Author Page for Harold H. Zhang

Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing

Number of pages: 47 Posted: 02 Sep 2001

Robert M. Dammon, Harold H. Zhang and Chester S. Spatt

Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - David A. Tepper School of Business

Downloads 1,153 (32,469)

Citation 111

Abstract:

2.

Volume, Volatility, and Leverage: A Dynamic Analysis

Number of pages: 46 Posted: 12 May 1997

George Tauchen, Ming Liu and Harold H. Zhang

Duke University - Economics Group, Duke University and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 979 (40,939)

Citation 5

Abstract:

3.

Subprime Mortgage Defaults and Credit Default Swaps

Downloads 871 (48,095)

Citation 7

2

Subprime Mortgage Defaults and Credit Default Swaps

Journal of Finance, Forthcoming

Number of pages: 53 Posted: 24 May 2010 Last Revised: 08 May 2014

Eric Arentsen, David C. Mauer, Brian Rosenlund, Harold H. Zhang and Feng Zhao

The TCW Group, Inc., University of North Carolina (UNC) at Charlotte, The TCW Group, Inc., University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Jindal School of Management

Downloads 442 (112,723)

Abstract:

Subprime Mortgage Defaults and Credit Default Swaps

AFA 2013 San Diego Meetings Paper

Number of pages: 53 Posted: 17 Mar 2012 Last Revised: 23 Jan 2014

Eric Arentsen, David C. Mauer, Brian Rosenlund, Harold H. Zhang and Feng Zhao

The TCW Group, Inc., University of North Carolina (UNC) at Charlotte, The TCW Group, Inc., University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas

Downloads 429 (116,754)

Citation 7

Abstract:

4.

An Investigation of the Risk and Return Relation at Long Horizons

Downloads 846 (50,069)

2

An Investigation of the Risk and Return Relation at Long Horizons

Number of pages: 36 Posted: 30 Mar 1999

Paul Harrison and Harold H. Zhang

Federal Reserve Board - Division of Research & Statistics and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 846 (49,350)

Citation 20

Abstract:

An Investigation of the Risk and Return Relation at Long Horizons

Review of Economics and Statistics

Posted: 31 Mar 1999

Paul Harrison and Harold H. Zhang

Federal Reserve Board - Division of Research & Statistics and University of Texas at Dallas - Naveen Jindal School of Management

Abstract:

5.

Stock Returns and the Volatility of Liquidity

EFA 2005 Moscow Meetings

Number of pages: 80 Posted: 25 Aug 2005 Last Revised: 16 Sep 2009

Harold H. Zhang and João Pedro Pereira

University of Texas at Dallas - Naveen Jindal School of Management and Nova School of Business and Economics

Downloads 831 (51,337)

Citation 6

Abstract:

6.

Fear of the Unknown: Familiarity and Economic Decisions

Number of pages: 48 Posted: 10 May 2007 Last Revised: 16 Sep 2009

H. Henry Cao, Bing Han, Harold H. Zhang and David A. Hirshleifer

University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Toronto, Rotman School of Management, University of Texas at Dallas - Naveen Jindal School of Management and Marshall School of Business, USC

Downloads 611 (76,690)

Citation 42

Abstract:

7.

Optimal Consumption and Investment with Capital Gains Taxes

Review of Financial Studies, Vol. 14, No. 3, pp. 583-616, Fall 2001

Number of pages: 34 Posted: 30 Sep 2001

Robert M. Dammon, Harold H. Zhang and Chester S. Spatt

Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - David A. Tepper School of Business

Downloads 572 (83,216)

Citation 23

Abstract:

8.

Taxes, Estate Planning and Financial Theory: New Insights and Perspectives

AFA 2005 Philadelphia Meetings Paper

Number of pages: 26 Posted: 12 Jan 2005

Robert M. Dammon, Chester S. Spatt and Harold H. Zhang

Carnegie Mellon University, Carnegie Mellon University - David A. Tepper School of Business and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 535 (90,554)

Abstract:

9.

Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?

Downloads 505 (97,161)

Citation 46

2

Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?

Number of pages: 44 Posted: 28 Feb 2006

Zhonglan Dai, Edward L. Maydew, Harold H. Zhang and Douglas A. Shackelford

University of Texas at Dallas - School of Management, University of North Carolina at Chapel Hill, University of Texas at Dallas - Naveen Jindal School of Management and University of North Carolina Kenan-Flagler Business School

Downloads 432 (115,791)

Abstract:

Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?

NBER Working Paper No. w12342

Number of pages: 43 Posted: 14 Jul 2006 Last Revised: 23 Sep 2022

Zhonglan Dai, Harold H. Zhang, Edward L. Maydew and Douglas A. Shackelford

University of Texas at Dallas - School of Management, University of Texas at Dallas - Naveen Jindal School of Management, University of North Carolina at Chapel Hill and University of North Carolina Kenan-Flagler Business School

Downloads 73 (553,342)

Citation 3

Abstract:

10.

Capital Gains Taxes and Stock Return Volatility

Number of pages: 55 Posted: 20 Mar 2007 Last Revised: 22 Sep 2012

Zhonglan Dai, Douglas A. Shackelford and Harold H. Zhang

University of Texas at Dallas - School of Management, University of North Carolina Kenan-Flagler Business School and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 458 (109,279)

Citation 3

Abstract:

11.

Diversification and Capital Gains Taxes with Multiple Risky Assets

Number of pages: 42 Posted: 02 Sep 2001

Robert M. Dammon, Harold H. Zhang and Chester S. Spatt

Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University - David A. Tepper School of Business

Downloads 432 (117,011)

Citation 21

Abstract:

12.

Operating Hedge and Gross Profitability Premium

Downloads 323 (158,582)

Citation 4

1

Operating Hedge and Gross Profitability Premium

Journal of Finance, forthcoming

Number of pages: 50 Posted: 25 Oct 2021 Last Revised: 16 Mar 2023

Leonid Kogan, Jun Li and Harold H. Zhang

Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 323 (160,689)

Citation 1

Abstract:

13.

Short-Run and Long-Run Consumption Risks, Dividend Processes, and Asset Returns

Review of Financial Studies (RFS), Forthcoming

Number of pages: 58 Posted: 24 May 2013 Last Revised: 24 Aug 2016

Jun Li and Harold H. Zhang

University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 325 (160,683)

Citation 6

Abstract:

14.

Understanding the Information Content of Short Interests

Number of pages: 45 Posted: 23 Jan 2009

Yexiao Xu, Harold H. Zhang and Xin Zhou

University of Texas at Dallas - School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 286 (183,723)

Citation 1

Abstract:

15.

Incentivizing Investors for a Greener Economy

Number of pages: 77 Posted: 18 Oct 2021 Last Revised: 10 Sep 2023

Nam Nguyen, Alejandro Rivera and Harold H. Zhang

University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 282 (186,339)

Citation 2

Abstract:

16.

Financial Networks and Trading in Bond Markets

Number of pages: 40 Posted: 17 Mar 2008 Last Revised: 16 Sep 2009

Umit G. Gurun, G. Geoffrey Booth and Harold H. Zhang

University of Texas at Dallas, Michigan State University and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 263 (200,012)

Citation 3

Abstract:

17.

Model Uncertainty, Limited Market Participation and Asset Prices

EFA 2003 Annual Conference Paper No. 94, Sauder School of Business Working Paper

Number of pages: 48 Posted: 23 Jul 2003

H. Henry Cao, Harold H. Zhang and Tan Wang

University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Texas at Dallas - Naveen Jindal School of Management and University of British Columbia (UBC) - Division of Finance

Downloads 224 (233,776)

Citation 56

Abstract:

18.

Explaining Bond Returns in Heterogeneous Agent Models: The Importance of Higher Order Moments

Number of pages: 31 Posted: 20 Mar 1999

Harold H. Zhang

University of Texas at Dallas - Naveen Jindal School of Management

Downloads 189 (273,221)

Citation 1

Abstract:

19.

Capital Gains Taxes and the Risk-Return Tradeoff

Number of pages: 61 Posted: 07 Mar 2010 Last Revised: 22 Sep 2012

Zhonglan Dai, Douglas A. Shackelford and Harold H. Zhang

University of Texas at Dallas - School of Management, University of North Carolina Kenan-Flagler Business School and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 188 (274,505)

Citation 1

Abstract:

20.

External Habit and the Cyclicality of Expected Stock Returns

FEDS Working Paper No. 2005-27

Number of pages: 31 Posted: 26 Apr 2000

Thomas D. Tallarini and Harold H. Zhang

Federal Reserve Banks - Federal Reserve Bank of Minneapolis and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 162 (312,214)

Citation 8

Abstract:

21.

Upstream Intergenerational Transfers

Number of pages: 37 Posted: 17 Nov 1997

Frank A. Sloan and Harold H. Zhang

Duke University - Center for Health Policy, Law and Management and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 138 (355,730)

Citation 6

Abstract:

22.

The Effect of Financial Constraint on Shareholder Taxes and Firm Investments

Number of pages: 45 Posted: 06 Mar 2012

Zhonglan Dai, Yue Ying and Harold H. Zhang

University of Texas at Dallas - School of Management, affiliation not provided to SSRN and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 107 (429,776)

Abstract:

23.

Neglected Risks in the Communication of Residential Mortgage-Backed Securities Offerings

Journal of Finance forthcoming

Number of pages: 57 Posted: 19 Jan 2019 Last Revised: 24 Feb 2023

Harold H. Zhang, Feng Zhao and Xiaofei Zhao

University of Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Jindal School of Management and Georgetown University - McDonough School of Business

Downloads 68 (567,746)

Citation 1

Abstract:

24.

Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?

NBER Working Paper No. w17169

Number of pages: 47 Posted: 25 Jun 2011 Last Revised: 01 Jun 2023

Chongyang Chen, Zhonglan Dai, Douglas A. Shackelford and Harold H. Zhang

affiliation not provided to SSRN, University of Texas at Dallas - School of Management, University of North Carolina Kenan-Flagler Business School and University of Texas at Dallas - Naveen Jindal School of Management

Downloads 42 (707,355)

Citation 3

Abstract:

25.

Investment Income Taxes and Private Equity Acquisition Activity

Journal of Empirical Finance, Volume 59, December 2020, Pages 25-51 https://doi.org/10.1016/j.jempfin.2020.07.007

Posted: 11 Oct 2018 Last Revised: 18 Aug 2020

Alex Holcomb, Paul Mason and Harold H. Zhang

Appalachian State University, Baylor University and University of Texas at Dallas - Naveen Jindal School of Management

Harold H. Zhang

University of Texas at Dallas - Naveen Jindal School of Management

China Academy of Financial Research (CAFR)

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