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Details about Harold Huibing Zhang

Workplace:Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University, (more information at EDIRC)

Access statistics for papers by Harold Huibing Zhang.

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

Short-id: pzh586


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Working Papers

2012

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

2007

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

2006

  1. Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)
    See also Journal Article in Journal of Finance (2008)

2005

  1. External habit and the cyclicality of expected stock returns
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (17)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (4)

    See also Journal Article in The Journal of Business (2005)

1998

  1. Optimal Consumption and Investment with Capital Gains Taxes
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article in Review of Financial Studies (2001)

1997

  1. Overparameterization in the Seminonparametric Density Estimation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads
    See also Journal Article in Economics Letters (1998)

1996

  1. 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 Downloads View citations (3)
    Also in Computing in Economics and Finance 1997, Society for Computational Economics Downloads

1995

  1. 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 Downloads
  2. Endogenous Borrowing Constraints with Incomplete Markets
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article in Journal of Finance (1997)
  3. Endogenous Short Sale Constraint, Stock Prices and Output Cycles
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article in Macroeconomic Dynamics (1997)
  4. Fixed Costs and Asset Market Participation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (2)
  5. Tort Liability and Obstetricians' Care Levels
    Working Papers, Duke University, Department of Economics View citations (1)
    See also Journal Article in International Review of Law and Economics (1997)
  6. Upstream Intergenerational Transfers
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    Also in Working Papers, Duke University, Department of Economics (1995) Downloads View citations (1)

    See also Journal Article in Southern Economic Journal (2002)
  7. Volume, Volatility and Leverage: A Dynamic Analysis
    Working Papers, Duke University, Department of Economics View citations (2)
    See also Journal Article in Journal of Econometrics (1996)

Undated

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

Journal Articles

2014

  1. Financial networks and trading in bond markets
    Journal of Financial Markets, 2014, 18, (C), 126-157 Downloads View citations (5)

2011

  1. Fear of the Unknown: Familiarity and Economic Decisions
    Review of Finance, 2011, 15, (1), 173-206 Downloads View citations (17)
    See also Working Paper (2007)

2010

  1. Stock Returns and the Volatility of Liquidity
    Journal of Financial and Quantitative Analysis, 2010, 45, (4), 1077-1110 Downloads View citations (8)

2008

  1. Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?
    Journal of Finance, 2008, 63, (2), 709-742 Downloads View citations (44)
    See also Working Paper (2006)

2005

  1. External Habit and the Cyclicality of Expected Stock Returns
    The Journal of Business, 2005, 78, (3), 1023-1048 Downloads View citations (13)
    See also Working Paper (2005)
  2. Model Uncertainty, Limited Market Participation, and Asset Prices
    Review of Financial Studies, 2005, 18, (4), 1219-1251 Downloads View citations (88)

2003

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

2002

  1. Upstream Intergenerational Transfers
    Southern Economic Journal, 2002, 69, (2), 363-380 View citations (39)
    See also Working Paper (1995)

2001

  1. Optimal Consumption and Investment with Capital Gains Taxes
    Review of Financial Studies, 2001, 14, (3), 583-616 View citations (55)
    See also Working Paper (1998)

2000

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

1999

  1. An Investigation Of The Risk And Return Relation At Long Horizons
    The Review of Economics and Statistics, 1999, 81, (3), 399-408 Downloads View citations (69)

1998

  1. Overparameterization in the seminonparametric density estimation
    Economics Letters, 1998, 60, (1), 11-18 Downloads
    See also Working Paper (1997)

1997

  1. ENDOGENOUS SHORT-SALE CONSTRAINT, STOCK PRICES AND OUTPUT CYCLES
    Macroeconomic Dynamics, 1997, 1, (1), 228-254 Downloads View citations (6)
    See also Working Paper (1995)
  2. Endogenous Borrowing Constraints with Incomplete Markets
    Journal of Finance, 1997, 52, (5), 2187-2209 Downloads View citations (63)
    See also Working Paper (1995)
  3. Tort liability and obstetricians' care levels
    International Review of Law and Economics, 1997, 17, (2), 245-260 Downloads View citations (9)
    See also Working Paper (1995)

1996

  1. Volume, volatility, and leverage: A dynamic analysis
    Journal of Econometrics, 1996, 74, (1), 177-208 Downloads View citations (51)
    See also Working Paper (1995)
 
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