Shaojun Zhang
Ph.D. in Finance, New York University
Assistant Professor, Finance Division
Selected publications
- Carbon Returns Across the Globe, February 2025, Journal of Finance, 80(1), 614-645.
- Housing Cycles and Exchange Rates, September 2024, Management Science, 70(9), 5646-5666 (with Sai Ma).
- Systematic Default and Return Predictability in the Stock and Bond Markets, September 2023, Journal of Financial Economics, 149 (3), 349 - 377 (with Jack Bao and Kewei Hou). Lead Article.
- Dissecting Currency Momentum, April 2022, Journal of Financial Economics,144 (1), 154 – 173.
- Limited Risk Sharing and International Equity Returns, April 2021, Journal of Finance, 76 (2), 893 – 993