Zhengyang Xu

City University of Hong Kong - Department of Economics & Finance

Assistant Professor of Finance

83 Tat Chee Avenue

Kowloon

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

830

SSRN CITATIONS
Rank 6,725

SSRN RANKINGS

Top 6,725

in Total Papers Citations

270

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Expectation Formation in the Treasury Bond Market

Number of pages: 87 Posted: 21 Nov 2019 Last Revised: 08 Jan 2020
Zhengyang Xu
City University of Hong Kong - Department of Economics & Finance
Downloads 415 (135,273)
Citation 1

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Bond risk premia, Expectation errors, Macroeconomic expectation formation

2.
Downloads 265 (218,988)
Citation 22

Dynamics of Subjective Risk Premia

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2022-31
Number of pages: 70 Posted: 02 Mar 2022
Stefan Nagel and Zhengyang Xu
University of Chicago - Booth School of Business and City University of Hong Kong - Department of Economics & Finance
Downloads 169 (332,906)
Citation 4

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Dynamics of Subjective Risk Premia

CESifo Working Paper No. 9693
Number of pages: 70 Posted: 20 Apr 2022
Stefan Nagel and Zhengyang Xu
University of Chicago - Booth School of Business and City University of Hong Kong - Department of Economics & Finance
Downloads 66 (650,041)

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Dynamics of Subjective Risk Premia

NBER Working Paper No. w29803
Number of pages: 69 Posted: 28 Feb 2022 Last Revised: 08 Jun 2023
Stefan Nagel and Zhengyang Xu
University of Chicago - Booth School of Business and City University of Hong Kong - Department of Economics & Finance
Downloads 30 (903,442)

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Dynamics of Subjective Risk Premia

CEPR Discussion Paper No. DP17064
Number of pages: 71 Posted: 29 Mar 2022
Stefan Nagel and Zhengyang Xu
University of Chicago - Booth School of Business and City University of Hong Kong - Department of Economics & Finance
Downloads 0
Citation 17
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3.
Downloads 150 (368,249)
Citation 91

Asset Pricing with Fading Memory

NBER Working Paper No. w26255
Number of pages: 74 Posted: 18 Sep 2019 Last Revised: 29 Mar 2023
Stefan Nagel and Zhengyang Xu
University of Chicago - Booth School of Business and City University of Hong Kong - Department of Economics & Finance
Downloads 150 (368,527)
Citation 9

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Asset Pricing with Fading Memory

CEPR Discussion Paper No. DP13973
Number of pages: 76 Posted: 07 Oct 2019
Stefan Nagel and Zhengyang Xu
University of Chicago - Booth School of Business and City University of Hong Kong - Department of Economics & Finance
Downloads 0
Citation 87
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