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~person:"Benmelech, Efraim"
~person:"Chen, You"
~person:"Song, Zhaogang"
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Search: subject_exact:"Asset-Backed Securities"
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Benmelech, Efraim
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1
Asset pricing with cohort-based trading in MBS markets
Fusari, Nicola
;
Li, Wei
;
Liu, Haoyang
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3249-3287
Persistent link: https://www.econbiz.de/10013464253
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2
Mortgage dollar roll
Song, Zhaogang
;
Zhu, Haoxiang
- In:
The review of financial studies
32
(
2019
)
8
,
pp. 2955-2996
Persistent link: https://www.econbiz.de/10012033901
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3
Transparency and dealer networks : Evidence from the initiation of post-trade reporting in the mortgage backed security market
Schultz, Paul
;
Song, Zhaogang
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 113-133
Persistent link: https://www.econbiz.de/10012164128
Saved in:
4
The framework for seeking alpha in the global securitization market
Chen, You
- In:
The journal of structured finance
25
(
2019
)
2
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012125665
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5
Assessing commercial real estate market credit cycles and CMBS investment implications
Chen, You
- In:
The journal of structured finance
23
(
2017
)
2
,
pp. 6-23
Persistent link: https://www.econbiz.de/10011756028
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6
The real effects of liquidity during the financial crisis : evidence from automobiles
Benmelech, Efraim
;
Meisenzahl, Ralf R.
;
Ramcharan, Rodney
- In:
The quarterly journal of economics
132
(
2017
)
1
,
pp. 317-365
Persistent link: https://www.econbiz.de/10011752449
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7
Liquidity in a market for unique assets : specified pool and to-be-announced trading in the mortgage-backed securities market
Gao, Pengjie
;
Schultz, Paul
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1119-1170
Persistent link: https://www.econbiz.de/10011738671
Saved in:
8
The real effects of liquidity during the financial crisis : evidence from automobiles
Benmelech, Efraim
;
Meisenzahl, Ralf R.
;
Ramcharan, Rodney
-
2016
Persistent link: https://www.econbiz.de/10011460514
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