Zhaogang Song

Finance · 2014–2020

A researcher in the Science corpus: 2 papers; trusts 17 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Zhaogang Song trusts overall

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

  1. Jun Pan
  2. Peter P. Carr
  3. Ravi Bansal
  4. Joshua V. Rosenberg
  5. Mark Broadie
  6. Arvind Krishnamurthy
  7. Mikhail Chernov
  8. Robert F. Engle
  9. Liuren Wu
  10. Amir Yaron

Who trusts Zhaogang Song overall

  1. Dante Amengual

Papers from Zhaogang Song's perspective

Ordered by how strongly the researchers Zhaogang Song 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. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  3. Empirical Pricing Kernels
  4. Model Specification and Risk Premia: Evidence from Futures Options
  5. Variance Risk Premiums
  6. The Aggregate Demand for Treasury Debt (Journal of Political Economy)
  7. Post-'87 crash fears in the S&P 500 futures option market
  8. A Theory for the Term Structure of Interest Rates
  9. Bond Supply and Excess Bond Returns
  10. Margin-Based Asset Pricing and Deviations from the Law of One Price

Their papers