Shaojun Zhang : Citation Profile

Ohio State University

4

H index

2

i10 index

44

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

RESEARCH ACTIVITY:

   9 years (2016 - 2025). See details.
   Cites by year: 4
   Journals where Shaojun Zhang has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 1 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh1075
   Updated: 2026-01-10    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Ma, Sai (2)

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

Is cited by:

Naknoi, Kanda (3)

Chien, YiLi (3)

Sakemoto, Ryuta (3)

Burnside, Craig (2)

Demir, Ender (1)

van der Ploeg, Frederick (Rick) (1)

Curatola, Giuliano (1)

Boyarchenko, Nina (1)

Lustig, Hanno (1)

Gözgör, Giray (1)

Bauer, Michael (1)

Cites to:

Obstfeld, Maurice (6)

Corsetti, Giancarlo (4)

Gopinath, Gita (4)

Pesenti, Paolo (3)

Itskhoki, Oleg (3)

Konings, Jozef (2)

Gourinchas, Pierre-Olivier (2)

Kehoe, Timothy (2)

Devereux, Michael (2)

Boz, Emine (2)

Judd, Kenneth (2)

Main data

Where Shaojun Zhang has published?

Journals with more than one article published# docs
Journal of Financial Economics2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics12

Recent works citing Shaojun Zhang (2025 and 2024)

YearTitle of citing document
2024The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies. (2024). Nag, Suryadeepto ; Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Sankar, Namasi G. In: Papers. RePEc:arx:papers:2401.16455.

Full description at Econpapers || Download paper

2025Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction. (2025). Wang, Chaoqun ; Ling, Aifan ; Xu, Yaxin ; Lu, YI. In: Papers. RePEc:arx:papers:2509.10802.

Full description at Econpapers || Download paper

2025Drawing up the bill: Are ESG ratings related to stock returns around the world?. (2025). van Dijk, Mathijs ; Krger, Philipp ; Alves, Rmulo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000367.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2025Creditable bonds’ multifunctional roles during the COVID-19 pandemic. (2025). CHONG, Terence Tai Leung ; Yang, Junhong ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002730.

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2025Are ESG factors truly unique?. (2025). Covachev, Svetoslav ; Brito-Ramos, Sofia ; Martel, Jocelyn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000269.

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2025Green stocks and monetary policy shocks: Evidence from Europe. (2025). Rudebusch, Glenn ; Bauer, Michael ; Offner, Eric A. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125000947.

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2025Portfolio 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.

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2024Factor momentum in the Chinese stock market. (2024). Ma, Tian ; Jiang, Fuwei ; Liao, Cunfei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251.

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2024The carbon premium: Correlation or causality? Evidence from S&P 500 companies. (2024). Nag, Suryadeepto ; Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Sankar, Namasi G. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003438.

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2025Reevaluating the carbon premium: Evidence of green outperformance. (2025). van der Sanden, Floor ; Hambel, Christoph. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001292.

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2025Optimal share repurchase decision model for retailers under supply chain collaboration. (2025). Li, Xin ; Xu, Zihan ; Mei, Dexiang ; Wang, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003229.

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2025What shapes export competitiveness of home country firms? Host country environmental regulations or labor standards. (2025). Wang, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003308.

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2025Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

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2025Bitcoin-to-gold ratio and stock market returns. (2025). Demir, Ender ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007159.

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2025Global foreign exchange volatility, ambiguity, and currency carry trades. (2025). Sakemoto, Ryuta ; Asano, Takao ; Cai, Xiaojing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001281.

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2025Pension fund flows, exchange rates, and covered interest rate parity. (2025). Sialm, Clemens ; Aldunate, Felipe ; Da, Zhi ; Larrain, Borja. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000832.

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2024Cross-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.

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2025Policy transition risk, carbon premiums, and asset prices. (2025). van der Ploeg, Frederick (Rick) ; Hambel, Christoph. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000510.

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2025Newly-constructed Chinese geopolitical risk index and trade stock returns. (2025). Gözgör, Giray ; Zeng, Qing ; Zhang, Jixiang ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004987.

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2025Do forward exchange rate conditions intervene with the transmission of stock market volatility and COVID-19 impact? Sign and location-based asymmetries. (2025). Grebinevych, Oksana ; Galariotis, Emilios ; Roubaud, David ; Sheikh, Umaid A ; Tabash, Mosab I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001850.

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2024The Global Credit Cycle. (2024). Elias, Leonardo ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:98024.

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2025How Does Climate Change Interact with the Financial System?. (2025). Furukawa, Kakuho ; Ichiue, Hibiki ; Shiraki, Noriyuki. In: Monetary and Economic Studies. RePEc:ime:imemes:v:43:y:2025:p:61-94.

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2025Algorithmically 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.

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Works by Shaojun Zhang:

YearTitleTypeCited
2021Limited Risk Sharing and International Equity Returns In: Journal of Finance.
[Full Text][Citation analysis]		article4
2016Limited Risk Sharing and International Equity Returns.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2025Carbon Returns across the Globe In: Journal of Finance.
[Full Text][Citation analysis]		article6
2025Housing risk and the cross section of returns across many asset classes In: Real Estate Economics.
[Full Text][Citation analysis]		article1
2020Housing 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: 1		paper
2020The Effect of the Dollar on Trade Prices In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2016Systemic Default and Return Predictability in the Stock and Bond Markets In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2023Systematic 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: 16		paper
2023Systematic 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: 16		article
2019Housing Cycle and Exchange Rates In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2024Housing Cycles and Exchange Rates.(2024) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2020Dissecting Currency Momentum In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2022Dissecting currency momentum.(2022) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2022Do Investors Care about Carbon Risk? A Global Perspective In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2022Expert Network Calls In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Factor Value In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Understanding Factor Value In: Working Paper Series.
[Citation analysis]		paper0
2024Alternative Data in Active Asset Management In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Oil-Driven Greenium In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2024Applications of equity derivatives to portfolio management In: Journal of Asset Management.
[Full Text][Citation analysis]		article0

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