Zhaoguo Zhan : Citation Profile


Kennesaw State University

6

H index

3

i10 index

144

Citations

RESEARCH PRODUCTION:

13

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 7
   Journals where Zhaoguo Zhan has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 5 (3.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzh929
   Updated: 2026-01-10    RAS profile: 2025-11-11    
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Relations with other researchers


Works with:

Kleibergen, Frank (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhaoguo Zhan.

Is cited by:

Khalaf, Lynda (9)

Gospodinov, Nikolay (4)

Meinerding, Christoph (4)

Kenny, Charles (4)

Chen, Xi (4)

Zhang, Xiang (4)

Kleibergen, Frank (4)

Anatolyev, Stanislav (3)

Crump, Richard (3)

Cattaneo, Matias (3)

Adrian, Tobias (3)

Cites to:

Kleibergen, Frank (24)

Shanken, Jay (11)

Kremer, Michael (9)

Mavroeidis, Sophocles (7)

Dufour, Jean-Marie (7)

Fama, Eugene (7)

French, Kenneth (6)

Jagannathan, Ravi (6)

Stock, James (6)

Khalaf, Lynda (5)

Lettau, Martin (5)

Main data


Where Zhaoguo Zhan has published?


Journals with more than one article published# docs
Journal of Financial Econometrics3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Zhaoguo Zhan (2025 and 2024)


YearTitle of citing document
2025Relaxing Migration Restrictions and Labor Reallocation. (2025). Yuan, Lingran ; Jin, Songqing ; Hu, Peinan ; Gong, Binlei. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361187.

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2024Is Long‐Run Risk Really Priced? Revisiting Liu and Matthies (2022). (2024). Maio, Paulo. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2885-2900.

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2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; Fu, QI ; So, Jacky Yuk-Chow. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Li, Yingying ; Lu, Wenbin ; Wan, Runzhe ; Song, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024Some children left behind: Variation in the effects of an educational intervention. (2024). Thornton, Rebecca ; Smith, Jeffrey ; Munoz-Morales, Juan ; Kerwin, Jason ; Buhl-Wiggers, Julie ; Muoz-Morales, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s0304407622000355.

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2025Identification robust inference for the risk premium in term structure models. (2025). Kong, Lingwei ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000745.

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2025Identification-robust and simultaneous inference in multifactor asset pricing models. (2025). Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002665.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tedongap, Romeo ; Tinang, Jules. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263.

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2024Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998.

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2024GMM weighting matrices in cross-sectional asset pricing tests. (2024). Laurinaityte, Nora ; Thimme, Julian ; Meinerding, Christoph ; Schlag, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438.

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2024Chinese consumption shocks and U.S. equity returns. (2024). Kim, Minki ; Lam, Sing-Sen ; Lee, Kiryoung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005033.

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2025An information-theoretic asset pricing model. (2025). Ghosh, Anisha ; Taylor, Alex P ; Julliard, Christian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126155.

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2024Linear Factor Models and the Estimation of Expected Returns. (2024). Werker, Bas ; Sarisoy, Cisil. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-14.

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2024Testing and Ranking of Asset Pricing Models Using the GRS Statistic. (2024). Shi, Ruoyao ; Kamstra, Mark J. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:168-:d:1379260.

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2025How Does Social Security Affect Farmers’ Contracted Land Withdrawal: Evidence from the Suburbs of Shanghai and Wuhan. (2025). Zhong, Wenyu ; Tian, Xia ; Cai, Yinying ; Sun, Yiping. In: Land. RePEc:gam:jlands:v:14:y:2025:i:10:p:1965-:d:1760788.

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2024A simple test of misspecification for linear asset pricing models. (2024). Giannetti, Antoine. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:3:d:10.1007_s11408-024-00445-6.

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2024Grandfathers and Grandsons: Social Security Expansion and Child Health in China. (2024). Yang, Jinyang ; Chen, Xi. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1503.

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Works by Zhaoguo Zhan:


YearTitleTypeCited
2014Unexplained factors and their effects on second pass R-squared’s In: UvA-Econometrics Working Papers.
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paper46
2015Unexplained factors and their effects on second pass R-squared’s.(2015) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 46
article
2021Local Composite Quantile Regression for Regression Discontinuity In: Papers.
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paper4
2022Local Composite Quantile Regression for Regression Discontinuity.(2022) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 4
article
2021Double robust inference for continuous updating GMM In: Papers.
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paper1
2025Double robust inference for continuous updating GMM.(2025) In: Quantitative Economics.
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This paper has nother version. Agregated cites: 1
article
2022Misspecification and Weak Identification in Asset Pricing In: Papers.
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paper0
2020Robust Inference for Consumption‐Based Asset Pricing In: Journal of Finance.
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article32
2024Does Health Behavior Change After Diagnosis? Evidence From Fuzzy Regression Discontinuity In: Journal of Econometric Methods.
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article0
2006Lowering Child Mortality in Poor Countries: The Power of Knowledgeable Parents In: CEP Discussion Papers.
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paper7
2006Lowering child mortality in poor countries: the power of knowledgeable parents.(2006) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 7
paper
2013The Surprisingly Dire Situation of Childrens Education in Rural West Africa: Results from the CREO Study in Guinea-Bissau In: CEP Discussion Papers.
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paper0
2013The surprisingly dire situation of childrens education in rural west Africa: results from the CREO study in Guinea-Bissau.(2013) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 0
paper
2020ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS In: Econometric Theory.
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article3
2016Robust inference in structural VARs with long-run restrictions In: ESSEC Working Papers.
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paper3
2015A medal share model for Olympic performance In: Economics Bulletin.
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article1
2014The Surprisingly Dire Situation of Childrens Education in Rural West Africa: Results from the CREO Study in Guinea-Bissau (Comprehensive Review of Education Outcomes) In: NBER Chapters.
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chapter7
2013The Surprisingly Dire Situation of Childrens Education in Rural West Africa: Results from the CREO Study in Guinea-Bissau (Comprehensive Review of Education Outcomes).(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2025A Powerful Test Needs to Be Size-Correct: Response to “Robust Inference for Consumption-Based Asset Pricing with Power” In: Critical Finance Review.
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article0
2018Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors In: Journal of Financial Econometrics.
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article7
2023Identification Robust Testing of Risk Premia in Finite Samples In: Journal of Financial Econometrics.
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article2
2023Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples* In: Journal of Financial Econometrics.
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article1
2018The Impact of Rural Pensions in China on Labor Migration In: The World Bank Economic Review.
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article25
2020Does Extending Unemployment Benefits Improve Job Quality? Comment In: MPRA Paper.
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paper0
2016Linear regression with an estimated regressor: applications to aggregate indicators of economic development In: Empirical Economics.
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article5

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