Tongbin Zhang

Shanghai University of Finance and Economics

777 Guoding Road

Shanghai, AK Shanghai 200433

China

SCHOLARLY PAPERS

4

DOWNLOADS

229

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

AH Premium: A Natural Experiment

Number of pages: 59 Posted: 12 Nov 2020
Renbin Zhang and Tongbin Zhang
Shandong University and Shanghai University of Finance and Economics
Downloads 103 (326,736)

Abstract:

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AH Premium, Learning about Prices, Convergence Trading

2.

Stock Prices and the Risk-free Rate: An Internal Rationality Approach

Journal of Economic Dynamics and Control, 2021
Number of pages: 55 Posted: 28 May 2020 Last Revised: 06 Apr 2021
Tongbin Zhang
Shanghai University of Finance and Economics
Downloads 56 (460,922)

Abstract:

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stock prices, risk-free rate, internal rationality learning, correlation, variance decomposition

3.

New Tests of Expectation Formation with Applications to Asset Pricing Models

Number of pages: 53 Posted: 04 Jun 2020
Pei Kuang, Renbin Zhang and Tongbin Zhang
University of Birmingham, Shandong University and Shanghai University of Finance and Economics
Downloads 39 (534,270)

Abstract:

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Survey Expectation, Learning, RE, Bayesian RE

4.

Forecast Disagreement about Long-run Macroeconomic Relationships

Number of pages: 52 Posted: 23 Jun 2020
Pei Kuang, Li Tang, Renbin Zhang and Tongbin Zhang
University of Birmingham, University of Essex, Shandong University and Shanghai University of Finance and Economics
Downloads 31 (576,649)
Citation 2

Abstract:

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Survey Expectation, Co-Integration, Forecast Disagreement, Accuracy