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ECONIS (ZBW)
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1
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
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
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:
5
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
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6
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:
7
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:
8
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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9
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
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10
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
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