Carbon Returns Across the Globe S Zhang Fisher College of Business Working Paper, 006, 2022 | 104* | 2022 |
Dissecting currency momentum S Zhang Journal of Financial Economics 144 (1), 154-173, 2022 | 32 | 2022 |
Systematic default and return predictability in the stock and bond markets J Bao, K Hou, S Zhang Journal of Financial Economics 149 (3), 349-377, 2023 | 25 | 2023 |
Limited risk sharing and international equity returns S Zhang Available at SSRN 2373265, 2015 | 19* | 2015 |
Housing Cycles and Exchange Rates S Ma, S Zhang Fisher College of Business Working Paper, 014, 2019 | 12* | 2019 |
Expert network calls S Cao, TC Green, LG Lei, S Zhang Fisher College of Business Working Paper, 013, 2023 | 7 | 2023 |
Factor Construction Zoo: Are Factor Exposures Created Equal? S Zhang The Journal of Portfolio Management 48 (2), 105-118, 2021 | 5* | 2021 |
How Inefficient is the 1/N Strategy for a Factor Investor? K Khang, A Picca, S Zhang, M Zhu Forthcoming, Journal of Investment Management, 2021 | 3 | 2021 |
Housing risk and the cross section of returns across many asset classes S Ma, S Zhang Real Estate Economics, 2020 | 3 | 2020 |
The Causal Effect of the Dollar on Trade S Ma, T Schmidt-Eisenlohr, S Zhang CESifo Working Paper, 2020 | 3* | 2020 |
Understanding Factor Value S Zhang Fisher College of Business Working Paper, 05, 2024 | 1 | 2024 |
Toward Tax-Efficient Low-Volatility Investing S Zhang Journal of Portfolio Management (JPM), Forthcoming, 2021 | 1 | 2021 |
Climate Finance: What Really Fuels the Greenium? S Zhang, Z Shi Available at SSRN 5115657, 2025 | | 2025 |
Oil-Driven Greenium Z Shi, S Zhang Fisher College of Business Working Paper, 24, 2024 | | 2024 |
Applications of equity derivatives to portfolio management EC Cheng, FJ Fabozzi, R Harlow, W Lee, S Zhang Journal of Asset Management 25 (6), 589-599, 2024 | | 2024 |
Alternative Data in Active Asset Management TC Green, S Zhang | | 2024 |
Factor Value S Zhang Fisher College of Business Working Paper, 24, 2023 | | 2023 |
Investibility and Global Long-Run Consumption Risk S Zhang | | 2018 |