Author Page for Shaojun Zhang

1.

Carbon Returns Across the Globe

Fisher College of Business Working Paper No. 2022-03-006, Charles A. Dice Working Paper No. 2022-6

Number of pages: 52 Posted: 19 May 2022 Last Revised: 06 Nov 2023

Shaojun Zhang

The Ohio State University

Downloads 1,668 (18,774)

Citation 3

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2.

Systematic Default and Return Predictability in the Stock and Bond Markets

Fisher College of Business Working Paper No. 2023-03-013, Charles A. Dice Working Paper No.2023-13, Journal of Financial Economics (JFE), Forthcoming

Number of pages: 66 Posted: 24 May 2023

Jack Bao, Kewei Hou and Shaojun Zhang

University of Delaware - Department of Finance, Ohio State University (OSU) - Department of Finance and The Ohio State University

Downloads 998 (39,862)

Citation 1

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3.

Dissecting Currency Momentum

Downloads 985 (40,610)

Citation 7

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Dissecting Currency Momentum

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 50 Posted: 28 Jan 2021 Last Revised: 30 Sep 2022

Shaojun Zhang

The Ohio State University

Downloads 754 (57,676)

Abstract:

Dissecting Currency Momentum

Fisher College of Business Working Paper No. 2020-03-015, Charles A Dice Working Paper No. 2020-15

Number of pages: 42 Posted: 07 Jul 2020 Last Revised: 24 Jun 2023

Shaojun Zhang

The Ohio State University

Downloads 231 (226,461)

Citation 6

Abstract:

4.

Limited Risk Sharing and International Equity Returns

Fisher College of Business Working Paper No. 2016-03-025, Charles A. Dice Center Working Paper No. 2016-25, Journal of Finance, Forthcoming

Number of pages: 59 Posted: 01 Jan 2014 Last Revised: 08 Mar 2020

Shaojun Zhang

The Ohio State University

Downloads 701 (64,485)

Citation 1

Abstract:

5.

Expert Network Calls

Fisher College of Business Working Paper No. 2022-03-013, Charles A Dice Center Working Paper No. 2022-13

Number of pages: 56 Posted: 28 Nov 2022 Last Revised: 07 Sep 2023

Sean Cao, T. Clifton Green, Lijun (Gillian) Lei and Shaojun Zhang

University of Maryland - Robert H. Smith School of Business, Emory University - Department of Finance, University of North Carolina at Greensboro and The Ohio State University

Downloads 650 (71,050)

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6.

How Inefficient is the 1/N Strategy for a Factor Investor?

Forthcoming, Journal of Investment Management

Number of pages: 26 Posted: 09 Jan 2023

Kevin Khang, Antonio Picca, Shaojun Zhang and Minzhi Zhu

The Vanguard Group, Inc., Goldman Sachs Group, Inc., The Ohio State University and The Vanguard Group, Inc.

Downloads 515 (94,906)

Citation 1

Abstract:

7.

Factor Construction Zoo: Are Factor Exposures Created Equal?

Journal of Portfolio Management, Forthcoming

Number of pages: 1 Posted: 29 Dec 2020 Last Revised: 12 Aug 2022

Shaojun Zhang

The Ohio State University

Downloads 508 (96,527)

Abstract:

8.

Housing Cycles and Exchange Rates

Management Science, Forthcoming, Fisher College of Business Working Paper No. 2019-03-014, Charles A. Dice Center Working Paper No. 2019-14

Number of pages: 47 Posted: 09 May 2019 Last Revised: 09 Apr 2023

Sai Ma and Shaojun Zhang

Board of Governors of the Federal Reserve System and The Ohio State University

Downloads 348 (149,360)

Citation 3

Abstract:

9.

Factor Value

Fisher College of Business Working Paper No. 2023-03-24, Charles A. Dice Center Working Paper No. 2023-24

Number of pages: 61 Posted: 02 Oct 2023 Last Revised: 11 Oct 2023

Shaojun Zhang

The Ohio State University

Downloads 336 (155,076)

Abstract:

10.

Toward Tax-Efficient Low-Volatility Investing

Journal of Portfolio Management (JPM), Forthcoming

Number of pages: 1 Posted: 22 Jul 2021 Last Revised: 10 Jan 2022

Shaojun Zhang

The Ohio State University

Downloads 172 (296,904)

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11.

The Effect of the Dollar on Trade Prices

Downloads 164 (309,117)

2

The Effect of the Dollar on Trade Prices

CESifo Working Paper No. 8727

Number of pages: 26 Posted: 03 Dec 2020

Sai Ma, Tim Schmidt-Eisenlohr and Shaojun Zhang

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and The Ohio State University

Downloads 141 (350,737)

Abstract:

The Causal Effect of the Dollar on Trade

Number of pages: 29 Posted: 25 May 2022

Sai Ma, Tim Schmidt-Eisenlohr and Shaojun Zhang

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and The Ohio State University

Downloads 23 (881,379)

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12.

Housing Risk and the Cross-Section of Returns Across Many Asset Classes

Fisher College of Business Working Paper No. 2020-03-008, Charles A. Dice Working Paper No. 2020-08

Number of pages: 55 Posted: 10 May 2020

Sai Ma and Shaojun Zhang

Board of Governors of the Federal Reserve System and The Ohio State University

Downloads 154 (325,974)

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13.

Carbon Premium: Is It There?

Number of pages: 63 Posted: 26 Jun 2023

Shaojun Zhang

The Ohio State University

Downloads 137 (357,897)

Citation 1

Abstract:

14.

Do Investors Care about Carbon Risk? A Global Perspective

Number of pages: 56 Posted: 26 Jun 2023

Shaojun Zhang

The Ohio State University

Downloads 43 (701,193)

Shaojun Zhang

The Ohio State University

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Scholarly Papers (14)

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