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A tale of two option markets : pricing kernels and volatility risk
Song, Zhaogang; Xiu, Dacheng - In: Journal of econometrics 190 (2016) 1, pp. 176-196
Persistent link: https://www.econbiz.de/10011591632
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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
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Commonality in credit spread changes : dealer inventory and intermediary distress
He, Zhiguo; Khorrami, Paymon; Song, Zhaogang - 2019
Persistent link: https://www.econbiz.de/10012169666
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The value of trading relations in turbulent times
Di Maggio, Marco; Kermani, Amir; Song, Zhaogang - In: Journal of financial economics 124 (2017) 2, pp. 266-284
Persistent link: https://www.econbiz.de/10011751441
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Trading methods and trading costs for agency mortgage-backed securities
Gao, Pengjie; Schultz, Paul H.; Song, Zhaogang - In: Journal of investment management : JOIM 16 (2018) 4, pp. 29-46
Persistent link: https://www.econbiz.de/10011961004
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Quantitative easing auctions of Treasury bonds
Song, Zhaogang; Zhu, Haoxiang - In: Journal of financial economics 128 (2018) 1, pp. 103-124
Persistent link: https://www.econbiz.de/10011969112
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Do hedge funds exploit rare disaster concerns?
Gao, George P.; Gao, Pengjie; Song, Zhaogang - In: The review of financial studies 31 (2018) 7, pp. 2650-2692
Persistent link: https://www.econbiz.de/10011927183
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A tale of two option markets : pricing kernels and volatility risk
Song, Zhaogang; Xiu, Dacheng - 2014
Persistent link: https://www.econbiz.de/10010434036
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QE auctions of treasury bonds
Song, Zhaogang; Zhu, Haoxiang - 2014
Persistent link: https://www.econbiz.de/10010434080
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Probability weighting of rare events and currency returns
Chabi-Yo, Fousseni; Song, Zhaogang - 2012 - This draft, November 15, 2012
Persistent link: https://www.econbiz.de/10009697741