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Xiaoyan Zhang

Institution: Tsinghua University

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2001

Most Recent: 2022

RePEc ID: pzh588 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.82 0.50 0.25 2.57 72%
Last 10 Years 0.00 3.16 2.86 0.25 6.27 81%
All Time 0.00 12.58 6.90 0.76 20.23 93%

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 12.68

Publications (21)

Year Article Journal Tier Authors
2022 Can Shorts Predict Returns? A Global Perspective The Review of Financial Studies A 5
2021 Tracking Retail Investor Activity Journal of Finance A 4
2021 Government Affiliation and Peer-To-Peer Lending Platforms in China Journal of Empirical Finance C 4
2021 Strategic Risk Shifting and the Idiosyncratic Volatility Puzzle: An Empirical Investigation Management Science B 4
2020 Potential pilot problems: Treatment spillovers in financial regulatory experiments Journal of Financial Economics A 3
2020 What Do Short Sellers Know?* Review of Finance B 4
2018 Anticipating Uncertainty: Straddles around Earnings Announcements Journal of Financial and Quantitative Analysis B 3
2016 Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework Journal of Financial and Quantitative Analysis B 3
2016 The information content of the sentiment index Journal of Banking & Finance B 4
2013 Shackling Short Sellers: The 2008 Shorting Ban The Review of Financial Studies A 3
2012 Aggregate Idiosyncratic Volatility Journal of Financial and Quantitative Analysis B 3
2012 Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims Journal of Empirical Finance C 2
2011 Investing in Talents: Manager Characteristics and Hedge Fund Performances Journal of Financial and Quantitative Analysis B 3
2010 Evaluating asset pricing models using the second Hansen-Jagannathan distance Journal of Financial Economics A 3
2010 What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? Journal of Financial and Quantitative Analysis B 3
2009 High idiosyncratic volatility and low returns: International and further U.S. evidence Journal of Financial Economics A 4
2009 International Stock Return Comovements Journal of Finance A 3
2008 Which Shorts Are Informed? Journal of Finance A 3
2006 The Cross‐Section of Volatility and Expected Returns Journal of Finance A 4
2006 Specification tests of international asset pricing models Journal of International Money and Finance B 1
2001 Evaluating the specification errors of asset pricing models Journal of Financial Economics A 2