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Zhaogang Song
Zhaogang Song
The Johns Hopkins Carey Business School
Verified email at jhu.edu - Homepage
Title
Cited by
Cited by
Year
The value of trading relations in turbulent times
M Di Maggio, A Kermani, Z Song
Journal of Financial Economics 124 (2), 266-284, 2017
3292017
Treasury inconvenience yields during the covid-19 crisis
Z He, S Nagel, Z Song
Journal of Financial Economics 143 (1), 57-79, 2022
2752022
A tale of two option markets: Pricing kernels and volatility risk
Z Song, D Xiu
Journal of Econometrics 190 (1), 176-196, 2016
150*2016
Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises
GS Cortes, GP Gao, FBG Silva, Z Song
Journal of International Money and Finance 122, 102543, 2022
1272022
Tail risk concerns everywhere
GP Gao, X Lu, Z Song
Management Science, 2018
112*2018
Do hedge funds exploit rare disaster concerns?
GP Gao, P Gao, Z Song
The Review of Financial Studies 31 (7), 2650-2692, 2018
942018
Quantitative easing auctions of Treasury bonds
Z Song, H Zhu
Journal of Financial Economics 128 (1), 103-124, 2018
81*2018
Commonality in credit spread changes: Dealer inventory and intermediary distress
Z He, P Khorrami, Z Song
The Review of Financial Studies, 2021
572021
Liquidity in a Market for Unique Assets: Specified Pool and To‐Be‐Announced Trading in the Mortgage‐Backed Securities Market
P GAO, P SCHULTZ, Z SONG
The Journal of Finance, 2017
522017
Disagreement Beta
G Gao, X Lu, Z Song, H Yan
Journal of Monetary Economics, 2019
36*2019
Mortgage dollar roll
Z Song, H Zhu
The Review of Financial Studies 32 (8), 2955-2996, 2019
322019
Determinants of the Managerial Equity Compensation in Chinese Stock Markets
Z Song
Research of Institutinal Economics 10 (12), 109-125, 2006
27*2006
Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Market in the COVID-19 Crisis
J Chen, H Liu, A Sarkar, Z Song
26*2020
Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market
P Schultz, Z Song
Journal of Financial Economics 133 (1), 113-133, 2019
262019
Agency MBS as safe assets
Z He, Z Song
Working paper Johns Hopkins Carey Business School, 2019
222019
A tale of two option markets: state-price densities and volatility risk
Z Song, D Xiu
Journal of Econometrics 190 (1), 176-196, 2016
222016
A martingale approach for testing diffusion models based on infinitesimal operator
Z Song
Journal of Econometrics 162 (2), 189-212, 2011
212011
Term Structure of Interest Rates with Short-Run and Long-Run Risks
OV Grishchenko, Z Song, H Zhou
17*2016
Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementations?
Y An, Z Song
Johns Hopkins Carey Business School Research Paper No. 20 5, 2020
162020
Asset Pricing with Cohort-Based Trading in MBS Markets
N Fusari, W Li, H Liu, Z Song
Journal of Finance, 2020
152020
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Articles 1–20