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Shaojun Zhang
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Cited by
Cited by
Year
Carbon Returns Across the Globe
S Zhang
Fisher College of Business Working Paper, 006, 2022
44*2022
Dissecting currency momentum
S Zhang
Journal of Financial Economics 144 (1), 154-173, 2022
222022
Limited risk sharing and international equity returns
S Zhang
Available at SSRN 2373265, 2015
14*2015
Systematic default and return predictability in the stock and bond markets
J Bao, K Hou, S Zhang
Journal of Financial Economics 149 (3), 349-377, 2023
132023
Housing Cycles and Exchange Rates
S Ma, S Zhang
Fisher College of Business Working Paper, 014, 2019
12*2019
Expert network calls
S Cao, TC Green, LG Lei, S Zhang
Fisher College of Business Working Paper, 013, 2023
42023
Factor Construction Zoo: Are Factor Exposures Created Equal?
S Zhang
The Journal of Portfolio Management 48 (2), 105-118, 2021
4*2021
Housing risk and the cross-section of returns across many asset classes
S Ma, S Zhang
Fisher College of Business Working Paper, 008, 2020
32020
The Causal Effect of the Dollar on Trade
S Ma, T Schmidt-Eisenlohr, S Zhang
Available at SSRN 4119423, 2022
22022
How Inefficient is the 1/N Strategy for a Factor Investor?
K Khang, A Picca, S Zhang, M Zhu
Forthcoming, Journal of Investment Management, 2021
22021
Toward Tax-Efficient Low-Volatility Investing
S Zhang
The Journal of Portfolio Management 48 (2), 198-207, 2021
12021
Understanding Factor Value
S Zhang
Fisher College of Business Working Paper, 05, 2024
2024
Investibility and Global Long-Run Consumption Risk
S Zhang
2018
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Articles 1–13