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

4

DOWNLOADS
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Top 15,848

in Total Papers Downloads

2,957

CITATIONS

2

Scholarly Papers (4)

The Shorting Premium and Asset Pricing Anomalies

Number of pages: 61 Posted: 30 Jan 2014 Last Revised: 07 May 2016
Itamar Drechsler and Qingyi (Freda) Song Drechsler
Wharton School, Department of Finance and University of Pennsylvania - Wharton Research Data Services
Downloads 1,885 (7,635)

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
Itamar Drechsler and Qingyi (Freda) Song Drechsler
Wharton School, Department of Finance and University of Pennsylvania - Wharton Research Data Services
Downloads 27 (486,345)

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 556 (47,552)
Citation 2

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 401 (71,116)

Abstract:

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Financial Distress, Volatility, Momentum, VIX

4.

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 88 (282,578)

Abstract:

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SEO, Catastrophes, Insurance, Event Study