Jiang Zhang

University of St. Thomas - Opus College of Business

2115 Summit Ave.

St. Paul, MN 55015

United States

SCHOLARLY PAPERS

4

DOWNLOADS

655

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

How do Extreme Price Movements End?

Number of pages: 94 Posted: 14 Nov 2020 Last Revised: 24 Dec 2022
Jonathan Brogaard, Konstantin Sokolov and Jiang Zhang
University of Utah - David Eccles School of Business, University of Memphis - Fogelman College of Business and Economics and University of St. Thomas - Opus College of Business
Downloads 447 (100,733)
Citation 1

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extreme price movements, price pressures, strategic liquidity provision

2.

Tax-loss Selling and the January Effect Revisited: Evidence from Municipal Bond Closed-end Funds and Exchange-traded Funds

Darden Business School Working Paper No. 3907044
Number of pages: 30 Posted: 19 Aug 2021 Last Revised: 06 Feb 2022
Allen Carrion and Jiang Zhang
University of Memphis - Fogelman College of Business and Economics and University of St. Thomas - Opus College of Business
Downloads 107 (384,298)

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January effect; Tax-loss selling; Municipal bonds; Closed-end funds; Exchange-traded funds

3.

Market Fairness and Efficiency: Evidence from the Tokyo Stock Exchange

Journal of Banking and Finance, Forthcoming, Darden Business School Working Paper No. 3912182
Number of pages: 62 Posted: 28 Aug 2021 Last Revised: 18 Oct 2021
David Kemme, Thomas H. McInish and Jiang Zhang
University of Memphis - Economics, University of Memphis - Fogelman College of Business and Economics and University of St. Thomas - Opus College of Business
Downloads 61 (534,517)

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Market fairness, Market efficiency, High-frequency trading, Liquidity, Tick size, Tokyo Stock Exchange

4.

A Real Cost of Free Trades: Retail Option Trading Increases the Volatility of Underlying Securities

Number of pages: 43 Posted: 13 Mar 2023
Marc L. Lipson, Davide Tomio and Jiang Zhang
University of Virginia - Darden School of Business, Darden School of Business and University of St. Thomas - Opus College of Business
Downloads 40 (639,214)

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Retail traders, Options, Robinhood, Volatility