Details about Shaojun Zhang

Access statistics for papers by Shaojun Zhang.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pzh1075

Working Papers

2024

1. Alternative Data in Active Asset Management
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics

2023

2. Factor Value
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics
3. Systematic Default and Return Predictability in the Stock and Bond Markets
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (2)
   Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2016) View citations (5)
   See also Journal Article Systematic default and return predictability in the stock and bond markets, Journal of Financial Economics, Elsevier (2023) View citations (2) (2023)

2022

4. Do Investors Care about Carbon Risk? A Global Perspective
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (3)
5. Expert Network Calls
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics

2020

6. Dissecting Currency Momentum
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics
   See also Journal Article Dissecting currency momentum, Journal of Financial Economics, Elsevier (2022) View citations (6) (2022)
7. Housing Risk and the Cross-Section of Returns across Many Asset Classes
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics
   See also Journal Article Housing risk and the cross section of returns across many asset classes, Real Estate Economics, American Real Estate and Urban Economics Association (2025) (2025)
8. The Effect of the Dollar on Trade Prices
   CESifo Working Paper Series, CESifo View citations (1)

2019

9. Housing Cycle and Exchange Rates
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (3)
   See also Journal Article Housing Cycles and Exchange Rates, Management Science, INFORMS (2024) (2024)

2016

10. Limited Risk Sharing and International Equity Returns
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (1)
    See also Journal Article Limited Risk Sharing and International Equity Returns, Journal of Finance, American Finance Association (2021) View citations (1) (2021)

Undated

11. Understanding Factor Value
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics

Journal Articles

2025

1. Carbon Returns across the Globe
   Journal of Finance, 2025, 80, (1), 615-645
2. Housing risk and the cross section of returns across many asset classes
   Real Estate Economics, 2025, 53, (2), 326-351
   See also Working Paper Housing Risk and the Cross-Section of Returns across Many Asset Classes, Working Paper Series (2020) (2020)

2024

3. Applications of equity derivatives to portfolio management
   Journal of Asset Management, 2024, 25, (6), 589-599
4. Housing Cycles and Exchange Rates
   Management Science, 2024, 70, (9), 5646-5666
   See also Working Paper Housing Cycle and Exchange Rates, Working Paper Series (2019) View citations (3) (2019)

2023

5. Systematic default and return predictability in the stock and bond markets
   Journal of Financial Economics, 2023, 149, (3), 349-377 View citations (2)
   See also Working Paper Systematic Default and Return Predictability in the Stock and Bond Markets, Working Paper Series (2023) View citations (2) (2023)

2022

6. Dissecting currency momentum
   Journal of Financial Economics, 2022, 144, (1), 154-173 View citations (6)
   See also Working Paper Dissecting Currency Momentum, Working Paper Series (2020) (2020)

2021

7. Limited Risk Sharing and International Equity Returns
   Journal of Finance, 2021, 76, (2), 893-933 View citations (1)
   See also Working Paper Limited Risk Sharing and International Equity Returns, Working Paper Series (2016) View citations (1) (2016)