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 1 1 31 0 1 1 188
Aggregate Idiosyncratic Volatility 0 0 0 76 0 0 0 457
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 0 0 1 600
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 359 0 0 1 956
Finding Anomalies in China 1 4 41 93 3 10 91 153
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 251 0 2 8 651
International Stock Return Comovements 0 0 0 42 0 1 1 239
International Stock Return Comovements 0 0 0 191 1 1 2 672
International Stock Return Comovements 0 0 0 234 0 0 2 688
International stock return comovements 0 0 1 106 1 1 4 324
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 0 0 1 1,467
Pricing the Global Industry Portfolios 0 0 0 207 1 2 3 613
The Cross-Section of Volatility and Expected Returns 0 1 3 608 1 5 15 1,974
The International Commonality of Idiosyncratic Variances 0 0 3 4 0 0 10 13
Total Working Papers 1 6 50 2,348 7 23 140 8,995

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 1 1 5 367
Anticipating Uncertainty: Straddles around Earnings Announcements 0 0 3 24 0 2 6 67
Can Shorts Predict Returns? A Global Perspective 0 0 4 9 2 3 20 38
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 2 5 1 1 6 35
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 77 0 0 0 263
Evaluating the specification errors of asset pricing models 0 0 1 155 0 0 1 469
Government Affiliation and Peer-To-Peer Lending Platforms in China 0 0 1 8 1 2 5 30
Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework 0 0 1 23 0 0 1 59
High idiosyncratic volatility and low returns: International and further U.S. evidence 1 1 12 549 5 9 55 1,897
International Stock Return Comovements 0 0 7 191 3 5 23 690
Investing in Talents: Manager Characteristics and Hedge Fund Performances 0 1 3 75 0 1 11 271
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 0 11 0 0 2 71
Shackling Short Sellers: The 2008 Shorting Ban 0 1 2 49 3 6 21 225
Specification tests of international asset pricing models 0 0 1 72 0 0 2 185
Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation 0 0 0 0 0 3 6 9
The Cross‐Section of Volatility and Expected Returns 3 9 26 729 8 32 147 2,777
The information content of the sentiment index 0 0 3 64 0 2 12 234
Tracking Retail Investor Activity 0 5 24 77 3 18 80 284
What Do Short Sellers Know?* 0 1 5 16 1 4 9 40
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 0 1 10 326 0 1 22 870
Which Shorts Are Informed? 0 0 0 150 1 3 10 473
Total Journal Articles 4 19 105 2,656 29 93 444 9,354

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Statistics updated 2025-03-03