Faculty Profile

Showing up to 6 latest publications from the past 5 years.

• An empirical test of auction efficiency: Evidence from MBS auctions of the Federal Reserve [2024]
  P Bonadi, A Hotacsu, Z Song
  China Finance Review International, 2024
• Inflation, default, and corporate bond returns [2024]
  X Lu, Y Nozawa, Z Song
  Available at SSRN, 2024
• Monetary transmission and government investment in China [2023]
  Q Han, Z Song, Y Yuan, Y Zhao
  China Economic Review 82, 102049, 2023
• The Expected Returns of Agency MBS [2023]
  S Rizova, Z Song, SY Wang, M Yi
  Available at SSRN 4586671, 2023
• TBA trading and security issuance in the agency MBS market [2022]
  Y An, W Li, Z Song
  Available at SSRN 3674660, 2022
• Shadow Bank and Fintech Mortgage Securitization [2022]
  Y An, L Li, H Liu, Z Song
  Johns Hopkins Carey Business School Research Paper, 2022