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Shaojun Zhang

Personal Details

First Name:Shaojun
Middle Name:
Last Name:Zhang
Suffix:
RePEc Short-ID:pzh1075
[This author has chosen not to make the email address public]
https://sites.google.com/view/zhangshaojun

Affiliation

Fisher College of Business
Ohio State University

Columbus, Ohio (United States)
http://fisher.osu.edu/
RePEc:edi:cbohsus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Zhang, Shaojun, 2022. "Do Investors Care about Carbon Risk? A Global Perspective," Working Paper Series 2022-06, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  2. Cao, Sean & Green, T. Clifton & Lei, Lijun (Gillian) & Zhang, Shaojun, 2022. "Expert Network Calls," Working Paper Series 2022-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  3. Zhang, Shaojun, 2020. "Dissecting Currency Momentum," Working Paper Series 2020-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  4. Ma, Sai & Zhang, Shaojun, 2020. "Housing Risk and the Cross-Section of Returns across Many Asset Classes," Working Paper Series 2020-08, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  5. Sai Ma & Tim Schmidt-Eisenlohr & Shaojun Zhang, 2020. "The Effect of the Dollar on Trade Prices," CESifo Working Paper Series 8727, CESifo.
  6. Ma, Sai & Zhang, Shaojun, 2019. "Housing Cycle and Exchange Rates," Working Paper Series 2019-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  7. Bao, Jack & Hou, Kewei & Zhang, Shaojun A., 2016. "Systemic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series 2016-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  8. Zhang, Shaojun, 2016. "Limited Risk Sharing and International Equity Returns," Working Paper Series 2016-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

Articles

  1. Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023. "Systematic default and return predictability in the stock and bond markets," Journal of Financial Economics, Elsevier, vol. 149(3), pages 349-377.
  2. Zhang, Shaojun, 2022. "Dissecting currency momentum," Journal of Financial Economics, Elsevier, vol. 144(1), pages 154-173.
  3. Shaojun Zhang, 2021. "Limited Risk Sharing and International Equity Returns," Journal of Finance, American Finance Association, vol. 76(2), pages 893-933, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Zhang, Shaojun, 2022. "Do Investors Care about Carbon Risk? A Global Perspective," Working Paper Series 2022-06, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

    Cited by:

    1. Namasi G. Sankar & Suryadeepto Nag & Siddhartha P. Chakrabarty & Sankarshan Basu, 2024. "The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies," Papers 2401.16455, arXiv.org.
    2. Siddhartha P. Chakrabarty & Suryadeepto Nag, 2023. "Risk measures and portfolio analysis in the paradigm of climate finance: a review," SN Business & Economics, Springer, vol. 3(3), pages 1-22, March.

  2. Zhang, Shaojun, 2020. "Dissecting Currency Momentum," Working Paper Series 2020-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

    Cited by:

    1. Hutchinson, Mark C. & Kyziropoulos, Panagiotis E. & O’Brien, John & O’Reilly, Philip & Sharma, Tripti, 2022. "Technical trading rule profitability in currencies: It’s all about momentum," Research in International Business and Finance, Elsevier, vol. 63(C).
    2. Craig Burnside & Mario Cerrato & Zhekai Zhang, "undated". "Foreign exchange order flow as a risk factor," Working Papers 2023-03, Business School - Economics, University of Glasgow.
    3. Tobias Wiest, 2023. "Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(1), pages 95-114, March.

  3. Sai Ma & Tim Schmidt-Eisenlohr & Shaojun Zhang, 2020. "The Effect of the Dollar on Trade Prices," CESifo Working Paper Series 8727, CESifo.

    Cited by:

    1. Yun, Youngjin, 2021. "International spillover of central bank swap lines - Evidence from the COVID-19 experience of Korea," Finance Research Letters, Elsevier, vol. 43(C).

  4. Ma, Sai & Zhang, Shaojun, 2019. "Housing Cycle and Exchange Rates," Working Paper Series 2019-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

    Cited by:

    1. Funk, Bryana & Amer, Saud A. & Ward, Frank A., 2023. "Sustainable aquifer management for food security," Agricultural Water Management, Elsevier, vol. 281(C).
    2. Gouhari, Saeeda & Forrest, Alan & Roberts, Michaela, 2021. "Cost-effectiveness analysis of forest ecosystem services in mountain areas in Afghanistan," Land Use Policy, Elsevier, vol. 108(C).
    3. Sai Ma & Tim Schmidt-Eisenlohr & Shaojun Zhang, 2020. "The Effect of the Dollar on Trade Prices," CESifo Working Paper Series 8727, CESifo.

  5. Bao, Jack & Hou, Kewei & Zhang, Shaojun A., 2016. "Systemic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series 2016-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

    Cited by:

    1. In-Mu Haw & Wenming Wang & Wenlan Zhang & Xu Zhang, 2022. "Capturing the straw in the wind: do short sellers trade on customer information?," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1363-1394, May.
    2. Pang, Xiaochuan & Zhu, Shushang & Cui, Xueting & Ma, Jiali, 2023. "Systemic risk of optioned portfolio: Controllability and optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
    3. George P. Gao & Xiaomeng Lu & Zhaogang Song, 2019. "Tail Risk Concerns Everywhere," Management Science, INFORMS, vol. 65(7), pages 3111-3130, July.
    4. Artem Stopochkin & Inessa Sytnik & Janusz Wielki & Nataliia Zemlianska, 2021. "Methodology for Building Trader's Investment Strategy Based on Assessment of the Market Value of the Company," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 913-935.
    5. Noh, Joonki & Zhou, Dexin, 2022. "Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls," Journal of Banking & Finance, Elsevier, vol. 134(C).

  6. Zhang, Shaojun, 2016. "Limited Risk Sharing and International Equity Returns," Working Paper Series 2016-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

    Cited by:

    1. YiLi Chien & Hanno Lustig & Kanda Naknoi, 2015. "Why Are Exchange Rates So Smooth? A Household Finance Explanation," Working Papers 2015-39, Federal Reserve Bank of St. Louis.
    2. Curatola, Giuliano & Dergunov, Ilya, 2023. "International capital markets with interdependent preferences: Theory and empirical evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 403-421.

Articles

  1. Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023. "Systematic default and return predictability in the stock and bond markets," Journal of Financial Economics, Elsevier, vol. 149(3), pages 349-377.
    See citations under working paper version above.
  2. Zhang, Shaojun, 2022. "Dissecting currency momentum," Journal of Financial Economics, Elsevier, vol. 144(1), pages 154-173.
    See citations under working paper version above.
  3. Shaojun Zhang, 2021. "Limited Risk Sharing and International Equity Returns," Journal of Finance, American Finance Association, vol. 76(2), pages 893-933, April.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (2) 2023-05-08 2023-09-11
  2. NEP-RMG: Risk Management (2) 2016-09-25 2023-09-11
  3. NEP-DGE: Dynamic General Equilibrium (1) 2018-06-11
  4. NEP-ENE: Energy Economics (1) 2023-01-09
  5. NEP-ENV: Environmental Economics (1) 2023-01-09
  6. NEP-FDG: Financial Development and Growth (1) 2023-09-11
  7. NEP-FMK: Financial Markets (1) 2023-09-11
  8. NEP-INT: International Trade (1) 2020-12-14
  9. NEP-MAC: Macroeconomics (1) 2016-09-25
  10. NEP-MON: Monetary Economics (1) 2020-12-14
  11. NEP-OPM: Open Economy Macroeconomics (1) 2019-06-10
  12. NEP-ORE: Operations Research (1) 2021-02-15
  13. NEP-UPT: Utility Models and Prospect Theory (1) 2020-11-16
  14. NEP-URE: Urban and Real Estate Economics (1) 2020-11-16

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