Shaojun Zhang

The Ohio State University

2100 Neil Avenue

Columbus, OH 43210-1144

United States

http://sites.google.com/view/zhangshaojun

The Vanguard Group, Inc.

100 Vanguard Blvd

Malvern, PA 19355

United States

  • The Vanguard Group, Inc.

SCHOLARLY PAPERS

7

DOWNLOADS

1,624

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (7)

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1.

Limited Risk Sharing and International Equity Returns

Fisher College of Business Working Paper No. 2016-03-025, Charles A. Dice Center Working Paper No. 2016-25, Journal of Finance, Forthcoming
Number of pages: 59 Posted: 01 Jan 2014 Last Revised: 08 Mar 2020
Shaojun Zhang
The Ohio State University
Downloads 497 (67,690)

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comovement, exchange rate, limited participation, equity return, incomplete markets

2.

Systemic Default and Return Predictability in the Stock and Bond Markets

Charles A. Dice Center Working Paper No. 2016-2, Fisher College of Business Working Paper No. 2016-03-02
Number of pages: 62 Posted: 27 Jan 2016 Last Revised: 31 Mar 2021
Jack Bao, Kewei Hou and Shaojun Zhang
University of Delaware - Department of Finance, Ohio State University (OSU) - Department of Finance and The Ohio State University
Downloads 463 (73,642)
Citation 4

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Systemic risk, Joint default, Predictability, Stock returns, Bond returns

3.

Dissecting Currency Momentum

Downloads 242 (150,428)

Dissecting Currency Momentum

Fisher College of Business Working Paper No. 2020-03-015, Charles A Dice Working Paper No. 2020-15
Number of pages: 42 Posted: 07 Jul 2020 Last Revised: 02 Jan 2021
Shaojun Zhang
The Ohio State University
Downloads 144 (239,584)

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momentum, return, factor, exchange rate

Dissecting Currency Momentum

Number of pages: 51 Posted: 28 Jan 2021 Last Revised: 30 Mar 2021
Shaojun Zhang
The Ohio State University
Downloads 98 (318,325)

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momentum, time series momentum, return, factor, exchange rate

4.

Factor Hunting: Are Factor Exposures Created Equal?

Number of pages: 20 Posted: 29 Dec 2020
Shaojun Zhang
The Ohio State University
Downloads 140 (247,378)

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factor exposure, portfolio construction, risk, return, non-linearity

5.

Housing Cycles and Exchange Rates

Fisher College of Business Working Paper No. 2019-03-014, Charles A. Dice Center Working Paper No. 2019-14
Number of pages: 54 Posted: 09 May 2019 Last Revised: 07 Apr 2020
Sai Ma and Shaojun Zhang
Board of Governors of the Federal Reserve System and The Ohio State University
Downloads 138 (247,378)
Citation 2

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housing, exchange rate, predictability

6.

Housing Risk and the Cross-Section of Returns Across Many Asset Classes

Fisher College of Business Working Paper No. 2020-03-008, Charles A. Dice Working Paper No. 2020-08
Number of pages: 55 Posted: 10 May 2020
Sai Ma and Shaojun Zhang
Board of Governors of the Federal Reserve System and The Ohio State University
Downloads 88 (338,486)

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asset classes, cross section, risk, housing, demand shocks

7.

The Causal Effect of the Dollar on Trade

CESifo Working Paper No. 8727
Number of pages: 26 Posted: 03 Dec 2020
Sai Ma, Tim Schmidt-Eisenlohr and Shaojun Zhang
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and The Ohio State University
Downloads 56 (432,339)

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