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Details about Xintong Zhan

E-mail:
Homepage:https://sites.google.com/view/xintongzhan
Workplace:School of Management, Fudan University, (more information at EDIRC)

Access statistics for papers by Xintong Zhan.

Last updated 2026-10-15. Update your information in the RePEc Author Service.

Short-id: pzh1284


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Working Papers

2024

  1. Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)

2021

  1. Unlocking ESG Premium from Options
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (2)

2019

  1. Implied Volatility Changes and Corporate Bond Returns
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    See also Journal Article Implied Volatility Changes and Corporate Bond Returns, Management Science, INFORMS (2023) Downloads View citations (11) (2023)
  2. Option Trading and Stock Price Informativeness
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (3)

Journal Articles

2026

  1. A conditional factor model for real estate investment trusts returns
    Real Estate Economics, 2026, 54, (4), 1008-1031 Downloads
  2. Beyond Green: Impacts of Green Bond Issuance on Conventional Bonds in China
    Asian Economic Policy Review, 2026, 21, (1), 72-82 Downloads View citations (1)
  3. Greenness in the Eye of Bond Short Sellers
    International Review of Finance, 2026, 26, (2) Downloads

2023

  1. Implied Volatility Changes and Corporate Bond Returns
    Management Science, 2023, 69, (3), 1375-1397 Downloads View citations (11)
    See also Working Paper Implied Volatility Changes and Corporate Bond Returns, Swiss Finance Institute Research Paper Series (2019) Downloads (2019)

2021

  1. The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?
    Management Science, 2021, 67, (12), 7866-7887 Downloads View citations (7)

2019

  1. Does Change in the Information Environment Affect Financing Choices?
    Management Science, 2019, 65, (12), 5676-5696 Downloads View citations (39)
  2. Peer Effects of Corporate Social Responsibility
    Management Science, 2019, 65, (12), 5487-5503 Downloads View citations (195)
  3. Product Market Threats and Stock Crash Risk
    Management Science, 2019, 65, (9), 4011-4031 Downloads View citations (68)
 
Page updated 2026-10-15