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~person:"Chen, You"
~person:"Song, Zhaogang"
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Chen, You
Song, Zhaogang
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Asset pricing with cohort-based trading in MBS markets
Fusari, Nicola
;
Li, Wei
;
Liu, Haoyang
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3249-3287
Persistent link: https://www.econbiz.de/10013464253
Saved in:
2
The framework for seeking alpha in the global securitization market
Chen, You
- In:
The journal of structured finance
25
(
2019
)
2
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012125665
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3
Mortgage dollar roll
Song, Zhaogang
;
Zhu, Haoxiang
- In:
The review of financial studies
32
(
2019
)
8
,
pp. 2955-2996
Persistent link: https://www.econbiz.de/10012033901
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4
Transparency and dealer networks : Evidence from the initiation of post-trade reporting in the mortgage backed security market
Schultz, Paul
;
Song, Zhaogang
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 113-133
Persistent link: https://www.econbiz.de/10012164128
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5
Assessing commercial real estate market credit cycles and CMBS investment implications
Chen, You
- In:
The journal of structured finance
23
(
2017
)
2
,
pp. 6-23
Persistent link: https://www.econbiz.de/10011756028
Saved in:
6
Liquidity in a market for unique assets : specified pool and to-be-announced trading in the mortgage-backed securities market
Gao, Pengjie
;
Schultz, Paul
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1119-1170
Persistent link: https://www.econbiz.de/10011738671
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