Liang Zhang
Finance · with Huang · 2009
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 15 citations into it
Whom Liang Zhang trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- Nusret Cakici (in Finance)
- Turan G. Bali (in Finance)
Papers from Liang Zhang's perspective
Ordered by how strongly the researchers Liang Zhang trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross-Section of Volatility and Expected Returns
- Idiosyncratic Volatility and the Cross Section of Expected Returns (Journal of Financial and Quantitative Analysis)
- The Cross‐Section of Expected Stock Returns
- Idiosyncratic Risk Matters
- Delta-Hedged Gains and the Negative Market Volatility Risk Premium
- High idiosyncratic volatility and low returns: International and further U.S. evidence
- Informational Content of Option Volume Prior to Takeovers
- The Informational Role of Stock and Option Volume
- Generalized autoregressive conditional heteroskedasticity
- CAPM Over the Long-Run: 1926-2001
Their papers
- Return Reversals, Idiosyncratic Risk, and Expected Returns (2009) — 397 citations