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My authors Follow this authorHarold Huibing Zhang
Personal Details
First Name: | Harold |
Middle Name: | Huibing |
Last Name: | Zhang |
Suffix: | |
RePEc Short-ID: | pzh586 |
[This author has chosen not to make the email address public] | |
Affiliation
Shanghai Advanced Institute of Finance (SAIF)
Shanghai Jiao Tong University
Shanghai, Chinahttp://www.saif.sjtu.edu.cn/
RePEc:edi:ifsjtcn (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Leonid Kogan & Jun Li & Harold Zhang, 2022. "Operating Hedge and Gross Profitability Premium," NBER Working Papers 30241, National Bureau of Economic Research, Inc.
- Chongyang Chen & Zhonglan Dai & Douglas A. Shackelford & Harold H. Zhang, 2012.
"Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?,"
Working Papers
1202, Oxford University Centre for Business Taxation.
- Chongyang Chen & Zhonglan Dai & Douglas Shackelford & Harold Zhang, 2011. "Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?," NBER Working Papers 17169, National Bureau of Economic Research, Inc.
- Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007.
"Fear of the Unknown: Familiarity and Economic Decisions,"
MPRA Paper
6512, University Library of Munich, Germany.
- H. Henry Cao & Bing Han & David Hirshleifer & Harold H. Zhang, 2011. "Fear of the Unknown: Familiarity and Economic Decisions," Review of Finance, European Finance Association, vol. 15(1), pages 173-206.
- Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang, 2006.
"Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?,"
NBER Working Papers
12342, National Bureau of Economic Research, Inc.
- Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang, 2008. "Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?," Journal of Finance, American Finance Association, vol. 63(2), pages 709-742, April.
- Chester Spatt & Robert Dammon & Harold Zhang, 1998.
"Optimal Consumption and Investment with Capital Gains Taxes,"
GSIA Working Papers
1999-16, Carnegie Mellon University, Tepper School of Business.
- Dammon, Robert M & Spatt, Chester S & Zhang, Harold H, 2001. "Optimal Consumption and Investment with Capital Gains Taxes," The Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 583-616.
- Ming Liu & Harold H. Zhang, 1997.
"Overparameterization in the Seminonparametric Density Estimation,"
GSIA Working Papers
197, Carnegie Mellon University, Tepper School of Business.
- Liu, Ming & Zhang, Harold H., 1998. "Overparameterization in the seminonparametric density estimation," Economics Letters, Elsevier, vol. 60(1), pages 11-18, July.
- Amir Yaron & Harold Zhang, 1995. "Fixed Costs and Asset Market Participation," GSIA Working Papers 1997-25, Carnegie Mellon University, Tepper School of Business.
- Sloan, Frank & Entman, Stephen S. & Reilly, Bridget A. & Cheryl A. Glass & Gerald B. Hickson & Harold H. Zhang, 1995.
"Tort Liability and Obstetricians' Care Levels,"
Working Papers
95-07, Duke University, Department of Economics.
- Sloan, Frank A. & Entman, Stephen S. & Reilly, Bridget A. & Glass, Cheryl A. & Hickson, Gerald B. & Zhang, Harold H., 1997. "Tort liability and obstetricians' care levels," International Review of Law and Economics, Elsevier, vol. 17(2), pages 245-260, June.
- Sloan, Frank & Harold H. Zhang, 1995.
"Upstream Intergenerational Transfers,"
Working Papers
95-15, Duke University, Department of Economics.
- Frank A. Sloan & Harold H. Zhang & Jingshu Wang, 2002. "Upstream Intergenerational Transfers," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 363-380, October.
- Sloan, F.A. & Zhang, H.H., 1995. "Upstream Intergenerational Transfers," GSIA Working Papers 1995-27, Carnegie Mellon University, Tepper School of Business.
- Zhang, H.H., 1995.
"Endogenous Short Sale Constraint, Stock Prices and Output Cycles,"
GSIA Working Papers
1995-26, Carnegie Mellon University, Tepper School of Business.
- Zhang, Harold H., 1997. "Endogenous Short-Sale Constraint, Stock Prices And Output Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 1(1), pages 228-254, January.
- Tauchen, George E. & Harold Zhang & Ming Liu, 1995.
"Volume, Volatility and Leverage: A Dynamic Analysis,"
Working Papers
95-02, Duke University, Department of Economics.
- Tauchen, George & Zhang, Harold & Liu, Ming, 1996. "Volume, volatility, and leverage: A dynamic analysis," Journal of Econometrics, Elsevier, vol. 74(1), pages 177-208, September.
- Zhang, H.H., 1995.
"Endogenous Borrowing Constraints with Incomplete Markets,"
GSIA Working Papers
1995-25, Carnegie Mellon University, Tepper School of Business.
- Zhang, Harold H, 1997. "Endogenous Borrowing Constraints with Incomplete Markets," Journal of Finance, American Finance Association, vol. 52(5), pages 2187-2209, December.
- Robert Dammon & Chester Spatt & Harold Zhang, "undated". "Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing," GSIA Working Papers 2003-E44, Carnegie Mellon University, Tepper School of Business.
- Harold Zhang, "undated". "Asymmetric Information, Short Sale Constraints, and Asset Prices," GSIA Working Papers 30, Carnegie Mellon University, Tepper School of Business.
- Robert Dammon & Chester Spatt & Harold Zhang, "undated". "Diversification and Capital Gains Taxes with Multiple Risky Assets," GSIA Working Papers 2003-E43, Carnegie Mellon University, Tepper School of Business.
- Harold Zhang, "undated".
"Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis,"
GSIA Working Papers
31, Carnegie Mellon University, Tepper School of Business.
- Zhang, H.H., 1995. "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers 1995-24, Carnegie Mellon University, Tepper School of Business.
- Thomas Tallarini & Harold Zhang, "undated".
"External Habit and the Cyclicality of Expected Stock Returns,"
GSIA Working Papers
1997-26, Carnegie Mellon University, Tepper School of Business.
- Thomas D. Tallarini, Jr. & Harold H. Zhang, 2005. "External Habit and the Cyclicality of Expected Stock Returns," The Journal of Business, University of Chicago Press, vol. 78(3), pages 1023-1048, May.
- Thomas D. Tallarini & Harold H. Zhang, 2005. "External habit and the cyclicality of expected stock returns," Finance and Economics Discussion Series 2005-27, Board of Governors of the Federal Reserve System (U.S.).
- Paul Harrison & Harold Zhang, "undated".
"Cyclical Variation in the Risk and Return Relation,"
GSIA Working Papers
1997-27, Carnegie Mellon University, Tepper School of Business.
- Paul Harrison & Harold H. Zhang, "undated". "Cyclical Variation in the Risk and Return Relation," Computing in Economics and Finance 1997 175, Society for Computational Economics.
- Ming Liu & Harold H. Zhang, "undated".
"Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models,"
Computing in Economics and Finance 1997
93, Society for Computational Economics.
- Ming Liu & Harold Zhang, 1996. "Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models," GSIA Working Papers 34, Carnegie Mellon University, Tepper School of Business.
Articles
- Booth, G. Geoffrey & Gurun, Umit G. & Zhang, Harold, 2014. "Financial networks and trading in bond markets," Journal of Financial Markets, Elsevier, vol. 18(C), pages 126-157.
- H. Henry Cao & Bing Han & David Hirshleifer & Harold H. Zhang, 2011.
"Fear of the Unknown: Familiarity and Economic Decisions,"
Review of Finance, European Finance Association, vol. 15(1), pages 173-206.
- Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007. "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper 6512, University Library of Munich, Germany.
- Pereira, João Pedro & Zhang, Harold H., 2010. "Stock Returns and the Volatility of Liquidity," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(4), pages 1077-1110, August.
- Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang, 2008.
"Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?,"
Journal of Finance, American Finance Association, vol. 63(2), pages 709-742, April.
- Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang, 2006. "Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?," NBER Working Papers 12342, National Bureau of Economic Research, Inc.
- Thomas D. Tallarini, Jr. & Harold H. Zhang, 2005.
"External Habit and the Cyclicality of Expected Stock Returns,"
The Journal of Business, University of Chicago Press, vol. 78(3), pages 1023-1048, May.
- Thomas Tallarini & Harold Zhang, "undated". "External Habit and the Cyclicality of Expected Stock Returns," GSIA Working Papers 1997-26, Carnegie Mellon University, Tepper School of Business.
- Thomas D. Tallarini & Harold H. Zhang, 2005. "External habit and the cyclicality of expected stock returns," Finance and Economics Discussion Series 2005-27, Board of Governors of the Federal Reserve System (U.S.).
- H. Henry Cao & Tan Wang & Harold H. Zhang, 2005. "Model Uncertainty, Limited Market Participation, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(4), pages 1219-1251.
- Harold H. Zhang, 2003. "Comment on `Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?'," Review of Finance, Springer, vol. 7(3), pages 583-586.
- Dammon, Robert M & Spatt, Chester S & Zhang, Harold H, 2001.
"Optimal Consumption and Investment with Capital Gains Taxes,"
The Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 583-616.
- Chester Spatt & Robert Dammon & Harold Zhang, 1998. "Optimal Consumption and Investment with Capital Gains Taxes," GSIA Working Papers 1999-16, Carnegie Mellon University, Tepper School of Business.
- Zhang, Harold H., 2000. "Explaining bond returns in heterogeneous agent models: The importance of higher-order moments," Journal of Economic Dynamics and Control, Elsevier, vol. 24(10), pages 1381-1404, September.
- Paul Harrison & Harold H. Zhang, 1999. "An Investigation Of The Risk And Return Relation At Long Horizons," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 399-408, August.
- Liu, Ming & Zhang, Harold H., 1998.
"Overparameterization in the seminonparametric density estimation,"
Economics Letters, Elsevier, vol. 60(1), pages 11-18, July.
- Ming Liu & Harold H. Zhang, 1997. "Overparameterization in the Seminonparametric Density Estimation," GSIA Working Papers 197, Carnegie Mellon University, Tepper School of Business.
- Zhang, Harold H., 1997.
"Endogenous Short-Sale Constraint, Stock Prices And Output Cycles,"
Macroeconomic Dynamics, Cambridge University Press, vol. 1(1), pages 228-254, January.
- Zhang, H.H., 1995. "Endogenous Short Sale Constraint, Stock Prices and Output Cycles," GSIA Working Papers 1995-26, Carnegie Mellon University, Tepper School of Business.
- Zhang, Harold H, 1997.
"Endogenous Borrowing Constraints with Incomplete Markets,"
Journal of Finance, American Finance Association, vol. 52(5), pages 2187-2209, December.
- Zhang, H.H., 1995. "Endogenous Borrowing Constraints with Incomplete Markets," GSIA Working Papers 1995-25, Carnegie Mellon University, Tepper School of Business.
- Sloan, Frank A. & Entman, Stephen S. & Reilly, Bridget A. & Glass, Cheryl A. & Hickson, Gerald B. & Zhang, Harold H., 1997.
"Tort liability and obstetricians' care levels,"
International Review of Law and Economics, Elsevier, vol. 17(2), pages 245-260, June.
- Sloan, Frank & Entman, Stephen S. & Reilly, Bridget A. & Cheryl A. Glass & Gerald B. Hickson & Harold H. Zhang, 1995. "Tort Liability and Obstetricians' Care Levels," Working Papers 95-07, Duke University, Department of Economics.
- Tauchen, George & Zhang, Harold & Liu, Ming, 1996.
"Volume, volatility, and leverage: A dynamic analysis,"
Journal of Econometrics, Elsevier, vol. 74(1), pages 177-208, September.
- Tauchen, George E. & Harold Zhang & Ming Liu, 1995. "Volume, Volatility and Leverage: A Dynamic Analysis," Working Papers 95-02, Duke University, Department of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (6) 2000-09-05 2000-09-05 2000-09-05 2004-12-02 2004-12-02 2006-07-09. Author is listed
- NEP-FMK: Financial Markets (5) 2000-09-05 2000-09-05 2000-09-05 2006-07-09 2022-09-12. Author is listed
- NEP-ACC: Accounting and Auditing (1) 2006-07-09
- NEP-BEC: Business Economics (1) 2012-10-13
- NEP-CBE: Cognitive and Behavioural Economics (1) 2008-01-05
- NEP-PBE: Public Economics (1) 2006-07-09
- NEP-PUB: Public Finance (1) 2006-07-09
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