.
Zhang, Shaojun's
Scholarly Papers
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column.
Aggregate Statistics
Total 1,163
Total Citations 6
1.
An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading
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Yan, Yuxing Hofstra University
Zhang, Shaojun Hong Kong Polytechnic University
Posted:
14 Mar 06
Last Revised:
09 Aug 11
802(13,252)
5
Yan, Yuxing Hofstra University
Zhang, Shaojun Hong Kong Polytechnic University
0
Boundary Solution, Probability of Informed Trading, PIN
Yan, Yuxing Hofstra University
Zhang, Shaojun Hong Kong Polytechnic University
Posted:
14 Mar 06
Last Revised:
08 Aug 11
802
5
decimalization, informed trading, market microstructure, PIN, tax-loss selling
2.
Ang , James S. Florida State University
Zhang, Shaojun Hong Kong Polytechnic University
361(39,059)
1
Bootstrap, Long-horizon event study, Skewness-adjusted t-test, Simulation, Weighted least-squares regression
3.
Tong, Wilson H.S. Hong Kong Polytechnic University
Zhang, Shaojun Hong Kong Polytechnic University
Zhu, Yanjian Zhejiang University
Regulation of insider trading, Share-structure reform in China, Stealth trading
4.
Low, Buen Sin Nanyang Technological University (NTU) - Division of Banking & Finance
Zhang, Shaojun Hong Kong Polytechnic University
Volatility risk premium, stochastic volatility, currency option, term structure of risk premium
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Zhang, Shaojun's
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Aggregate Statistics
Total 808
Total Citations 5
1.
Ang , James S. Florida State University
Zhang, Shaojun Hong Kong Polytechnic University
649
5
Abnormal return, Bootstrap, Event study, Long Horizon
2.
Ang , James S. Florida State University
Zhang, Shaojun Hong Kong Polytechnic University
159
Analyst forecast, Earnings announcement, Earnings surprises, Information disclosure, Price response
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