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Z

Zhaogang Song

 johns hopkins university

18H指数
78论文数
1.5K被引数
收录论文 14
发表时间
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Agency MBS as Safe Assets机构MBS作为安全资产
errReview of Financial Studies
IF5.4
err2025-08-01
err2
PREAI
errHe, Zhiguo; Song, Zhaogang
err分享
err收藏
An empirical test of auction efficiency: evidence from MBS auctions of the Federal Reserve
errCHINA FINANCE REVIEW INTERNATIONAL
IF7.6
err2024-10-31
err0
errOAAI
errBonadi, Pietro; Hotacsu, Ali; Song, Zhaogang
err分享
err收藏
Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementation?
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2023-04-27
err1
PREAI
errAn, Yu; Song, Zhaogang
err分享
err收藏
Asset Pricing with Cohort-Based Trading in MBS Markets
errJOURNAL OF FINANCE
IF9.5
err2022-10-06
err6
errOAAI
errFusari, Nicola; Li, Wei; Liu, Haoyang; Song, Zhaogang
err分享
err收藏
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2022-01-26
err14
errOAAI
errHe, Zhiguo; Khorrami, Paymon; Song, Zhaogang
err分享
err收藏
Treasury inconvenience yields during the COVID-19 crisis
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2022-01-01
err51
errOAAI
errHe, Zhiguo; Nagel, Stefan; Song, Zhaogang
err分享
err收藏
Disagreement beta
errJOURNAL OF MONETARY ECONOMICS
IF4.1
err2019-11-01
err11
PREAI
errGao, George P.; Lu, Xiaomeng; Song, Zhaogang; Yan, Hongjun
err分享
err收藏
Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2019-07-01
err10
PREAI
errSchultz, Paul; Song, Zhaogang
err分享
err收藏
Mortgage Dollar Roll
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2018-11-16
err11
errOAAI
errSong, Zhaogang; Zhu, Haoxiang
err分享
err收藏
Do Hedge Funds Exploit Rare Disaster Concerns?
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2018-03-24
err40
PREAI
errGao, George P.; Gao, Pengjie; Song, Zhaogang
err分享
err收藏
Liquidity in a Market for Unique Assets: Specified Pool and To-Be-Announced Trading in the Mortgage-Backed Securities Market
errJOURNAL OF FINANCE
IF9.5
err2017-04-13
err21
PREAI
errGao, Pengjie; Schultz, Paul; Song, Zhaogang
err分享
err收藏
A tale of two option markets: Pricing kernels and volatility risk
errJOURNAL OF ECONOMETRICS
IF4
err2016-01-01
err72
errOAAI
errSong, Zhaogang; Xiu, Dacheng
err分享
err收藏
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach
errJOURNAL OF ECONOMETRICS
IF4
err2013-03-01
err2
PREAI
errChen, Bin; Song, Zhaogang
err分享
err收藏
A martingale approach for testing diffusion models based on infinitesimal operator
errJOURNAL OF ECONOMETRICS
IF4
err2011-06-01
err11
PREAI
errSong, Zhaogang
err分享
err收藏

研究方向

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合作学者
合作期刊
李玮 封面图
李玮 (Wei Li)
H 指数: 59 · 论文数: 607
Z
Zhiguo He
H 指数: 47 · 论文数: 205
S
Stefan Nagel
H 指数: 46 · 论文数: 162
P
Paul Schultz
H 指数: 40 · 论文数: 127
修
修大成 (Dacheng Xiu)
H 指数: 38 · 论文数: 98
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