2100 Neil Avenue
Columbus, OH 43210-1144
United States
http://sites.google.com/view/zhangshaojun
100 Vanguard Blvd
Malvern, PA 19355
The Vanguard Group, Inc.
comovement, exchange rate, limited participation, equity return, incomplete markets
Systemic risk, Joint default, Predictability, Stock returns, Bond returns
momentum, return, factor, exchange rate
momentum, time series momentum, return, factor, exchange rate
factor exposure, portfolio construction, risk, return, non-linearity
housing, exchange rate, predictability
asset classes, cross section, risk, housing, demand shocks