3
H index
0
i10 index
25
Citations
Ohio State University | 3 H index 0 i10 index 25 Citations RESEARCH PRODUCTION: 4 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Shaojun Zhang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics | 11 |
Year ![]() | Title of citing document ![]() |
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2023 | Sustainable aquifer management for food security. (2023). Ward, Frank A ; Amer, Saud A ; Funk, Bryana. In: Agricultural Water Management. RePEc:eee:agiwat:v:281:y:2023:i:c:s0378377422006205. Full description at Econpapers || Download paper |
2023 | Systemic risk of optioned portfolio: Controllability and optimization. (2023). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001070. Full description at Econpapers || Download paper |
2024 | Factor momentum in the Chinese stock market. (2024). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251. Full description at Econpapers || Download paper |
2023 | International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421. Full description at Econpapers || Download paper |
2024 | Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578. Full description at Econpapers || Download paper |
2023 | Predicting stock market returns using aggregate credit risk. (2023). Sun, Xuchu ; Li, Tangrong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:1087-1103. Full description at Econpapers || Download paper |
2024 | The Global Credit Cycle. (2024). Boyarchenko, Nina ; Elias, Leonardo. In: Staff Reports. RePEc:fip:fednsr:98024. Full description at Econpapers || Download paper |
2023 | Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03. Full description at Econpapers || Download paper |
2023 | Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?. (2023). Wiest, Tobias. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:1:d:10.1007_s11408-022-00417-8. Full description at Econpapers || Download paper |
2023 | Risk measures and portfolio analysis in the paradigm of climate finance: a review. (2023). Nag, Suryadeepto ; Chakrabarty, Siddhartha P. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00449-w. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2021 | Limited Risk Sharing and International Equity Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 4 |
2016 | Limited Risk Sharing and International Equity Returns.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2020 | The Effect of the Dollar on Trade Prices In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2016 | Systemic Default and Return Predictability in the Stock and Bond Markets In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
2023 | Systematic Default and Return Predictability in the Stock and Bond Markets.(2023) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2023 | Systematic default and return predictability in the stock and bond markets.(2023) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2019 | Housing Cycle and Exchange Rates In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2020 | Housing Risk and the Cross-Section of Returns across Many Asset Classes In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Dissecting Currency Momentum In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2022 | Dissecting currency momentum.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2022 | Do Investors Care about Carbon Risk? A Global Perspective In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2022 | Expert Network Calls In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Factor Value In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | Understanding Factor Value In: Working Paper Series. [Citation analysis] | paper | 0 |
2024 | Alternative Data in Active Asset Management In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | Applications of equity derivatives to portfolio management In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team