Qingyi (Freda) Song Drechsler

University of Pennsylvania - Wharton Research Data Services

Research Director

3819 Chestnut St Suite 300A

St Leonard's Court

Philadelphia, PA 19104

United States

  • University of Pennsylvania - Wharton Research Data Services

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 11,001

SSRN RANKINGS

Top 11,001

in Total Papers Downloads

7,433

SSRN CITATIONS
Rank 35,400

SSRN RANKINGS

Top 35,400

in Total Papers Citations

12

CROSSREF CITATIONS

13

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

The Shorting Premium and Asset Pricing Anomalies

Downloads 2,937 ( 7,429)
Citation 9

The Shorting Premium and Asset Pricing Anomalies

Number of pages: 61 Posted: 30 Jan 2014 Last Revised: 15 Jul 2021
Itamar Drechsler and Qingyi (Freda) Song Drechsler
Wharton School, Department of Finance and University of Pennsylvania - Wharton Research Data Services
Downloads 2,868 (7,592)
Citation 5

Abstract:

Loading...

shorting, lending fees, shorting premium, anomalies, cross-section, asset pricing, concentrated risk, differences of opinion, segmentation, stock returns, value, momentum, idiosyncratic volatility, net share issuance

The Shorting Premium and Asset Pricing Anomalies

NBER Working Paper No. w20282
Number of pages: 56 Posted: 24 Jul 2014 Last Revised: 03 Jun 2023
Itamar Drechsler and Qingyi (Freda) Song Drechsler
Wharton School, Department of Finance and University of Pennsylvania - Wharton Research Data Services
Downloads 69 (554,739)
Citation 2

Abstract:

Loading...

2.

Research Guide for Datastream and Worldscope at Wharton Research Data Services

Number of pages: 25 Posted: 15 May 2021 Last Revised: 15 Mar 2022
Rui Dai and Qingyi (Freda) Song Drechsler
Wharton Research Data Services (WRDS) and University of Pennsylvania - Wharton Research Data Services
Downloads 2,504 (9,500)

Abstract:

Loading...

International Finance, Mapping, Datastream, Worldscope

3.

Dissemination, Publication, and Impact of Finance Research: When Novelty Meets Conventionality

Review of Finance Forthcoming, Columbia Business School Research Paper Forthcoming
Number of pages: 73 Posted: 16 Mar 2021 Last Revised: 15 Mar 2022
Rui Dai, Lawrence Donohue, Qingyi (Freda) Song Drechsler and Wei Jiang
Wharton Research Data Services (WRDS), Wharton Research Data Services (WRDS), University of Pennsylvania - Wharton Research Data Services and Emory University Goizueta Business School
Downloads 792 (53,063)

Abstract:

Loading...

Finance Research; Impact; Publication; Innovation; Machine Learning; Textual Analysis

4.

Hedge the Hedgers: Usage of Reinsurance and Derivatives by Property and Casualty Insurance Companies

Number of pages: 37 Posted: 28 May 2008 Last Revised: 20 Apr 2014
Qingyi (Freda) Song Drechsler and J David Cummins
University of Pennsylvania - Wharton Research Data Services and Temple University - Risk Management & Insurance & Actuarial Science
Downloads 656 (68,011)
Citation 3

Abstract:

Loading...

Hedging, Derivatives, Insurance, Reinsurance

5.

Financial Distress, the Idiosyncratic Volatility Puzzle and Expected Returns

Number of pages: 47 Posted: 25 Nov 2008 Last Revised: 10 May 2009
Qingyi (Freda) Song Drechsler
University of Pennsylvania - Wharton Research Data Services
Downloads 431 (113,793)
Citation 2

Abstract:

Loading...

Financial Distress, Volatility, Momentum, VIX

6.

Returns Post Catastrophe Induced Seasoned Equity Offerings of Property and Casualty Insurance Companies

Number of pages: 39 Posted: 28 May 2008 Last Revised: 25 Mar 2009
Qingyi (Freda) Song Drechsler
University of Pennsylvania - Wharton Research Data Services
Downloads 113 (401,421)
Citation 2

Abstract:

Loading...

SEO, Catastrophes, Insurance, Event Study