Harold H. Zhang

University of Texas at Dallas - Naveen Jindal School of Management

P.O. Box 830688

Richardson, TX 75083-0688

United States

China Academy of Financial Research (CAFR)

1954 Huashan Road

Shanghai P.R.China, 200030

China

SCHOLARLY PAPERS

21

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CITATIONS
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283

Scholarly Papers (21)

1.

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 1,031 (18,551)
Citation 49

Abstract:

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Taxable and tax-deferred investing, Asset location, Asset allocation

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 939 (21,362)
Citation 15

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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 810 (26,073)
Citation 35

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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

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4.

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 795 (27,189)
Citation 8

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Liquidity premium, volatility of liquidity, price impact, dynamic portfolio selection

5.
Downloads 731 ( 30,577)
Citation 3

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
The TCW Group, Inc., University of North Carolina at Charlotte, The TCW Group, Inc., University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas
Downloads 368 (72,499)
Citation 3

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Subprime mortgage default, Credit default swaps, Securitization

Subprime Mortgage Defaults and Credit Default Swaps

Journal of Finance, Forthcoming
Number of pages: 53 Posted: 24 May 2010 Last Revised: 08 May 2014
The TCW Group, Inc., University of North Carolina 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 363 (73,451)
Citation 3

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Subprime mortgage default, Credit default swaps, Securitization

6.

Fear of the Unknown: Familiarity and Economic Decisions

Number of pages: 48 Posted: 10 May 2007 Last Revised: 16 Sep 2009
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 University of California, Irvine - Paul Merage School of Business
Downloads 511 (48,834)
Citation 12

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familiarity, model uncertainty, status quo, home bias, diversification, inertia

7.

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 479 (53,175)

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8.

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 475 (53,775)
Citation 53

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Capital gains taxes; Optimal consumption and investment policies; Diversification and tax costs; Reset provision

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

Number of pages: 44 Posted: 28 Feb 2006
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 382 (69,408)
Citation 22

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Asset pricing, capital gain taxes, capitalization, lock-in effect, Taxpayer Relief Act of 1997

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: 19 Sep 2012
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 51 (360,666)
Citation 22

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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 392 (67,677)
Citation 1

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Capital Gains Taxes, Stock Return Volatility, Accrued Capital Gains

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 374 (71,563)
Citation 13

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Optimal portfolio, Capital gains taxes, Multiple risky assets, Diversification

12.

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 262 (106,800)

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Short-run and long-run consumption risks, Momentum and long-term contrarian profits, Value premium

13.

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 253 (110,312)
Citation 1

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Short interests, Binding ratio, Return predictability, Market efficiency, Earning announcement

14.

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 - Department of Finance and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 223 (125,314)
Citation 1

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Global Financial Networks, Information, Bond

15.

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 189 (146,469)
Citation 48

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16.

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 168 (162,704)
Citation 1

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17.

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 154 (175,367)
Citation 1

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capital gains taxes, risk-return tradeoff, dividend yield, asset pricing

18.

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 135 (195,340)
Citation 13

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19.

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 105 (235,737)
Citation 6

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20.

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 78 (285,039)

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21.

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
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 21 (476,552)
Citation 1

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