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

491

SSRN CITATIONS

10

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 286 (161,440)
Citation 1

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Bond risk premia, Expectation errors, Macroeconomic expectation formation

2.
Downloads 127 (332,894)

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 76 (471,069)

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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 43 (622,216)

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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 Dec 2022
Stefan Nagel and Zhengyang Xu
University of Chicago - Booth School of Business and City University of Hong Kong - Department of Economics & Finance
Downloads 8 (912,293)
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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
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3.
Downloads 78 (458,935)
Citation 5

Asset Pricing with Fading Memory

NBER Working Paper No. w26255
Number of pages: 74 Posted: 18 Sep 2019 Last Revised: 09 Dec 2022
Stefan Nagel and Zhengyang Xu
University of Chicago - Booth School of Business and City University of Hong Kong - Department of Economics & Finance
Downloads 78 (463,903)

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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
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Citation 2
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