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

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Top 12,457

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5,640

SSRN CITATIONS
Rank 36,710

SSRN RANKINGS

Top 36,710

in Total Papers Citations

8

CROSSREF CITATIONS

13

Scholarly Papers (6)

1.
Downloads 2,617 ( 7,332)
Citation 8

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 2,572 (7,414)
Citation 6

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 2022
Itamar Drechsler and Qingyi (Freda) Song Drechsler
Wharton School, Department of Finance and University of Pennsylvania - Wharton Research Data Services
Downloads 45 (558,303)
Citation 2

Abstract:

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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 1,271 (22,771)

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International Finance, Mapping, Datastream, Worldscope

3.

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 624 (60,740)
Citation 3

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Hedging, Derivatives, Insurance, Reinsurance

4.

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 617 (61,607)

Abstract:

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

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 416 (99,538)
Citation 2

Abstract:

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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 95 (374,429)
Citation 2

Abstract:

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SEO, Catastrophes, Insurance, Event Study