Details about Harold Huibing Zhang

Access statistics for papers by Harold Huibing Zhang.

Last updated 2014-12-05. Update your information in the RePEc Author Service.

Short-id: pzh586

Working Papers

2022

1. Operating Hedge and Gross Profitability Premium
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2012

2. Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?
   Working Papers, Oxford University Centre for Business Taxation View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (2)

2007

3. Fear of the Unknown: Familiarity and Economic Decisions
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article Fear of the Unknown: Familiarity and Economic Decisions, Review of Finance, European Finance Association (2011) View citations (49) (2011)

2006

4. Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (41)
   See also Journal Article Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?, Journal of Finance, American Finance Association (2008) View citations (70) (2008)

2005

5. External habit and the cyclicality of expected stock returns
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (20)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (4)
   See also Journal Article External Habit and the Cyclicality of Expected Stock Returns, The Journal of Business, University of Chicago Press (2005) View citations (17) (2005)

1998

6. Optimal Consumption and Investment with Capital Gains Taxes
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   See also Journal Article Optimal Consumption and Investment with Capital Gains Taxes, The Review of Financial Studies, Society for Financial Studies (2001) View citations (81) (2001)

1997

7. Overparameterization in the Seminonparametric Density Estimation
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   See also Journal Article Overparameterization in the seminonparametric density estimation, Economics Letters, Elsevier (1998) View citations (1) (1998)

1996

8. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (3)
   Also in Computing in Economics and Finance 1997, Society for Computational Economics View citations (9)

1995

9. Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
10. Endogenous Borrowing Constraints with Incomplete Markets
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article Endogenous Borrowing Constraints with Incomplete Markets, Journal of Finance, American Finance Association (1997) View citations (85) (1997)
11. Endogenous Short Sale Constraint, Stock Prices and Output Cycles
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article ENDOGENOUS SHORT-SALE CONSTRAINT, STOCK PRICES AND OUTPUT CYCLES, Macroeconomic Dynamics, Cambridge University Press (1997) View citations (6) (1997)
12. Fixed Costs and Asset Market Participation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (2)
13. Tort Liability and Obstetricians' Care Levels
    Working Papers, Duke University, Department of Economics View citations (3)
    See also Journal Article Tort liability and obstetricians' care levels, International Review of Law and Economics, Elsevier (1997) View citations (11) (1997)
14. Upstream Intergenerational Transfers
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    Also in Working Papers, Duke University, Department of Economics (1995) View citations (1)
15. Volume, Volatility and Leverage: A Dynamic Analysis
    Working Papers, Duke University, Department of Economics View citations (2)
    See also Journal Article Volume, volatility, and leverage: A dynamic analysis, Journal of Econometrics, Elsevier (1996) View citations (58) (1996)

Undated

16. Asymmetric Information, Short Sale Constraints, and Asset Prices
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
17. Cyclical Variation in the Risk and Return Relation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    Also in Computing in Economics and Finance 1997, Society for Computational Economics View citations (1)
18. Diversification and Capital Gains Taxes with Multiple Risky Assets
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
19. Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business

Journal Articles

2014

1. Financial networks and trading in bond markets
   Journal of Financial Markets, 2014, 18, (C), 126-157 View citations (10)

2011

2. Fear of the Unknown: Familiarity and Economic Decisions
   Review of Finance, 2011, 15, (1), 173-206 View citations (49)
   See also Working Paper Fear of the Unknown: Familiarity and Economic Decisions, MPRA Paper (2007) View citations (6) (2007)

2010

3. Stock Returns and the Volatility of Liquidity
   Journal of Financial and Quantitative Analysis, 2010, 45, (4), 1077-1110 View citations (23)

2008

4. Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?
   Journal of Finance, 2008, 63, (2), 709-742 View citations (70)
   See also Working Paper Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?, NBER Working Papers (2006) View citations (41) (2006)

2005

5. External Habit and the Cyclicality of Expected Stock Returns
   The Journal of Business, 2005, 78, (3), 1023-1048 View citations (17)
   See also Working Paper External habit and the cyclicality of expected stock returns, Finance and Economics Discussion Series (2005) View citations (20) (2005)
6. Model Uncertainty, Limited Market Participation, and Asset Prices
   The Review of Financial Studies, 2005, 18, (4), 1219-1251 View citations (162)

2003

7. Comment on `Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?'
   Review of Finance, 2003, 7, (3), 583-586 View citations (1)

2001

8. Optimal Consumption and Investment with Capital Gains Taxes
   The Review of Financial Studies, 2001, 14, (3), 583-616 View citations (81)
   See also Working Paper Optimal Consumption and Investment with Capital Gains Taxes, GSIA Working Papers (1998) (1998)

2000

9. Explaining bond returns in heterogeneous agent models: The importance of higher-order moments
   Journal of Economic Dynamics and Control, 2000, 24, (10), 1381-1404 View citations (1)

1999

10. An Investigation Of The Risk And Return Relation At Long Horizons
    The Review of Economics and Statistics, 1999, 81, (3), 399-408 View citations (93)

1998

11. Overparameterization in the seminonparametric density estimation
    Economics Letters, 1998, 60, (1), 11-18 View citations (1)
    See also Working Paper Overparameterization in the Seminonparametric Density Estimation, GSIA Working Papers (1997) (1997)

1997

12. ENDOGENOUS SHORT-SALE CONSTRAINT, STOCK PRICES AND OUTPUT CYCLES
    Macroeconomic Dynamics, 1997, 1, (1), 228-254 View citations (6)
    See also Working Paper Endogenous Short Sale Constraint, Stock Prices and Output Cycles, GSIA Working Papers (1995) (1995)
13. Endogenous Borrowing Constraints with Incomplete Markets
    Journal of Finance, 1997, 52, (5), 2187-2209 View citations (85)
    See also Working Paper Endogenous Borrowing Constraints with Incomplete Markets, GSIA Working Papers (1995) (1995)
14. Tort liability and obstetricians' care levels
    International Review of Law and Economics, 1997, 17, (2), 245-260 View citations (11)
    See also Working Paper Tort Liability and Obstetricians' Care Levels, Working Papers (1995) View citations (3) (1995)

1996

15. Volume, volatility, and leverage: A dynamic analysis
    Journal of Econometrics, 1996, 74, (1), 177-208 View citations (58)
    See also Working Paper Volume, Volatility and Leverage: A Dynamic Analysis, Working Papers (1995) View citations (2) (1995)