Details about Qiang Zhang

Access statistics for papers by Qiang Zhang.

Last updated 2013-02-04. Update your information in the RePEc Author Service.

Short-id: pzh149

Working Papers

2006

1. Asset Pricing With Multiplicative Habit and Power-Expo Preferences
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)
   See also Journal Article Asset pricing with multiplicative habit and power-expo preferences, Economics Letters, Elsevier (2007) View citations (5) (2007)
2. Asset Pricing With Multiplicative Habit and Power-Expo Preferences (Subsequently published in "Economics Letters", 2007, 94(3), 319-325. )
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (1)
3. The Spirit of Capitalism and Asset Pricing: an Empirical Investigation
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (6)
   See also Journal Article The Spirit of Capitalism and Asset Pricing: An Empirical Investigation, The B.E. Journal of Macroeconomics, De Gruyter (2006) View citations (6) (2006)
4. The Spirit of Capitalism and Asset Pricing: an Empirical Investigation (Subsequently published in "The B.E. Journal of Macroeconomics (Topics in Macroeconomics)", 2006, Vol. 6, Issue 3, Article 1, 1-23. )
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (1)

2004

5. Accounting for Human Capital and Weak Identification in Evaluating the Esptein-Zin-Weil Non-Expected Utility Model of Asset Pricing
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo

2000

6. Decreasing Relative Risk Aversion and Tests of Risk Sharing
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (6)
   Also in Working Papers, Ohio State University, Department of Economics (1998) View citations (2)
   See also Journal Article Decreasing Relative Risk Aversion and Tests of Risk Sharing, Econometrica, Econometric Society (2001) View citations (149) (2001)
7. Risk Sharing in Village India: the Rule of Decreasing Relative Risk Aversion
   Working Papers, Ohio State University, Department of Economics View citations (2)

Journal Articles

2007

1. Asset pricing with multiplicative habit and power-expo preferences
   Economics Letters, 2007, 94, (3), 319-325 View citations (5)
   See also Working Paper Asset Pricing With Multiplicative Habit and Power-Expo Preferences, CIRJE F-Series (2006) View citations (1) (2006)
2. Crisis and Consumption Smoothing
   Annals of Economics and Finance, 2007, 8, (1), 137-154 View citations (2)

2006

3. Human Capital, Weak Identification, and Asset Pricing
   Journal of Money, Credit and Banking, 2006, 38, (4), 873-899 View citations (7)
4. The Spirit of Capitalism and Asset Pricing: An Empirical Investigation
   The B.E. Journal of Macroeconomics, 2006, 6, (3), 25 View citations (6)
   See also Working Paper The Spirit of Capitalism and Asset Pricing: an Empirical Investigation, CIRJE F-Series (2006) View citations (6) (2006)

2004

5. Decreasing Relative Risk Aversion, Risk Sharing, and the Permanent Income Hypothesis
   Journal of Business & Economic Statistics, 2004, 22, 421-430 View citations (16)

2001

6. Decreasing Relative Risk Aversion and Tests of Risk Sharing
   Econometrica, 2001, 69, (2), 515-26 View citations (149)
   See also Working Paper Decreasing Relative Risk Aversion and Tests of Risk Sharing, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (6) (2000)