Shaojun Zhang

The Ohio State University

2100 Neil Avenue

Columbus, OH 43210-1144

United States

http://sites.google.com/view/zhangshaojun

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 44,649

SSRN RANKINGS

Top 44,649

in Total Papers Downloads

1,055

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Systemic Default and Return Predictability in the Stock and Bond Markets

Charles A. Dice Center Working Paper No. 2016-2, Fisher College of Business Working Paper No. 2016-03-02
Number of pages: 54 Posted: 27 Jan 2016 Last Revised: 07 Apr 2020
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 428 (73,913)
Citation 4

Abstract:

Loading...

Systemic risk, Joint default, Predictability, Stock returns, Bond returns

2.

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 425 (74,750)

Abstract:

Loading...

comovement, exchange rate, limited participation, equity return, incomplete markets

3.

Housing Cycles and Exchange Rates

Fisher College of Business Working Paper No. 2019-03-014, Charles A. Dice Center Working Paper No. 2019-14
Number of pages: 54 Posted: 09 May 2019 Last Revised: 07 Apr 2020
Sai Ma and Shaojun Zhang
Board of Governors of the Federal Reserve and The Ohio State University
Downloads 101 (286,700)
Citation 1

Abstract:

Loading...

housing, exchange rate, predictability

4.

Dissecting Currency Momentum

Fisher College of Business Working Paper No. 2020-03-015, Charles A Dice Working Paper No. 2020-15
Number of pages: 41 Posted: 07 Jul 2020
Shaojun Zhang
The Ohio State University
Downloads 56 (404,229)

Abstract:

Loading...

momentum, return, factor, exchange rate

5.

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 and The Ohio State University
Downloads 45 (440,522)

Abstract:

Loading...

asset classes, cross section, risk, housing, demand shocks