Zhaogang Song

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4556-2061

Carey Business School, Johns Hopkins University

Publications

• Agency MBS as Safe Assets — The Review of Financial Studies 2026
• Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementation? — The Review of Financial Studies 2023
• Asset Pricing with Cohort-Based Trading in MBS Markets — The Journal of Finance 2022
• Treasury inconvenience yields during the COVID-19 crisis — Journal of Financial Economics 2022
• Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress — The Review of Financial Studies 2022
• Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market — Journal of Financial Economics 2019
• Mortgage Dollar Roll — The Review of Financial Studies 2019
• Tail Risk Concerns Everywhere — Management Science 2019
• Do Hedge Funds Exploit Rare Disaster Concerns? — The Review of Financial Studies 2018
• Quantitative easing auctions of Treasury bonds — Journal of Financial Economics 2018
• The value of trading relations in turbulent times — Journal of Financial Economics 2017
• Liquidity in a Market for Unique Assets: Specified Pool and To-Be-Announced Trading in the Mortgage-Backed Securities Market — The Journal of Finance 2017