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 1 3 14 319
Aggregate Idiosyncratic Volatility 0 1 2 26 0 3 10 158
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 1 1 139 0 1 3 575
Evaluating the Specification Errors of Asset Pricing Models 0 0 0 358 0 0 2 937
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 2 5 20 214 2 7 34 542
International Stock Return Comovements 0 0 0 191 0 1 9 598
International Stock Return Comovements 0 0 0 42 0 0 4 168
International Stock Return Comovements 0 0 1 232 0 0 11 603
Mutual Funds and Stock and Bond Market Stability 0 0 0 2 0 1 1 1,442
Pricing the Global Industry Portfolios 0 0 2 205 0 0 2 595
The Cross-Section of Volatility and Expected Returns 2 12 37 561 6 24 93 1,747
Total Working Papers 4 19 63 2,046 9 40 183 7,684


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 2 39 0 1 13 173
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims 0 0 0 3 0 0 1 12
Evaluating asset pricing models using the second Hansen-Jagannathan distance 0 0 0 66 0 2 2 220
Evaluating the specification errors of asset pricing models 0 0 1 144 1 1 12 397
High idiosyncratic volatility and low returns: International and further U.S. evidence 8 23 40 346 11 46 121 1,060
International Stock Return Comovements 0 0 6 176 0 3 22 532
Investing in Talents: Manager Characteristics and Hedge Fund Performances 2 4 9 50 4 9 25 189
Shackling Short Sellers: The 2008 Shorting Ban 0 1 5 33 0 1 7 119
Specification tests of international asset pricing models 0 0 4 65 0 2 8 154
Stochastic resonance in an asymmetric bistable system with coloured noises and periodic rectangular signal 0 0 0 1 0 1 1 45
The Cross-Section of Volatility and Expected Returns 3 8 53 599 12 43 199 2,029
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? 1 6 41 184 3 20 100 486
Which Shorts Are Informed? 2 2 4 126 2 4 14 370
Total Journal Articles 16 44 165 1,832 33 133 525 5,786


Statistics updated 2019-07-03