3
H index
1
i10 index
26
Citations
Shaojun Zhang : Citation Profile
Ohio State University | RESEARCH PRODUCTION: 7 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2016 - 2025). Relations with other researchers
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:
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Main data
Where Shaojun Zhang has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Finance | 2 |
| Journal of Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics | 11 |
Recent works citing Shaojun Zhang (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Portfolio default losses driven by idiosyncratic risks. (2025). Yang, Yang ; Tong, Zhiwei ; Chen, Shaoying. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:765-776. 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 |
| 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 |
| 2024 | The Global Credit Cycle. (2024). Boyarchenko, Nina ; Elias, Leonardo. In: Staff Reports. RePEc:fip:fednsr:98024. Full description at Econpapers || Download paper |
| 2025 | Algorithmically Efficient Identification of Volatile KSE-30 Equities and Their Role in Optimized Portfolio Allocation. (2025). Shahid, Nazish. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:1:d:10.1007_s43069-025-00421-4. Full description at Econpapers || Download paper |
Works by Shaojun Zhang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | |
| 2025 | Carbon Returns across the Globe In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2025 | Housing risk and the cross section of returns across many asset classes In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Housing Risk and the Cross-Section of Returns across Many Asset Classes.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | 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 | 10 |
| 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: 10 | 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: 10 | article | |
| 2019 | Housing Cycle and Exchange Rates In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2024 | Housing Cycles and Exchange Rates.(2024) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 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 April, 14 2025. Contact: CitEc Team