal Articles 21 38 171 1,882 79 164 596 5,989


Statistics updated 2019-11-03