XIAOYAN ZHANG
23 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0001-6248-0669
Tsinghua University PBC School of Finance
Publications
- Foreign Capital in the Chinese Stock Market: A Firm-Level Study — Journal of Financial and Quantitative Analysis 2026
- Uncertainty Risk Resolution Before Earnings Announcements — Management Science 2026
- The International Commonality of Idiosyncratic Variances — Management Science 2025
- Retail Trading and Return Predictability in China — Journal of Financial and Quantitative Analysis 2025
- When do short sellers trade? Evidence from intraday data and implications for informed trading models — Journal of Financial Economics 2025
- Risking or Derisking: How Management Fees Affect Hedge Fund Risk-Taking Choices — The Review of Financial Studies 2023
- Can Shorts Predict Returns? A Global Perspective — The Review of Financial Studies 2022
- Tracking Retail Investor Activity — The Journal of Finance 2021
- Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation — Management Science 2021
- Potential pilot problems: Treatment spillovers in financial regulatory experiments — Journal of Financial Economics 2020
- What Do Short Sellers Know? — Review of Finance 2020
- Anticipating Uncertainty: Straddles around Earnings Announcements — Journal of Financial and Quantitative Analysis 2018
- Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework — Journal of Financial and Quantitative Analysis 2016
- Shackling Short Sellers: The 2008 Shorting Ban — The Review of Financial Studies 2013
- Aggregate Idiosyncratic Volatility — Journal of Financial and Quantitative Analysis 2012
- Investing in Talents: Manager Characteristics and Hedge Fund Performances — Journal of Financial and Quantitative Analysis 2011
- What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? — Journal of Financial and Quantitative Analysis 2010
- Evaluating asset pricing models using the second Hansen-Jagannathan distance — Journal of Financial Economics 2010
- High idiosyncratic volatility and low returns: International and further U.S. evidence — Journal of Financial Economics 2009
- International Stock Return Comovements — The Journal of Finance 2009
- Which Shorts Are Informed? — The Journal of Finance 2008
- The Cross-Section of Volatility and Expected Returns — The Journal of Finance 2006
- Evaluating the specification errors of asset pricing models — Journal of Financial Economics 2001