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Probability Weighting of Rare...
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Chabi-Yo, Fousseni
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Bali, Turan G.
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ECONIS (ZBW)
29
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9
Other ZBW resources
1
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Probability weighting of rare events and currency returns
Chabi-Yo, Fousseni
;
Song, Zhaogang
-
2012
-
This draft, November 15, 2012
Persistent link: https://www.econbiz.de/10009697741
Saved in:
2
Does the federal reserve obtain competitive and appropriate prices in monetary policy implementation?
An, Yu
;
Song, Zhaogang
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4113-4157
Persistent link: https://www.econbiz.de/10014392046
Saved in:
3
An empirical test of auction efficiency : evidence from MBS auctions of the Federal Reserve
Bonadi, Pietro
;
Hotacsu, Ali
;
Song, Zhaogang
- In:
China finance review international
14
(
2024
)
4
,
pp. 649-665
Persistent link: https://www.econbiz.de/10015323286
Saved in:
4
Do hedge funds exploit rare disaster concerns?
Gao, George P.
;
Gao, Pengjie
;
Song, Zhaogang
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2650-2692
Persistent link: https://www.econbiz.de/10011927183
Saved in:
5
Quantitative easing auctions of Treasury bonds
Song, Zhaogang
;
Zhu, Haoxiang
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 103-124
Persistent link: https://www.econbiz.de/10011969112
Saved in:
6
The value of trading relations in turbulent times
Di Maggio, Marco
;
Kermani, Amir
;
Song, Zhaogang
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 266-284
Persistent link: https://www.econbiz.de/10011751441
Saved in:
7
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
Saved in:
8
A tale of two option markets : pricing kernels and volatility risk
Song, Zhaogang
;
Xiu, Dacheng
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011591632
Saved in:
9
Tail risk concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
10
Commonality in credit spread changes : dealer inventory and intermediary distress
He, Zhiguo
;
Khorrami, Paymon
;
Song, Zhaogang
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4630-4673
Persistent link: https://www.econbiz.de/10013400131
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