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

DOWNLOADS
Rank 4,031

SSRN RANKINGS

Top 4,031

in Total Papers Downloads

8,317

CITATIONS
Rank 1,996

SSRN RANKINGS

Top 1,996

in Total Papers Citations

282

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 949 (17,063)
Citation 49

Abstract:

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 908 (19,589)
Citation 15

Abstract:

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 809 (23,668)
Citation 35

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:

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 765 (25,043)
Citation 8

Abstract:

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

5.
Downloads 683 ( 30,501)
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 351 (70,055)
Citation 3

Abstract:

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 332 (74,799)
Citation 3

Abstract:

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 460 (46,430)
Citation 12

Abstract:

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

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 449 (50,722)
Citation 53

Abstract:

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

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 445 (49,921)

Abstract:

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 342 (72,244)
Citation 21

Abstract:

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 40 (372,482)
Citation 21

Abstract:

10.

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 351 (68,166)
Citation 13

Abstract:

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

11.

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 333 (66,200)
Citation 1

Abstract:

Capital Gains Taxes, Stock Return Volatility, Accrued Capital Gains

12.

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 230 (102,975)
Citation 1

Abstract:

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

13.

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 212 (117,088)
Citation 1

Abstract:

Global Financial Networks, Information, Bond

14.

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 181 (137,451)
Citation 48

Abstract:

15.

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 164 (151,336)
Citation 1

Abstract:

16.

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 145 (165,071)
Citation 1

Abstract:

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

17.

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 141 (108,803)

Abstract:

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

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 Jr. and Harold H. Zhang
Federal Reserve Banks - Federal Reserve Bank of Minneapolis and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 131 (181,848)
Citation 13

Abstract:

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 97 (221,727)
Citation 6

Abstract:

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 65 (264,956)

Abstract:

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 16 (446,833)
Citation 1

Abstract: