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

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 15,893

SSRN RANKINGS

Top 15,893

in Total Papers Downloads

3,855

SSRN CITATIONS
Rank 34,274

SSRN RANKINGS

Top 34,274

in Total Papers Citations

9

CROSSREF CITATIONS

15

Scholarly Papers (6)

1.
Downloads 2,363 ( 7,275)
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 2,325 (7,324)
Citation 7

Abstract:

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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 2021
Itamar Drechsler and Qingyi (Freda) Song Drechsler
Wharton School, Department of Finance and University of Pennsylvania - Wharton Research Data Services
Downloads 38 (533,596)
Citation 2

Abstract:

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2.

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 601 (55,376)
Citation 3

Abstract:

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Hedging, Derivatives, Insurance, Reinsurance

3.

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 404 (89,900)
Citation 2

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Financial Distress, Volatility, Momentum, VIX

4.

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

Number of pages: 76 Posted: 16 Mar 2021 Last Revised: 29 Jun 2021
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 Columbia Business School - Finance and Economics
Downloads 330 (113,431)

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

5.

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 91 (342,197)
Citation 2

Abstract:

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SEO, Catastrophes, Insurance, Event Study

6.

Research Guide for Datastream and Worldscope at Wharton Research Data Services

Number of pages: 25 Posted: 15 May 2021 Last Revised: 24 May 2021
Rui Dai and Qingyi (Freda) Song Drechsler
Wharton Research Data Services (WRDS) and University of Pennsylvania - Wharton Research Data Services
Downloads 66 (411,529)

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International Finance, Mapping, Datastream, Worldscope