Xiaoyan Zhang

Finance · Journal of Financial and Quantitative Analysis · 2006–2020

A researcher in the Science corpus: 8 papers; trusts 54 researchers and is trusted by 106 researchers here, as inferred from the citation graph.

Subfields

Whom Xiaoyan Zhang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jun Pan
  2. Andrew Ang
  3. David S. Bates
  4. Mila Getmansky
  5. Eugene F. Fama
  6. Halbert White
  7. Ron Kaniel
  8. Gurdip Bakshi
  9. Tarun Chordia
  10. William Fung

Who trusts Xiaoyan Zhang overall

  1. Ekkehart Boehmer
  2. Jeong‐Bon Kim
  3. Turan G. Bali
  4. Xueming Luo
  5. Jeffrey L. Callen
  6. Kewei Hou
  7. Joseph E. Engelberg
  8. Andrew Ellul
  9. David A. Hirshleifer
  10. Zhanhui Chen

Papers from Xiaoyan Zhang's perspective

Ordered by how strongly the researchers Xiaoyan Zhang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. The Cross‐Section of Expected Stock Returns
  3. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  4. Post-'87 crash fears in the S&P 500 futures option market
  5. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
  8. Expected Option Returns
  9. Differences of Opinion and the Cross Section of Stock Returns
  10. Information Uncertainty and Stock Returns

Their papers